# EDGAR Filing Document

**Accession Number:** 0000106830
**File Stem:** 0001145549-25-038930
**Filing Date:** 2025-6
**Character Count:** 453602
**Document Hash:** 9b0a253cbeb27fea829c72918e98d910
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038930.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038930

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02554
- **FILM NUMBER:** 251030158

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

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

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

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

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

## Series and Classes Contracts Data

### Vanguard Cash Reserves Federal Money Market Fund (Series ID: S000004463)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000012240 | Admiral Shares | VMRXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

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

**CIK Number of Registrant:** 0000106830

**LEI of Registrant:** 549300MNJHPQMETCSE49

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

**LEI of Series:** 1NBAWMEISCMHA5M9FT06

**EDGAR Series Identifier:** S000004463

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 38 days

- **WAL:** 61 days

- **Total Value of Portfolio Securities:** $124717820281.39

- **Amortized Cost of Portfolio Securities:** $124728596305.90

- **Cash:** $0.00

- **Total Other Assets:** $315366560.40

- **Total Liabilities:** $2257495882.75

- **Net Assets of Series:** $122786466983.55

- **Number of Shares Outstanding (Series):** 122769910353.3300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $66023359828.74           | $83444532444.68            | 53.2700%                  | 67.3200%                   |
| 2025-05-02 | $67338534068.78           | $83190095295.45            | 53.7400%                  | 66.3900%                   |
| 2025-05-05 | $64956733439.51           | $81601705378.98            | 52.5400%                  | 66.0100%                   |
| 2025-05-06 | $68414358847.16           | $83376367125.40            | 54.8500%                  | 66.8400%                   |
| 2025-05-07 | $68871447893.54           | $83414825687.68            | 55.2500%                  | 66.9200%                   |
| 2025-05-08 | $65923814350.19           | $83931024225.73            | 52.3200%                  | 66.6100%                   |
| 2025-05-09 | $64551513901.62           | $82721222965.90            | 51.7700%                  | 66.3400%                   |
| 2025-05-12 | $66748040018.50           | $84205635795.91            | 52.9000%                  | 66.7400%                   |
| 2025-05-13 | $69255723762.55           | $84486254458.78            | 54.6400%                  | 66.6500%                   |
| 2025-05-14 | $67132753922.14           | $84221491517.33            | 53.1500%                  | 66.6800%                   |
| 2025-05-15 | $64398880585.13           | $82546856777.17            | 51.6500%                  | 66.2000%                   |
| 2025-05-16 | $64859772490.19           | $83122778962.63            | 52.1000%                  | 66.7700%                   |
| 2025-05-19 | $65957631131.84           | $83646342282.78            | 52.9700%                  | 67.1700%                   |
| 2025-05-20 | $68431992794.72           | $85080386508.75            | 54.5400%                  | 67.8100%                   |
| 2025-05-21 | $65700269748.29           | $85154261715.35            | 52.5400%                  | 68.1000%                   |
| 2025-05-22 | $63916196717.37           | $83435247159.73            | 51.7300%                  | 67.5200%                   |
| 2025-05-23 | $64205199260.01           | $84079544943.28            | 52.0900%                  | 68.2100%                   |
| 2025-05-27 | $68256749630.34           | $85597954511.69            | 54.7700%                  | 68.6800%                   |
| 2025-05-28 | $68038122016.81           | $87814787608.00            | 53.9200%                  | 69.5900%                   |
| 2025-05-29 | $66263844847.66           | $86816962633.37            | 52.7800%                  | 69.1500%                   |
| 2025-05-30 | $65890839099.07           | $87012455451.25            | 52.6700%                  | 69.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3400%             |
| 2025-05-02 | 4.3500%             |
| 2025-05-05 | 4.3500%             |
| 2025-05-06 | 4.3500%             |
| 2025-05-07 | 4.3400%             |
| 2025-05-08 | 4.3400%             |
| 2025-05-09 | 4.3200%             |
| 2025-05-12 | 4.3200%             |
| 2025-05-13 | 4.3200%             |
| 2025-05-14 | 4.3200%             |
| 2025-05-15 | 4.3200%             |
| 2025-05-16 | 4.3200%             |
| 2025-05-19 | 4.3200%             |
| 2025-05-20 | 4.3200%             |
| 2025-05-21 | 4.3200%             |
| 2025-05-22 | 4.3200%             |
| 2025-05-23 | 4.3100%             |
| 2025-05-27 | 4.3100%             |
| 2025-05-28 | 4.3100%             |
| 2025-05-29 | 4.3200%             |
| 2025-05-30 | 4.3300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0001                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0001                      |
|  |  |
| 2025-05-07 | 1.0001                      |
|  |  |
| 2025-05-08 | 1.0001                      |
|  |  |
| 2025-05-09 | 1.0001                      |
|  |  |
| 2025-05-12 | 1.0001                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0001                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Admiral Shares

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $122786466983.55

- **Number of Shares Outstanding:** 122769910353.3300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $585003257.16             | $249236951.39           |
| 2025-05-02 | $219558165.86             | $187497554.44           |
| 2025-05-05 | $249571847.68             | $196852645.49           |
| 2025-05-06 | $335660667.36             | $210895184.84           |
| 2025-05-07 | $173469165.63             | $132042211.99           |
| 2025-05-08 | $168916748.91             | $138540803.41           |
| 2025-05-09 | $173982371.23             | $163517907.63           |
| 2025-05-12 | $315460429.33             | $267834195.56           |
| 2025-05-13 | $183683502.81             | $339259029.83           |
| 2025-05-14 | $157911070.42             | $295871032.68           |
| 2025-05-15 | $169078818.94             | $221198331.44           |
| 2025-05-16 | $171617838.65             | $184748636.03           |
| 2025-05-19 | $210498028.54             | $180795955.48           |
| 2025-05-20 | $161096035.16             | $220140996.38           |
| 2025-05-21 | $194073509.82             | $161449643.40           |
| 2025-05-22 | $168605401.47             | $241636527.69           |
| 2025-05-23 | $126925393.26             | $162208169.16           |
| 2025-05-27 | $138841536.07             | $168879706.56           |
| 2025-05-28 | $238621521.76             | $207220132.28           |
| 2025-05-29 | $144944486.93             | $214318772.39           |
| 2025-05-30 | $177479072.59             | $218827371.32           |

**Total Gross Subscriptions (Month):** $4464998869.58

**Total Gross Redemptions (Month):** $4362971759.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2400%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2500%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2400%           |
| 2025-05-09 | 4.2200%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2200%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2200%           |
| 2025-05-20 | 4.2200%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2200%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2100%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2300%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0HH5, C.4 - ISIN: US3130B0HH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56009352.00
- **C.18.a - Value (excl. sponsor support):** $56009352.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136025292.20
- **C.18.a - Value (excl. sponsor support):** $136025292.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: 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: 3130B3GU1, C.4 - ISIN: US3130B3GU18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37654849.38
- **C.18.a - Value (excl. sponsor support):** $37654849.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 4: 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: 3130B3H55, C.4 - ISIN: US3130B3H558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80014759.96
- **C.18.a - Value (excl. sponsor support):** $80014759.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 5: 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: 3130B3TQ6, C.4 - ISIN: US3130B3TQ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $390387657.66
- **C.18.a - Value (excl. sponsor support):** $390387657.66
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 6: 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: 3130B3UH4, C.4 - ISIN: US3130B3UH41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114999310.00
- **C.18.a - Value (excl. sponsor support):** $114999310.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 3130B3V67, C.4 - ISIN: US3130B3V674, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $172198966.80
- **C.18.a - Value (excl. sponsor support):** $172198966.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 8: 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: 3130B3V91, C.4 - ISIN: US3130B3V914, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $229662933.02
- **C.18.a - Value (excl. sponsor support):** $229662933.02
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 9: 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: 3130B3XK4, C.4 - ISIN: US3130B3XK43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223597987.60
- **C.18.a - Value (excl. sponsor support):** $223597987.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 3130B3ZN6, C.4 - ISIN: US3130B3ZN63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $462993518.00
- **C.18.a - Value (excl. sponsor support):** $462993518.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZP1, C.4 - ISIN: US3130B3ZP12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150900452.70
- **C.18.a - Value (excl. sponsor support):** $150900452.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: 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: 3130B42D2, C.4 - ISIN: US3130B42D27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115198502.40
- **C.18.a - Value (excl. sponsor support):** $115198502.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42E0, C.4 - ISIN: US3130B42E00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $230671770.55
- **C.18.a - Value (excl. sponsor support):** $230671770.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 14: 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: 3130B42W0, C.4 - ISIN: US3130B42W08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108398482.40
- **C.18.a - Value (excl. sponsor support):** $108398482.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B43X7, C.4 - ISIN: US3130B43X71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80099118.90
- **C.18.a - Value (excl. sponsor support):** $80099118.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 16: 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: 3130B43Z2, C.4 - ISIN: US3130B43Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80100160.20
- **C.18.a - Value (excl. sponsor support):** $80100160.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130B44A6, C.4 - ISIN: US3130B44A69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171697767.90
- **C.18.a - Value (excl. sponsor support):** $171697767.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 18: 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: 3130B45E7, C.4 - ISIN: US3130B45E72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $229097250.80
- **C.18.a - Value (excl. sponsor support):** $229097250.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 19: 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: 3130B4AQ4, C.4 - ISIN: US3130B4AQ43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $67100469.70
- **C.18.a - Value (excl. sponsor support):** $67100469.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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: 3130B4AZ4, C.4 - ISIN: US3130B4AZ42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53699301.90
- **C.18.a - Value (excl. sponsor support):** $53699301.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 21: 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: 3130B4BB6, C.4 - ISIN: US3130B4BB64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94030708.80
- **C.18.a - Value (excl. sponsor support):** $94030708.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B4EA5, C.4 - ISIN: US3130B4EA54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133598263.20
- **C.18.a - Value (excl. sponsor support):** $133598263.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4EN7, C.4 - ISIN: US3130B4EN75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $337495612.50
- **C.18.a - Value (excl. sponsor support):** $337495612.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 24: 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: 3130B4EP2, C.4 - ISIN: US3130B4EP24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $337504725.00
- **C.18.a - Value (excl. sponsor support):** $337504725.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3130B4F22, C.4 - ISIN: US3130B4F220, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22199822.40
- **C.18.a - Value (excl. sponsor support):** $22199822.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 26: 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: 3130B4F97, C.4 - ISIN: US3130B4F972, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189098109.00
- **C.18.a - Value (excl. sponsor support):** $189098109.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: 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: 3130B4FA4, C.4 - ISIN: US3130B4FA46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $55499445.00
- **C.18.a - Value (excl. sponsor support):** $55499445.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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: 3130B4FH9, C.4 - ISIN: US3130B4FH98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56299437.00
- **C.18.a - Value (excl. sponsor support):** $56299437.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: 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: 3130B4FK2, C.4 - ISIN: US3130B4FK28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78498979.50
- **C.18.a - Value (excl. sponsor support):** $78498979.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 30: 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: 3130B4FN6, C.4 - ISIN: US3130B4FN66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56109382.79
- **C.18.a - Value (excl. sponsor support):** $56109382.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 3130B4FR7, C.4 - ISIN: US3130B4FR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170398296.00
- **C.18.a - Value (excl. sponsor support):** $170398296.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: 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: 3130B4FY2, C.4 - ISIN: US3130B4FY22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136098502.90
- **C.18.a - Value (excl. sponsor support):** $136098502.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3130B4GF2, C.4 - ISIN: US3130B4GF24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263896305.40
- **C.18.a - Value (excl. sponsor support):** $263896305.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GH8, C.4 - ISIN: US3130B4GH89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65999010.00
- **C.18.a - Value (excl. sponsor support):** $65999010.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal 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: 3130B4GN5, C.4 - ISIN: US3130B4GN57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263797889.60
- **C.18.a - Value (excl. sponsor support):** $263797889.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 3130B4GQ8, C.4 - ISIN: US3130B4GQ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197797230.80
- **C.18.a - Value (excl. sponsor support):** $197797230.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 37: 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: 3130B4GR6, C.4 - ISIN: US3130B4GR61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131900263.80
- **C.18.a - Value (excl. sponsor support):** $131900263.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 38: 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: 3130B4GS4, C.4 - ISIN: US3130B4GS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131900263.80
- **C.18.a - Value (excl. sponsor support):** $131900263.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 39: 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: 3130B4HK0, C.4 - ISIN: US3130B4HK00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28999681.00
- **C.18.a - Value (excl. sponsor support):** $28999681.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 3130B4HM6, C.4 - ISIN: US3130B4HM65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131698946.40
- **C.18.a - Value (excl. sponsor support):** $131698946.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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: 3130B4HN4, C.4 - ISIN: US3130B4HN49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131697892.80
- **C.18.a - Value (excl. sponsor support):** $131697892.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 42: 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: 3130B4HQ7, C.4 - ISIN: US3130B4HQ79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65800329.00
- **C.18.a - Value (excl. sponsor support):** $65800329.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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: 3130B4JA0, C.4 - ISIN: US3130B4JA00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65898945.60
- **C.18.a - Value (excl. sponsor support):** $65898945.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal 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: 3130B4K26, C.4 - ISIN: US3130B4K261, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65798947.20
- **C.18.a - Value (excl. sponsor support):** $65798947.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 45: 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: 3130B4NM9, C.4 - ISIN: US3130B4NM91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33899355.90
- **C.18.a - Value (excl. sponsor support):** $33899355.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 46: 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: 3130B4NU1, C.4 - ISIN: US3130B4NU18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171296745.30
- **C.18.a - Value (excl. sponsor support):** $171296745.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 47: 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: 3130B4PD7, C.4 - ISIN: US3130B4PD74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65798749.80
- **C.18.a - Value (excl. sponsor support):** $65798749.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 48: 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: 3130B4PR6, C.4 - ISIN: US3130B4PR60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263398683.00
- **C.18.a - Value (excl. sponsor support):** $263398683.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: 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: 3130B4PV7, C.4 - ISIN: US3130B4PV72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78998578.00
- **C.18.a - Value (excl. sponsor support):** $78998578.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **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 50: 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: 3130B4PX3, C.4 - ISIN: US3130B4PX39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65800460.60
- **C.18.a - Value (excl. sponsor support):** $65800460.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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: 3130B4PZ8, C.4 - ISIN: US3130B4PZ86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197600000.00
- **C.18.a - Value (excl. sponsor support):** $197600000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q46, C.4 - ISIN: US3130B4Q466, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250195496.40
- **C.18.a - Value (excl. sponsor support):** $250195496.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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: 3130B4QE4, C.4 - ISIN: US3130B4QE49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197504542.50
- **C.18.a - Value (excl. sponsor support):** $197504542.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 54: 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: 3130B4QJ3, C.4 - ISIN: US3130B4QJ36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $495191086.40
- **C.18.a - Value (excl. sponsor support):** $495191086.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3130B4QW4, C.4 - ISIN: US3130B4QW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $112375721.60
- **C.18.a - Value (excl. sponsor support):** $112375721.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: 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: 3130B4SY8, C.4 - ISIN: US3130B4SY84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262896056.50
- **C.18.a - Value (excl. sponsor support):** $262896056.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 57: 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: 3130B4SZ5, C.4 - ISIN: US3130B4SZ59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262896056.50
- **C.18.a - Value (excl. sponsor support):** $262896056.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 3130B4T84, C.4 - ISIN: US3130B4T841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131498290.50
- **C.18.a - Value (excl. sponsor support):** $131498290.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: 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: 3130B4T92, C.4 - ISIN: US3130B4T924, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131797627.60
- **C.18.a - Value (excl. sponsor support):** $131797627.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: 3130B4TF8, C.4 - ISIN: US3130B4TF86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79198574.40
- **C.18.a - Value (excl. sponsor support):** $79198574.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 3130B4TG6, C.4 - ISIN: US3130B4TG69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394793288.40
- **C.18.a - Value (excl. sponsor support):** $394793288.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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: 3130B4TH4, C.4 - ISIN: US3130B4TH43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65799144.60
- **C.18.a - Value (excl. sponsor support):** $65799144.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: 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: 3130B4TJ0, C.4 - ISIN: US3130B4TJ09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $92398244.40
- **C.18.a - Value (excl. sponsor support):** $92398244.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 64: 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: 3130B4TM3, C.4 - ISIN: US3130B4TM38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $395995248.00
- **C.18.a - Value (excl. sponsor support):** $395995248.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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: 3130B4UE9, C.4 - ISIN: US3130B4UE92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79098576.20
- **C.18.a - Value (excl. sponsor support):** $79098576.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 66: 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: 3130B4UF6, C.4 - ISIN: US3130B4UF67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $369195938.80
- **C.18.a - Value (excl. sponsor support):** $369195938.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: 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: 3130B4UU3, C.4 - ISIN: US3130B4UU35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263696308.20
- **C.18.a - Value (excl. sponsor support):** $263696308.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 3130B4UZ2, C.4 - ISIN: US3130B4UZ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197896635.70
- **C.18.a - Value (excl. sponsor support):** $197896635.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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: 3130B4VD0, C.4 - ISIN: US3130B4VD01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263696571.90
- **C.18.a - Value (excl. sponsor support):** $263696571.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: 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: 3130B4VY4, C.4 - ISIN: US3130B4VY48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $593992872.00
- **C.18.a - Value (excl. sponsor support):** $593992872.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: 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: 3130B4W64, C.4 - ISIN: US3130B4W647, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247398020.80
- **C.18.a - Value (excl. sponsor support):** $247398020.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 72: 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: 3130B4WX5, C.4 - ISIN: US3130B4WX55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $395593274.80
- **C.18.a - Value (excl. sponsor support):** $395593274.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 73: 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: 3130B4WY3, C.4 - ISIN: US3130B4WY39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $92398706.40
- **C.18.a - Value (excl. sponsor support):** $92398706.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: 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: 3130B4YD7, C.4 - ISIN: US3130B4YD73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65699014.50
- **C.18.a - Value (excl. sponsor support):** $65699014.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 75: 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: 3130B4YJ4, C.4 - ISIN: US3130B4YJ44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262695271.40
- **C.18.a - Value (excl. sponsor support):** $262695271.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 76: 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: 3130B4ZZ7, C.4 - ISIN: US3130B4ZZ76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65699080.20
- **C.18.a - Value (excl. sponsor support):** $65699080.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: 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: 3130B52B3, C.4 - ISIN: US3130B52B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65698686.00
- **C.18.a - Value (excl. sponsor support):** $65698686.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 78: 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: 3130B52R8, C.4 - ISIN: US3130B52R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262785006.99
- **C.18.a - Value (excl. sponsor support):** $262785006.99
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 79: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53K2, C.4 - ISIN: US3130B53K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131341979.07
- **C.18.a - Value (excl. sponsor support):** $131341979.07
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 80: 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: 3130B54U9, C.4 - ISIN: US3130B54U96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $525184244.00
- **C.18.a - Value (excl. sponsor support):** $525184244.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 81: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55M6, C.4 - ISIN: US3130B55M61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104997165.00
- **C.18.a - Value (excl. sponsor support):** $104997165.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57E2, C.4 - ISIN: US3130B57E28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413486768.00
- **C.18.a - Value (excl. sponsor support):** $413486768.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57F9, C.4 - ISIN: US3130B57F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131196720.00
- **C.18.a - Value (excl. sponsor support):** $131196720.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: 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: 3130B57L6, C.4 - ISIN: US3130B57L60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $187994172.00
- **C.18.a - Value (excl. sponsor support):** $187994172.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 85: 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: 3130B57M4, C.4 - ISIN: US3130B57M44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $187994172.00
- **C.18.a - Value (excl. sponsor support):** $187994172.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **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 86: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A24, C.4 - ISIN: US3130B5A244, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262492912.50
- **C.18.a - Value (excl. sponsor support):** $262492912.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A40, C.4 - ISIN: US3130B5A400, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $393753580.82
- **C.18.a - Value (excl. sponsor support):** $393753580.82
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A65, C.4 - ISIN: US3130B5A657, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $157496220.00
- **C.18.a - Value (excl. sponsor support):** $157496220.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AD0, C.4 - ISIN: US3130B5AD05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131196851.20
- **C.18.a - Value (excl. sponsor support):** $131196851.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: 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: 3130B5AQ1, C.4 - ISIN: US3130B5AQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262491600.00
- **C.18.a - Value (excl. sponsor support):** $262491600.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AS7, C.4 - ISIN: US3130B5AS73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $328090485.10
- **C.18.a - Value (excl. sponsor support):** $328090485.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 3130B5AW8, C.4 - ISIN: US3130B5AW85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65597769.60
- **C.18.a - Value (excl. sponsor support):** $65597769.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 93: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BK3, C.4 - ISIN: US3130B5BK39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $181994904.00
- **C.18.a - Value (excl. sponsor support):** $181994904.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BP2, C.4 - ISIN: US3130B5BP26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121996462.00
- **C.18.a - Value (excl. sponsor support):** $121996462.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: 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: 3130B5BR8, C.4 - ISIN: US3130B5BR81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121996340.00
- **C.18.a - Value (excl. sponsor support):** $121996340.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 96: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G51, C.4 - ISIN: US3130B5G514, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1525714112.00
- **C.18.a - Value (excl. sponsor support):** $1525714112.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GE2, C.4 - ISIN: US3130B5GE24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1072975404.15
- **C.18.a - Value (excl. sponsor support):** $1072975404.15
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MD7, C.4 - ISIN: US3130B5MD76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2597941319.58
- **C.18.a - Value (excl. sponsor support):** $2597941319.58
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QZ4, C.4 - ISIN: US3130B5QZ43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1295857105.40
- **C.18.a - Value (excl. sponsor support):** $1295857105.40
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T32, C.4 - ISIN: US3130B5T327, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111357749.30
- **C.18.a - Value (excl. sponsor support):** $111357749.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T57, C.4 - ISIN: US3130B5T574, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111363317.80
- **C.18.a - Value (excl. sponsor support):** $111363317.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TJ7, C.4 - ISIN: US3130B5TJ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670207609.76
- **C.18.a - Value (excl. sponsor support):** $670207609.76
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: 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: 3130B5TQ1, C.4 - ISIN: US3130B5TQ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101591364.00
- **C.18.a - Value (excl. sponsor support):** $101591364.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TS7, C.4 - ISIN: US3130B5TS72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223159824.00
- **C.18.a - Value (excl. sponsor support):** $223159824.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TT5, C.4 - ISIN: US3130B5TT55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223954690.26
- **C.18.a - Value (excl. sponsor support):** $223954690.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: 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: 3130B5U30, C.4 - ISIN: US3130B5U309, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64692041.90
- **C.18.a - Value (excl. sponsor support):** $64692041.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: 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: 3130B5UC0, C.4 - ISIN: US3130B5UC02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129792731.20
- **C.18.a - Value (excl. sponsor support):** $129792731.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UD8, C.4 - ISIN: US3130B5UD84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90894909.60
- **C.18.a - Value (excl. sponsor support):** $90894909.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UF3, C.4 - ISIN: US3130B5UF33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58393692.80
- **C.18.a - Value (excl. sponsor support):** $58393692.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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: 3130B5UG1, C.4 - ISIN: US3130B5UG16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90794915.20
- **C.18.a - Value (excl. sponsor support):** $90794915.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: 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: 3130B5UK2, C.4 - ISIN: US3130B5UK28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129776765.80
- **C.18.a - Value (excl. sponsor support):** $129776765.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 112: 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: 3130B5UL0, C.4 - ISIN: US3130B5UL01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $440974422.00
- **C.18.a - Value (excl. sponsor support):** $440974422.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: 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: 3130B5UM8, C.4 - ISIN: US3130B5UM83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $77786073.80
- **C.18.a - Value (excl. sponsor support):** $77786073.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 114: 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: 3130B5UP1, C.4 - ISIN: US3130B5UP15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129876358.20
- **C.18.a - Value (excl. sponsor support):** $129876358.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UQ9, C.4 - ISIN: US3130B5UQ97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $434752606.80
- **C.18.a - Value (excl. sponsor support):** $434752606.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5US5, C.4 - ISIN: US3130B5US53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214251568.20
- **C.18.a - Value (excl. sponsor support):** $214251568.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: 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: 3130B5WQ7, C.4 - ISIN: US3130B5WQ79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $777409328.80
- **C.18.a - Value (excl. sponsor support):** $777409328.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: 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: 3130B5WR5, C.4 - ISIN: US3130B5WR52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $648022680.00
- **C.18.a - Value (excl. sponsor support):** $648022680.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: 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: 3130B5XE3, C.4 - ISIN: US3130B5XE31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119789936.80
- **C.18.a - Value (excl. sponsor support):** $119789936.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: 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: 3130B5XL7, C.4 - ISIN: US3130B5XL73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59902276.20
- **C.18.a - Value (excl. sponsor support):** $59902276.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XR4, C.4 - ISIN: US3130B5XR44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $410439930.00
- **C.18.a - Value (excl. sponsor support):** $410439930.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: 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: 3130B5Y77, C.4 - ISIN: US3130B5Y772, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238808119.20
- **C.18.a - Value (excl. sponsor support):** $238808119.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: 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: 3130B5YT9, C.4 - ISIN: US3130B5YT90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $441516335.50
- **C.18.a - Value (excl. sponsor support):** $441516335.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: 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: 3130B5YU6, C.4 - ISIN: US3130B5YU63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358013604.00
- **C.18.a - Value (excl. sponsor support):** $358013604.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: 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: 3130B5YV4, C.4 - ISIN: US3130B5YV47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119002023.00
- **C.18.a - Value (excl. sponsor support):** $119002023.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: 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: 3130B5ZH4, C.4 - ISIN: US3130B5ZH44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $475898136.00
- **C.18.a - Value (excl. sponsor support):** $475898136.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 127: 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: 3130B5ZQ4, C.4 - ISIN: US3130B5ZQ43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119000238.00
- **C.18.a - Value (excl. sponsor support):** $119000238.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: 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: 3130B62G0, C.4 - ISIN: US3130B62G03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83003154.00
- **C.18.a - Value (excl. sponsor support):** $83003154.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: 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: 3130B62R6, C.4 - ISIN: US3130B62R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119002975.00
- **C.18.a - Value (excl. sponsor support):** $119002975.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 130: 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: 3130B63J3, C.4 - ISIN: US3130B63J33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83001328.00
- **C.18.a - Value (excl. sponsor support):** $83001328.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: 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: 3130B63K0, C.4 - ISIN: US3130B63K06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83003154.00
- **C.18.a - Value (excl. sponsor support):** $83003154.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: 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: 3130B63L8, C.4 - ISIN: US3130B63L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83003071.00
- **C.18.a - Value (excl. sponsor support):** $83003071.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: 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: 3130B64C7, C.4 - ISIN: US3130B64C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $178579103.80
- **C.18.a - Value (excl. sponsor support):** $178579103.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: 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: 3130B64D5, C.4 - ISIN: US3130B64D53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154000308.00
- **C.18.a - Value (excl. sponsor support):** $154000308.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64F0, C.4 - ISIN: US3130B64F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1290540040.00
- **C.18.a - Value (excl. sponsor support):** $1290540040.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: 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: 3130B64G8, C.4 - ISIN: US3130B64G84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $177795555.00
- **C.18.a - Value (excl. sponsor support):** $177795555.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64K9, C.4 - ISIN: US3130B64K96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $516315903.00
- **C.18.a - Value (excl. sponsor support):** $516315903.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: 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: 3130B64V5, C.4 - ISIN: US3130B64V51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23599410.00
- **C.18.a - Value (excl. sponsor support):** $23599410.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65R3, C.4 - ISIN: US3130B65R31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $775364325.99
- **C.18.a - Value (excl. sponsor support):** $775364325.99
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: 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: 3130B67D2, C.4 - ISIN: US3130B67D27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110201322.40
- **C.18.a - Value (excl. sponsor support):** $110201322.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: 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: 3130B67G5, C.4 - ISIN: US3130B67G57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110201212.20
- **C.18.a - Value (excl. sponsor support):** $110201212.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: 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: 3130B67K6, C.4 - ISIN: US3130B67K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22099093.90
- **C.18.a - Value (excl. sponsor support):** $22099093.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: 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: 3130B6AB2, C.4 - ISIN: US3130B6AB22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $77149074.20
- **C.18.a - Value (excl. sponsor support):** $77149074.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: 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: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110201212.20
- **C.18.a - Value (excl. sponsor support):** $110201212.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: 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: 3130B6AQ9, C.4 - ISIN: US3130B6AQ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149893704.20
- **C.18.a - Value (excl. sponsor support):** $149893704.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AR7, C.4 - ISIN: US3130B6AR73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1288857519.00
- **C.18.a - Value (excl. sponsor support):** $1288857519.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: 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: 3130B6C95, C.4 - ISIN: US3130B6C958, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $55329446.70
- **C.18.a - Value (excl. sponsor support):** $55329446.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DN3, C.4 - ISIN: US3130B6DN33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1288940057.96
- **C.18.a - Value (excl. sponsor support):** $1288940057.96
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: 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: 3130B6LF1, C.4 - ISIN: US3130B6LF17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $327267270.00
- **C.18.a - Value (excl. sponsor support):** $327267270.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LH7, C.4 - ISIN: US3130B6LH72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54400000.00
- **C.18.a - Value (excl. sponsor support):** $54400000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6M78, C.4 - ISIN: US3130B6M783, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75498112.50
- **C.18.a - Value (excl. sponsor support):** $75498112.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6M94, C.4 - ISIN: US3130B6M940, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109600000.00
- **C.18.a - Value (excl. sponsor support):** $109600000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MA1, C.4 - ISIN: US3130B6MA11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53300000.00
- **C.18.a - Value (excl. sponsor support):** $53300000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MB9, C.4 - ISIN: US3130B6MB93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $106600000.00
- **C.18.a - Value (excl. sponsor support):** $106600000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NA2, C.4 - ISIN: US313313NA28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31779420.90
- **C.18.a - Value (excl. sponsor support):** $31779420.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GL4, C.4 - ISIN: US313385GL43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22337771.74
- **C.18.a - Value (excl. sponsor support):** $22337771.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GN0, C.4 - ISIN: US313385GN09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $496566498.08
- **C.18.a - Value (excl. sponsor support):** $496566498.08
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GT7, C.4 - ISIN: US313385GT78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7286304.84
- **C.18.a - Value (excl. sponsor support):** $7286304.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HA7, C.4 - ISIN: US313385HA78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126262180.00
- **C.18.a - Value (excl. sponsor support):** $126262180.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 160: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HC3, C.4 - ISIN: US313385HC35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $393920301.56
- **C.18.a - Value (excl. sponsor support):** $393920301.56
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HH2, C.4 - ISIN: US313385HH22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204206507.21
- **C.18.a - Value (excl. sponsor support):** $204206507.21
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HK5, C.4 - ISIN: US313385HK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $265576566.88
- **C.18.a - Value (excl. sponsor support):** $265576566.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-27
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HQ2, C.4 - ISIN: US313385HQ21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $271673679.41
- **C.18.a - Value (excl. sponsor support):** $271673679.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HR0, C.4 - ISIN: US313385HR04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170540388.27
- **C.18.a - Value (excl. sponsor support):** $170540388.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $538747375.56
- **C.18.a - Value (excl. sponsor support):** $538747375.56
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156455236.68
- **C.18.a - Value (excl. sponsor support):** $156455236.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HY5, C.4 - ISIN: US313385HY54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9833726.80
- **C.18.a - Value (excl. sponsor support):** $9833726.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184294328.40
- **C.18.a - Value (excl. sponsor support):** $184294328.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JE7, C.4 - ISIN: US313385JE72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $393583248.33
- **C.18.a - Value (excl. sponsor support):** $393583248.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $376687561.74
- **C.18.a - Value (excl. sponsor support):** $376687561.74
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JM9, C.4 - ISIN: US313385JM98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169921222.91
- **C.18.a - Value (excl. sponsor support):** $169921222.91
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JP2, C.4 - ISIN: US313385JP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442799853.33
- **C.18.a - Value (excl. sponsor support):** $442799853.33
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JU1, C.4 - ISIN: US313385JU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1429148.61
- **C.18.a - Value (excl. sponsor support):** $1429148.61
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76693899.56
- **C.18.a - Value (excl. sponsor support):** $76693899.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65026656.00
- **C.18.a - Value (excl. sponsor support):** $65026656.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KR6, C.4 - ISIN: US313385KR66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79196971.93
- **C.18.a - Value (excl. sponsor support):** $79196971.93
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KT2, C.4 - ISIN: US313385KT23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102723541.59
- **C.18.a - Value (excl. sponsor support):** $102723541.59
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156653838.30
- **C.18.a - Value (excl. sponsor support):** $156653838.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70500288.60
- **C.18.a - Value (excl. sponsor support):** $70500288.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ME3, C.4 - ISIN: US313385ME36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216609260.25
- **C.18.a - Value (excl. sponsor support):** $216609260.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $880369565.35
- **C.18.a - Value (excl. sponsor support):** $880369565.35
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MR4, C.4 - ISIN: US313385MR49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238101328.70
- **C.18.a - Value (excl. sponsor support):** $238101328.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $107893872.00
- **C.18.a - Value (excl. sponsor support):** $107893872.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214934757.05
- **C.18.a - Value (excl. sponsor support):** $214934757.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214929154.00
- **C.18.a - Value (excl. sponsor support):** $214929154.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215985010.40
- **C.18.a - Value (excl. sponsor support):** $215985010.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64105151.52
- **C.18.a - Value (excl. sponsor support):** $64105151.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397HN4, C.4 - ISIN: US313397HN46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73935131.82
- **C.18.a - Value (excl. sponsor support):** $73935131.82
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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? Yes, C.23 Categorized at Level 3? No

### Security 189: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397JK8, C.4 - ISIN: US313397JK88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5368777.20
- **C.18.a - Value (excl. sponsor support):** $5368777.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA62, C.4 - ISIN: US3133EPA621, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21100654.10
- **C.18.a - Value (excl. sponsor support):** $21100654.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGG0, C.4 - ISIN: US3133ERGG03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40700162.80
- **C.18.a - Value (excl. sponsor support):** $40700162.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGQ8, C.4 - ISIN: US3133ERGQ84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57641345.85
- **C.18.a - Value (excl. sponsor support):** $57641345.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 193: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJ44, C.4 - ISIN: US3133ERJ446, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12667885.99
- **C.18.a - Value (excl. sponsor support):** $12667885.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 194: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJU6, C.4 - ISIN: US3133ERJU69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $136803556.80
- **C.18.a - Value (excl. sponsor support):** $136803556.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLQ2, C.4 - ISIN: US3133ERLQ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $51403392.40
- **C.18.a - Value (excl. sponsor support):** $51403392.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 1.000000%
- **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):** $8637784.05
- **C.18.a - Value (excl. sponsor support):** $8637784.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXR63, C.4 - ISIN: US3134GXR630, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12991082.00
- **C.18.a - Value (excl. sponsor support):** $12991082.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589JE4, C.4 - ISIN: US313589JE43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55447669.23
- **C.18.a - Value (excl. sponsor support):** $55447669.23
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39444048.86
- **C.18.a - Value (excl. sponsor support):** $39444048.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $709628251.08
- **C.18.a - Value (excl. sponsor support):** $709628251.08
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $862289509.44
- **C.18.a - Value (excl. sponsor support):** $862289509.44
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1699917122.28
- **C.18.a - Value (excl. sponsor support):** $1699917122.28
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 203: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1217379983.30
- **C.18.a - Value (excl. sponsor support):** $1217379983.30
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1248386702.23
- **C.18.a - Value (excl. sponsor support):** $1248386702.23
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1229385080.00
- **C.18.a - Value (excl. sponsor support):** $1229385080.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 206: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1841797610.51
- **C.18.a - Value (excl. sponsor support):** $1841797610.51
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2743895534.72
- **C.18.a - Value (excl. sponsor support):** $2743895534.72
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1192659336.00
- **C.18.a - Value (excl. sponsor support):** $1192659336.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2106982569.03
- **C.18.a - Value (excl. sponsor support):** $2106982569.03
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 210: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1906216310.12
- **C.18.a - Value (excl. sponsor support):** $1906216310.12
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 211: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3064127233.11
- **C.18.a - Value (excl. sponsor support):** $3064127233.11
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1211852737.50
- **C.18.a - Value (excl. sponsor support):** $1211852737.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PT8, C.4 - ISIN: US912797PT86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1957950602.72
- **C.18.a - Value (excl. sponsor support):** $1957950602.72
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $429966254.65
- **C.18.a - Value (excl. sponsor support):** $429966254.65
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **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):** $2383261903.79
- **C.18.a - Value (excl. sponsor support):** $2383261903.79
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 216: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1220370780.00
- **C.18.a - Value (excl. sponsor support):** $1220370780.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1359405771.03
- **C.18.a - Value (excl. sponsor support):** $1359405771.03
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1229788300.00
- **C.18.a - Value (excl. sponsor support):** $1229788300.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1223800111.20
- **C.18.a - Value (excl. sponsor support):** $1223800111.20
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1173433822.81
- **C.18.a - Value (excl. sponsor support):** $1173433822.81
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 221: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1205643630.86
- **C.18.a - Value (excl. sponsor support):** $1205643630.86
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 222: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1195571136.58
- **C.18.a - Value (excl. sponsor support):** $1195571136.58
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 223: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1389790088.62
- **C.18.a - Value (excl. sponsor support):** $1389790088.62
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 224: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.426263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1095856559.20
- **C.18.a - Value (excl. sponsor support):** $1095856559.20
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.471263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1546693421.56
- **C.18.a - Value (excl. sponsor support):** $1546693421.56
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 226: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.546263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $543124632.65
- **C.18.a - Value (excl. sponsor support):** $543124632.65
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 227: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.451263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $153104049.18
- **C.18.a - Value (excl. sponsor support):** $153104049.18
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.483263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1057114434.18
- **C.18.a - Value (excl. sponsor support):** $1057114434.18
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17QD11, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP17QD11_4.30_0610
- **C.18 - Value (incl. sponsor support):** $109300000.00
- **C.18.a - Value (excl. sponsor support):** $109300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $48157700.00       | $49456964.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $32436800.00       | $31449311.87       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $12147800.00       | $12369632.47       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $15656900.00       | $18210180.22       | U.S. Treasuries (including strips) |

### Security 230: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17XCV1, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP17XCV1_4.32_0623
- **C.18 - Value (incl. sponsor support):** $88000000.00
- **C.18.a - Value (excl. sponsor support):** $88000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $22354900.00       | $21029950.40       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $260600.00         | $282326.53         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $13071600.00       | $16851551.15       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $10341100.00       | $16840036.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $800.00            | $790.52            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $1423400.00        | $1392029.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-15      | 2.2500%  | 0.0000% | $200.00            | $198.32            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2025-07-15      | 0.3750%  | 0.0000% | $150600.00         | $203155.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-09-15      | 3.5000%  | 0.0000% | $300.00            | $301.37            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $8295600.00        | $7793326.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $25005100.00       | $25366425.77       | U.S. Treasuries (including strips) |

### Security 231: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZJD9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP17ZJD9_4.31_0701
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $37769100.00       | $36697933.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $504200.00         | $509337.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $13078200.00       | $12596627.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $118258800.00      | $115173616.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $113260800.00      | $115522571.29      | U.S. Treasuries (including strips) |

### Security 232: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1832T2, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1832T2_4.31_0703
- **C.18 - Value (incl. sponsor support):** $177000000.00
- **C.18.a - Value (excl. sponsor support):** $177000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $24902400.00       | $25557166.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $14537900.00       | $13399182.84       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $103.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $44881700.00       | $32979467.45       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $87800.00          | $82483.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $89.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $3957900.00        | $3732511.80        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $13442900.00       | $13700005.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $96708800.00       | $91089020.59       | U.S. Treasuries (including strips) |

### Security 233: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP183PD2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP183PD2_4.31_0702
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $119004900.00      | $120875190.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $7711900.00        | $7423340.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $59989100.00       | $60401488.23       | U.S. Treasuries (including strips) |

### Security 234: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP184G32, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP184G32_4.31_0602
- **C.18 - Value (incl. sponsor support):** $237000000.00
- **C.18.a - Value (excl. sponsor support):** $237000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $42582700.00       | $39211765.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $43010600.00       | $41426839.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $1762500.00        | $1608526.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $46909100.00       | $39584458.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $32078300.00       | $31690399.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $45983800.00       | $45112510.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $43482700.00       | $43105502.23       | U.S. Treasuries (including strips) |

### Security 235: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP184G81, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP184G81_4.32_0602
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $1000.00           | $1025.03           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $178113600.00      | $182796797.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 6.0000%  | 0.0000% | $8484200.00        | $8739748.93        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $302200.00         | $285384.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $10395500.00       | $5027204.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $22168700.00       | $12249885.81       | U.S. Treasuries (including strips) |

### Security 236: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP184GP3, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP184GP3_4.31_0702
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $205250900.00      | $209100081.78      | U.S. Treasuries (including strips) |

### Security 237: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP185LC3, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP185LC3_4.32_0602
- **C.18 - Value (incl. sponsor support):** $204000000.00
- **C.18.a - Value (excl. sponsor support):** $204000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $4579200.00        | $4058374.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $35000.00          | $34951.66          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $179081000.00      | $183912491.10      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $19745100.00       | $20072897.03       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $700.00            | $925.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $395.16            | U.S. Treasuries (including strips) |

### Security 238: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP186TD1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP186TD1_4.32_0715
- **C.18 - Value (incl. sponsor support):** $976000000.00
- **C.18.a - Value (excl. sponsor support):** $976000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $301990800.00      | $292705395.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1012.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $66600.00          | $68266.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $8680400.00        | $8940889.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $13611600.00       | $13102288.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $19168000.00       | $16187097.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $76709800.00       | $66889238.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $13254000.00       | $13260370.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $49838100.00       | $48055528.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $150000000.00      | $147068077.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $9350400.00        | $9354793.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $16290900.00       | $15722558.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $150000000.00      | $152289775.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $116178000.00      | $116085129.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $72921300.00       | $71330567.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $7268800.00        | $6846407.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $17428000.00       | $17612621.98       | U.S. Treasuries (including strips) |

### Security 239: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189NM1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP189NM1_4.32_0707
- **C.18 - Value (incl. sponsor support):** $209000000.00
- **C.18.a - Value (excl. sponsor support):** $209000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $35654000.00       | $34319918.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $158968200.00      | $160902722.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $17586700.00       | $17957370.62       | U.S. Treasuries (including strips) |

### Security 240: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189NP4, C.3 - LEI: N/A, C.5 - Other ID: ARP189NP4_4.31_0620
- **C.18 - Value (incl. sponsor support):** $629000000.00
- **C.18.a - Value (excl. sponsor support):** $629000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $9997200.00        | $9318646.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $17979800.00       | $17274437.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $12464500.00       | $11297560.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $150030100.00      | $155536025.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $3507600.00        | $3524988.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $784600.00         | $781559.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $4252000.00        | $4211874.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $112093000.00      | $105526854.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $177.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $3200000.00        | $2506050.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $23994900.00       | $20486302.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $80.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $425100.00         | $295281.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $4401600.00        | $3302863.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $115100000.00      | $119103642.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $632000.00         | $427274.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $14218400.00       | $10561438.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $120800.00         | $117005.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $22715600.00       | $22984468.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $20925000.00       | $21255628.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $1609600.00        | $995384.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200100.00         | $96767.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $3000.00           | $1812.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $4257700.00        | $2588445.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $12184000.00       | $10281524.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $17291600.00       | $16058197.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $5100.00           | $5149.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3866400.00        | $3850053.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $400400.00         | $285076.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $48162900.00       | $32455303.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $103179000.00      | $62122950.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $6285900.00        | $4327080.77        | U.S. Treasuries (including strips) |

### Security 241: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189O24, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP189O24_4.31_0620
- **C.18 - Value (incl. sponsor support):** $959000000.00
- **C.18.a - Value (excl. sponsor support):** $959000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $142.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $1342900.00        | $1305919.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $5498000.00        | $4872673.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $446000.00         | $396483.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $562600.00         | $449789.46         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $251.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $16035400.00       | $15194825.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $19321100.00       | $16559922.45       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $700.00            | $844.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $1087600.00        | $1013779.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-31      | 5.0000%  | 0.0000% | $430100.00         | $435958.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $3144000.00        | $3192079.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $18900000.00       | $19562982.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $1100.00           | $1117.29           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-07-10      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-08-12      | 0.0000%  | 0.0000% | $29880100.00       | $29631019.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $6246400.00        | $6134396.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $689800.00         | $624664.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $1900.00           | $1825.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $3954100.00        | $3768847.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $14334200.00       | $12992217.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $22699200.00       | $20661625.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $102900.00         | $99504.95          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $795000.00         | $864823.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $183.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-31      | 5.0000%  | 0.0000% | $1218300.00        | $1226054.59        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $6616500.00        | $7168125.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 4.8750%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 4.2500%  | 0.0000% | $5159400.00        | $5269779.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $2700.00           | $2699.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $9600.00           | $9586.74           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $562200.00         | $566713.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $8000.00           | $7699.58           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $127.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $1300.00           | $1197.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $790500.00         | $761490.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $3400.00           | $3393.37           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $700.00            | $1138.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 4.3750%  | 0.0000% | $25800.00          | $24573.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $83600.00          | $65470.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $690400.00         | $549886.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $300.00            | $288.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $11844000.00       | $11185924.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $300.00            | $358.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $1560500.00        | $1504685.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $405800.00         | $400989.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $9600.00           | $9688.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $6640800.00        | $5355630.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $810100.00         | $632058.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $39220000.00       | $27242891.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $369.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $500.00            | $342.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-15      | 2.0000%  | 0.0000% | $43000.00          | $43033.28          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $600.00            | $805.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 1.6250%  | 0.0000% | $34500.00          | $33698.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $6004600.00        | $6023253.04        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $16593800.00       | $17602673.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $27039800.00       | $27144451.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $7681200.00        | $7774674.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $3700.00           | $3858.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $67.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $38700.00          | $27909.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $552100.00         | $410394.03         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $4159300.00        | $2893071.51        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $29748900.00       | $32519262.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $709900.00         | $718564.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $16651700.00       | $16914807.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $1900800.00        | $1933828.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $960000.00         | $974654.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $700.00            | $327.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $10956100.00       | $5298307.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $4538600.00        | $2741378.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $93319700.00       | $56733203.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $22656800.00       | $11644357.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $347400.00         | $216763.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $110.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $1000000.00        | $934332.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $168.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $75156600.00       | $76019570.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $800.00            | $850.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $18690600.00       | $18828938.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $27396000.00       | $27297127.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $91525000.00       | $90418252.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $76441000.00       | $76337858.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $254.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $19780200.00       | $19371340.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $282.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $28026200.00       | $28323093.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.5012%  | 0.0000% | $111436800.00      | $111924822.31      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $14849800.00       | $15244022.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $40800.00          | $40446.07          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $400.00            | $261.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $145900.00         | $82795.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $1662800.00        | $1001153.74        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $377500.00         | $226414.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $143.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $148645700.00      | $120716173.06      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-06-17      | 0.0000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-06-24      | 0.0000%  | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips) |

### Security 242: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189O32, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP189O32_4.31_0609
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $1100.00           | $965.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $5631100.00        | $4990634.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $6726200.00        | $6605593.46        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $116000.00         | $126188.08         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $12493500.00       | $12697162.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $600.00            | $615.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $400.00            | $406.29            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $492000.00         | $504936.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $31722300.00       | $28726856.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $516100.00         | $497711.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $866800.00         | $788992.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $177400.00         | $171546.92         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $4891400.00        | $5299201.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $131000.00         | $132013.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $199.93            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $104900.00         | $101426.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $1100.00           | $959.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $381600.00         | $381783.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $12777600.00       | $12906317.38       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $20000100.00       | $20539689.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $11493300.00       | $17840288.62       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $248.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $56683000.00       | $53533583.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $1673200.00        | $1653364.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $30741400.00       | $31025859.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $13725800.00       | $10141851.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $558200.00         | $749269.79         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $162300.00         | $214638.77         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $2100.00           | $2138.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $635000.00         | $583094.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $442100.00         | $443473.37         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $132000.00         | $140025.36         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $106400.00         | $107698.57         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $300.00            | $305.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $1392400.00        | $978236.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $189800.00         | $115387.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $102.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $62.40             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $479000.00         | $557113.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $168.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-09-30      | 0.2500%  | 0.0000% | $19440600.00       | $19188588.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $21100.00          | $21342.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $30218500.00       | $30442161.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $13316700.00       | $13026204.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.35             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $202000.00         | $214651.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $188.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.5012%  | 0.0000% | $500.00            | $502.19            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $4072800.00        | $4180921.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $39377200.00       | $39647894.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $21700.00          | $13450.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $65.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $976100.00         | $587699.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $479900.00         | $344947.90         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-06-24      | 0.0000%  | 0.0000% | $50800.00          | $50669.09          | U.S. Treasuries (including strips) |

### Security 243: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.305000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP189OL2, C.3 - LEI: N/A, C.5 - Other ID: ARP189OL2_4.30_0620
- **C.18 - Value (incl. sponsor support):** $209000000.00
- **C.18.a - Value (excl. sponsor support):** $209000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $23520700.00       | $19574776.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $1200.00           | $1053.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $41300.00          | $39135.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $1000.00           | $871.28            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $9405100.00        | $9558416.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $44200.00          | $45791.51          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-07-03      | 0.0000%  | 0.0000% | $250700.00         | $249790.21         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-07-31      | 0.0000%  | 0.0000% | $900.00            | $893.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $331600.00         | $281025.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $25051300.00       | $24088894.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $17300.00          | $16650.35          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1026.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $652000.00         | $645284.62         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $172500.00         | $267760.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $124.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $2466000.00        | $2514899.57        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $342600.00         | $335049.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $24433700.00       | $18224261.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $26300.00          | $34356.43          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $2300.00           | $2112.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $1416000.00        | $1420398.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $10494900.00       | $7393064.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $242000.00         | $187452.88         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $92722000.00       | $116574744.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $109700.00         | $63458.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $1600.00           | $998.34            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $9392000.00        | $9980225.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $1647500.00        | $1651972.59        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $23100.00          | $23713.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $1500.00           | $1529.10           | U.S. Treasuries (including strips) |

### Security 244: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18AW89, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18AW89_4.32_0709
- **C.18 - Value (incl. sponsor support):** $247000000.00
- **C.18.a - Value (excl. sponsor support):** $247000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $171.42            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $108.78            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $8561500.00        | $8701064.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $21100.00          | $21369.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $10050800.00       | $10412698.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $180600.00         | $185348.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $183.57            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $43100.00          | $46693.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $4233500.00        | $3934436.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $3377400.00        | $3148914.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $74679900.00       | $75432200.97       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $2574300.00        | $4188198.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $13090200.00       | $12362883.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-15      | 3.0000%  | 0.0000% | $15336500.00       | $15480783.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $1300.00           | $1304.04           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $50828000.00       | $53918251.69       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $200.00            | $251.45            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $34999800.00       | $40783850.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $1000.00           | $996.64            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $282900.00         | $287447.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $600.00            | $506.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $897900.00         | $915073.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $2599400.00        | $2201688.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.19             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $19212800.00       | $19722848.25       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $130.51            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $320500.00         | $192227.80         | U.S. Treasuries (including strips) |

### Security 245: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18C7X8, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18C7X8_4.32_0714
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $56780700.00       | $58273653.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $400.00            | $367.88            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $67344800.00       | $69161719.73       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $41028800.00       | $44341061.76       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $36621500.00       | $37321913.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $1200.00           | $1217.34           | U.S. Treasuries (including strips) |

### Security 246: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18DBK9, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18DBK9_4.32_0714
- **C.18 - Value (incl. sponsor support):** $208000000.00
- **C.18.a - Value (excl. sponsor support):** $208000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $41956800.00       | $37184752.26       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $217.57            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $15307100.00       | $19733496.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $57080000.00       | $56492095.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $2714400.00        | $4420283.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-11-15      | 4.3750%  | 0.0000% | $179600.00         | $173103.20         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $300.00            | $324.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $75.70             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $762400.00         | $775056.94         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $221.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-06-15      | 2.8750%  | 0.0000% | $536300.00         | $542903.07         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $97.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $3418800.00        | $2526116.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-15      | 2.2500%  | 0.0000% | $92300.00          | $91523.21          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $2071000.00        | $2053316.82        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $156700.00         | $159697.00         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $6996400.00        | $7108852.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $10625200.00       | $10348005.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $287000.00         | $265744.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $71767200.00       | $70283762.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $65.25             | U.S. Treasuries (including strips) |

### Security 247: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18HG25, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18HG25_4.31_0620
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $28836400.00       | $29289595.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $7896700.00        | $7893928.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $127.05            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $1800.00           | $2416.13           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $3107000.00        | $3613680.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $282.57            | U.S. Treasuries (including strips) |

### Security 248: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18HKY0, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18HKY0_4.32_0721
- **C.18 - Value (incl. sponsor support):** $608000000.00
- **C.18.a - Value (excl. sponsor support):** $608000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2026-04-30      | 0.7500%  | 0.0000% | $48289800.00       | $46836731.57       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $209136000.00      | $214634879.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 4.2500%  | 0.0000% | $30376900.00       | $30900612.85       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 2.5000%  | 0.0000% | $72535600.00       | $72045626.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $1600.00           | $1581.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $580900.00         | $588951.17         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $15960200.00       | $16251651.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $34117400.00       | $34656476.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $19823000.00       | $18575147.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $156035800.00      | $155825261.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $32316200.00       | $29842797.87       | U.S. Treasuries (including strips) |

### Security 249: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18IAV5, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18IAV5_4.32_0721
- **C.18 - Value (incl. sponsor support):** $1124000000.00
- **C.18.a - Value (excl. sponsor support):** $1124000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $1474300.00        | $1603785.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $9999500.00        | $9196471.95        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $19127700.00       | $20722398.73       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $31036900.00       | $40011927.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $4568000.00        | $4210200.04        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $1034800.00        | $2202085.22        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $44310800.00       | $55163870.86       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $5426400.00        | $6479936.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $28518300.00       | $27667726.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $337401400.00      | $342042455.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-15      | 2.2500%  | 0.0000% | $73725600.00       | $73105134.20       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $7723900.00        | $9710874.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $3511600.00        | $4091925.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $3649900.00        | $3282765.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $150240000.00      | $149345294.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $2505000.00        | $2494409.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $40459200.00       | $40870337.17       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2025-10-15      | 0.1250%  | 0.0000% | $142307600.00      | $174874830.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-10-31      | 0.2500%  | 0.0000% | $64144000.00       | $63079902.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $115401100.00      | $106854359.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $11660300.00       | $9469408.08        | U.S. Treasuries (including strips) |

### Security 250: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18JGG0, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18JGG0_4.32_0721
- **C.18 - Value (incl. sponsor support):** $372000000.00
- **C.18.a - Value (excl. sponsor support):** $372000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2025-09-04      | 0.0000%  | 0.0000% | $44344700.00       | $43855489.27       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2025-11-28      | 0.0000%  | 0.0000% | $232868100.00      | $228040045.68      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $25522600.00       | $32903041.66       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $308800.00         | $317131.23         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2025-07-15      | 0.3750%  | 0.0000% | $32715900.00       | $44133008.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $4620000.00        | $4634351.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $93.71             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $21973400.00       | $25556756.07       | U.S. Treasuries (including strips) |

### Security 251: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18JGT2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18JGT2_4.30_0605
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $1507600.00        | $1532176.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-08-15      | 3.8750%  | 0.0000% | $39885600.00       | $39208007.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $26378100.00       | $27303402.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $809700.00         | $877205.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $92.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-01-31      | 4.5412%  | 0.0000% | $200.00            | $200.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $2427200.00        | $2434740.00        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $219500.00         | $232845.21         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-07-15      | 0.7500%  | 0.0000% | $34500.00          | $43375.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $12706300.00       | $12728415.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $171800.00         | $174561.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $24666700.00       | $20815107.77       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-01-15      | 1.1250%  | 0.0000% | $165100.00         | $168257.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $1100.00           | $1112.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-11-30      | 0.3750%  | 0.0000% | $1000.00           | $982.41            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $600.00            | $637.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $64643300.00       | $60886857.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $21795900.00       | $22026792.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.5012%  | 0.0000% | $67700.00          | $67996.48          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-10-15      | 1.6250%  | 0.0000% | $191700.00         | $196789.12         | U.S. Treasuries (including strips) |

### Security 252: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M6E9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18M6E9_4.33_0728
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $207000.00         | $203288.31         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $108.78            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $47400.00          | $48172.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $2944300.00        | $3403237.40        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $102300.00         | $110828.87         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $11100.00          | $14102.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $900.00            | $909.07            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $1510900.00        | $2345270.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $99700.00          | $96134.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $3486400.00        | $3518660.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $156.04            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 0.6250%  | 0.0000% | $6696700.00        | $8988955.53        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $264.50            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $24979300.00       | $26497996.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $2842400.00        | $2853400.91        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $125.73            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $220000.00         | $223536.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $800.00            | $809.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $800.00            | $738.77            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $69100.00          | $73427.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $188.38            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $300.00            | $307.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $2100.00           | $2081.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $5560900.00        | $3637048.95        | U.S. Treasuries (including strips) |

### Security 253: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M6G4, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18M6G4_4.33_0728
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $127320000.00      | $130667665.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-15      | 6.8750%  | 0.0000% | $500.00            | $513.52            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $26304900.00       | $33911561.54       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $59555700.00       | $61162474.78       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $970300.00         | $1580091.77        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $1854400.00        | $2004106.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1008.36           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $116.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $15738800.00       | $16039816.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-12-31      | 0.3750%  | 0.0000% | $800.00            | $783.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $129519000.00      | $132031885.67      | U.S. Treasuries (including strips) |

### Security 254: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M6J8, C.3 - LEI: N/A, C.5 - Other ID: ARP18M6J8_4.32_0603
- **C.18 - Value (incl. sponsor support):** $514000000.00
- **C.18.a - Value (excl. sponsor support):** $514000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $509431900.00      | $524280055.35      | U.S. Treasuries (including strips) |

### Security 255: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18M6O7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18M6O7_4.32_0603
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $209173500.00      | $209100093.70      | U.S. Treasuries (including strips) |

### Security 256: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MZB3, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18MZB3_4.33_0728
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $116875200.00      | $119948236.81      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $203.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $142988000.00      | $86091514.51       | U.S. Treasuries (including strips) |

### Security 257: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MZH0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18MZH0_4.33_0604
- **C.18 - Value (incl. sponsor support):** $607000000.00
- **C.18.a - Value (excl. sponsor support):** $607000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $680197400.00      | $619140044.27      | U.S. Treasuries (including strips) |

### Security 258: Navy Federal Credit Union

- **C.1 - Title:** Navy Federal Credit Union 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MZL1, C.3 - LEI: N/A, C.5 - Other ID: ARP18MZL1_4.34_0604
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $53207900.00       | $51108285.72       | U.S. Treasuries (including strips) |

### Security 259: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MZV9, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: ARP18MZV9_4.34_0604
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | 0.0000% | $39884900.00       | $40529864.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $38731300.00       | $39555134.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $6094900.00        | $5860749.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $16368500.00       | $16054284.94       | U.S. Treasuries (including strips) |

### Security 260: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18N128, C.3 - LEI: N/A, C.5 - Other ID: ARP18N128_4.34_0604
- **C.18 - Value (incl. sponsor support):** $404000000.00
- **C.18.a - Value (excl. sponsor support):** $404000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $73919700.00       | $74640726.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $326987700.00      | $337439332.11      | U.S. Treasuries (including strips) |

### Security 261: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18N169, C.3 - LEI: N/A, C.5 - Other ID: ARP18N169_4.34_0604
- **C.18 - Value (incl. sponsor support):** $1823000000.00
- **C.18.a - Value (excl. sponsor support):** $1823000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2031-12-31      | 4.5000%  | 0.0000% | $585588600.00      | $608177919.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $739444500.00      | $759207563.64      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $60441600.00       | $65750082.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $198021100.00      | $198840173.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-04-30      | 4.0000%  | 0.0000% | $52263300.00       | $51892223.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 5.3750%  | 0.0000% | $100.00            | $108.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $400.00            | $412.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $24000.00          | $25219.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $1256100.00        | $1288128.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $167813700.00      | $168269275.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $5894600.00        | $6008965.12        | U.S. Treasuries (including strips) |

### Security 262: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18O8S2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18O8S2_4.33_0605
- **C.18 - Value (incl. sponsor support):** $192000000.00
- **C.18.a - Value (excl. sponsor support):** $192000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $304007900.00      | $191108203.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $4750400.00        | $4731814.45        | U.S. Treasuries (including strips) |

### Security 263: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OA26, C.3 - LEI: N/A, C.5 - Other ID: ARP18OA26_4.33_0605
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1016.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $38155100.00       | $38752920.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $37810400.00       | $37198867.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $181900.00         | $179686.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $9930800.00        | $8431620.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $300.00            | $307.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $900.00            | $915.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $170.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $50200.00          | $46619.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1103300.00        | $1115968.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $618800.00         | $616183.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $10273200.00       | $10555627.49       | U.S. Treasuries (including strips) |

### Security 264: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OA67, C.3 - LEI: N/A, C.5 - Other ID: ARP18OA67_4.34_0605
- **C.18 - Value (incl. sponsor support):** $718000000.00
- **C.18.a - Value (excl. sponsor support):** $718000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $155954200.00      | $145335462.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $49321100.00       | $49792809.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $267518500.00      | $268553873.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 2.8750%  | 0.0000% | $267443900.00      | $269295940.18      | U.S. Treasuries (including strips) |

### Security 265: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OAB6, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18OAB6_4.33_0729
- **C.18 - Value (incl. sponsor support):** $192000000.00
- **C.18.a - Value (excl. sponsor support):** $192000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $42854502.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $25248400.00       | $25443655.40       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $22138000.00       | $21404942.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $30692800.00       | $30376674.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-02-15      | 4.6250%  | 0.0000% | $812000.00         | $812765.14         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $144424400.00      | $74226250.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $1202000.00        | $720929.21         | U.S. Treasuries (including strips) |

### Security 266: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18OAJ9, C.3 - LEI: N/A, C.5 - Other ID: ARP18OAJ9_4.34_0605
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $550400.00         | $565285.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $1301100.00        | $1340289.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $56500.00          | $59436.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $892500.00         | $930232.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $1561600.00        | $1664798.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $1037800.00        | $1110813.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1915500.00        | $2019934.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $341300.00         | $309347.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $4204000.00        | $4065294.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $224800.00         | $222462.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $85200.00          | $83182.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $1568800.00        | $1671793.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $3517700.00        | $3674096.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $446800.00         | $475084.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $22500.00          | $24768.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $659100.00         | $726995.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $18538500.00       | $20042732.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $861000.00         | $881138.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $2811800.00        | $2920302.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $7502600.00        | $7863707.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $3471000.00        | $3457550.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $30500.00          | $27280.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2836100.00        | $2714276.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $11522400.00       | $11413665.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $66300.00          | $66362.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $64100.00          | $61613.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $21752100.00       | $19845541.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $4556500.00        | $4590160.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $4047900.00        | $3855443.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $10161200.00       | $9034774.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $13039400.00       | $9870650.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $28507000.00       | $21281043.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1049600.00        | $846474.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $17962000.00       | $13548607.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $4406800.00        | $3061039.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $13482700.00       | $10117119.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $8372600.00        | $6244836.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $25360400.00       | $16378484.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $11936400.00       | $8608088.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $5536500.00        | $4062151.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $5910000.00        | $4163261.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $44603800.00       | $44454082.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $38841000.00       | $22468580.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $17266700.00       | $8077578.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $26120300.00       | $15879694.29       | U.S. Treasuries (including strips) |

### Security 267: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3P0, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3P0_4.34_0602
- **C.18 - Value (incl. sponsor support):** $41000000.00
- **C.18.a - Value (excl. sponsor support):** $41000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $279400.00         | $234415.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $7887400.00        | $7419922.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $11300.00          | $9576.57           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $1039100.00        | $1293607.39        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $1184300.00        | $1158198.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $113300.00         | $104038.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $19552100.00       | $20545619.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1011.48           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $918900.00         | $976451.17         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $9816500.00        | $10077101.72       | U.S. Treasuries (including strips) |

### Security 268: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3Q8, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3Q8_4.34_0606
- **C.18 - Value (incl. sponsor support):** $382000000.00
- **C.18.a - Value (excl. sponsor support):** $382000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $123517100.00      | $124721908.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $263896800.00      | $264918156.62      | U.S. Treasuries (including strips) |

### Security 269: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3R6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18P3R6_4.34_0602
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $19963200.00       | $18360018.89       | U.S. Treasuries (including strips) |

### Security 270: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3S4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18P3S4_4.34_0602
- **C.18 - Value (incl. sponsor support):** $506000000.00
- **C.18.a - Value (excl. sponsor support):** $506000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $134845700.00      | $138892280.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $230000000.00      | $236105826.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $144269100.00      | $141121959.46      | U.S. Treasuries (including strips) |

### Security 271: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3T2, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP18P3T2_4.26_0602
- **C.18 - Value (incl. sponsor support):** $477000000.00
- **C.18.a - Value (excl. sponsor support):** $477000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $19977700.00       | $20605245.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $45951596.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $38999900.00       | $39178316.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $47955200.00       | $48674300.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $2000000.00        | $2027004.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2662100.00        | $2664195.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $25000000.00       | $25355841.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25352651.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100000000.00      | $99132133.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $8000200.00        | $8409193.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $474000.00         | $426494.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $92800.00          | $87530.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $25504000.00       | $25808072.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $25001000.00       | $25190266.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $49999900.00       | $50260429.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $84.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $30999800.00       | $28710610.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $37761100.00       | $38815901.61       | U.S. Treasuries (including strips) |

### Security 272: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3U9, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3U9_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1051000000.00
- **C.18.a - Value (excl. sponsor support):** $1051000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $453461100.00      | $455709114.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $9317600.00        | $9118821.68        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $264997200.00      | $293453005.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $3300.00           | $3344.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $261824000.00      | $265838753.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $50789100.00       | $47896843.09       | U.S. Treasuries (including strips) |

### Security 273: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3V7, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3V7_4.34_0602
- **C.18 - Value (incl. sponsor support):** $2868000000.00
- **C.18.a - Value (excl. sponsor support):** $2868000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $811500000.00      | $831180184.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $834900000.00      | $838609009.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $911515000.00      | $876563978.22      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $151831000.00      | $154349620.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $316100700.00      | $224657230.83      | U.S. Treasuries (including strips) |

### Security 274: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3W5, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP18P3W5_4.34_0602
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $81946500.00       | $80477128.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $79754800.00       | $76754200.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $16840800.00       | $16665713.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $10677700.00       | $10965777.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $4724600.00        | $10054089.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $58541800.00       | $49981663.75       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $7031800.00        | $8002763.92        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $13453800.00       | $13699481.50       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $8368800.00        | $9733558.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $24609300.00       | $20766670.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-31      | 0.2500%  | 0.0000% | $21300.00          | $21100.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 3.6250%  | 0.0000% | $24272900.00       | $24177934.27       | U.S. Treasuries (including strips) |

### Security 275: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3X3, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3X3_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1242000000.00
- **C.18.a - Value (excl. sponsor support):** $1242000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $250000000.00      | $217499991.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $400229900.00      | $403436645.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $150000000.00      | $157387184.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $477131600.00      | $488516178.62      | U.S. Treasuries (including strips) |

### Security 276: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3Y1, C.3 - LEI: N/A, C.5 - Other ID: ARP18P3Y1_4.34_0602
- **C.18 - Value (incl. sponsor support):** $611000000.00
- **C.18.a - Value (excl. sponsor support):** $611000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $1160000.00        | $973236.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 0.5000%  | 0.0000% | $115200.00         | $112178.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $23800.00          | $22179.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $14991000.00       | $13925455.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $527300.00         | $459424.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $19473300.00       | $18151562.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $199653000.00      | $202199009.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 4.3750%  | 0.0000% | $471600.00         | $478992.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-31      | 5.0000%  | 0.0000% | $181300.00         | $183769.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $204.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $96703900.00       | $99288496.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 4.2500%  | 0.0000% | $2862000.00        | $2923229.47        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $1470600.00        | $3100834.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $17771300.00       | $15060895.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $42600.00          | $40963.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $1075500.00        | $1089676.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $15643200.00       | $16182064.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $44000.00          | $44340.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $763700.00         | $984541.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $200100.00         | $194424.98         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $26768700.00       | $34008918.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $978.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $10289900.00       | $9475330.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $28500.00          | $27391.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $400.00            | $371.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $114600.00         | $105623.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $93.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $62300.00          | $63226.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $4510200.00        | $4455314.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 5.3750%  | 0.0000% | $24999700.00       | $27028200.38       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $9364800.00        | $13559202.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $739300.00         | $798983.81         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $409600.00         | $416399.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-09-30      | 3.0000%  | 0.0000% | $69800.00          | $69834.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-01-31      | 2.6250%  | 0.0000% | $117600.00         | $117341.30         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $101200.00         | $120847.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $2313100.00        | $2242681.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $33800.00          | $33139.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-06-15      | 2.8750%  | 0.0000% | $45300.00          | $45857.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $71000.00          | $71993.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 4.6250%  | 0.0000% | $52700.00          | $53430.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $1282200.00        | $1310002.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $58500.00          | $59397.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $164200.00         | $165801.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-06-30      | 2.7500%  | 0.0000% | $600.00            | $605.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $103100.00         | $103148.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-15      | 3.0000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-09-15      | 3.5000%  | 0.0000% | $9600.00           | $9643.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $28600.00          | $25965.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $9798000.00        | $8986397.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $81400.00          | $79248.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $415600.00         | $401100.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $429200.00         | $365013.03         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $62075200.00       | $67855944.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $15167600.00       | $15243087.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $257300.00         | $260440.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $72600.00          | $72726.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $600.00            | $617.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $2584700.00        | $2624155.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $4685100.00        | $4752800.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $62.86             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $141.09            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $19549900.00       | $22738038.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $23000.00          | $21359.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $212200.00         | $214636.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $11064000.00       | $11756943.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $3000.00           | $3015.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $2700100.00        | $2641199.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $205200.00         | $204923.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $4716100.00        | $4736178.06        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2025-10-15      | 0.1250%  | 0.0000% | $100.00            | $122.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $438800.00         | $447562.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $3298300.00        | $3307254.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $10841900.00       | $6720287.43        | U.S. Treasuries (including strips) |

### Security 277: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P3Z8, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP18P3Z8_4.34_0602
- **C.18 - Value (incl. sponsor support):** $477000000.00
- **C.18.a - Value (excl. sponsor support):** $477000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $25422100.00       | $24950962.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $42436400.00       | $40191527.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $24999900.00       | $21195162.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $58520000.00       | $56280874.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $13630400.00       | $13851338.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $538000.00         | $540808.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $100800.00         | $98114.62          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $15127900.00       | $15670902.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $21253200.00       | $21594097.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $2700.00           | $2695.69           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $19037600.00       | $40546799.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $78037800.00       | $79613930.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-02-15      | 3.0000%  | 0.0000% | $16203400.00       | $12033961.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $439500.00         | $340187.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $89.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $16619300.00       | $16935634.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $92136200.00       | $93727625.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.42             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $13122900.00       | $13953942.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $927200.00         | $934219.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $721900.00         | $729459.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $84.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $12412900.00       | $12183573.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 4.2500%  | 0.0000% | $20254200.00       | $20751069.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $700000.00         | $481523.44         | U.S. Treasuries (including strips) |

### Security 278: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P412, C.3 - LEI: N/A, C.5 - Other ID: ARP18P412_4.34_0602
- **C.18 - Value (incl. sponsor support):** $955000000.00
- **C.18.a - Value (excl. sponsor support):** $955000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $52282800.00       | $53591366.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $173242500.00      | $146820274.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $927300.00         | $783091.37         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $13236000.00       | $13593098.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $2189500.00        | $2140150.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $122000.00         | $123678.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 4.8750%  | 0.0000% | $6946300.00        | $7014055.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $632193200.00      | $603871531.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $600.00            | $508.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $96718400.00       | $95961990.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50200283.70       | U.S. Treasuries (including strips) |

### Security 279: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P420, C.3 - LEI: N/A, C.5 - Other ID: ARP18P420_4.34_0602
- **C.18 - Value (incl. sponsor support):** $755000000.00
- **C.18.a - Value (excl. sponsor support):** $755000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $42700.00          | $39792.61          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-04-15      | 0.1250%  | 0.0000% | $900000.00         | $1085282.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-07-31      | 4.0000%  | 0.0000% | $13315600.00       | $13485402.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $9999300.00        | $10152213.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $2000000.00        | $2049186.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $22786800.00       | $23376203.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-01-22      | 0.0000%  | 0.0000% | $200.00            | $194.77            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-08-28      | 0.0000%  | 0.0000% | $140000100.00      | $138564398.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 4.7500%  | 0.0000% | $112657200.00      | $110637159.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $758100.00         | $733087.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $84.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $46631500.00       | $42843386.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $91.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $50805761.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 4.3750%  | 0.0000% | $12524200.00       | $12983823.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $1190100.00        | $1199428.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $43738400.00       | $43955231.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $7766800.00        | $7756073.79        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $200.00            | $201.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 1.5000%  | 0.0000% | $453200.00         | $441390.24         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $128.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $10859700.00       | $10551709.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $92.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $367100.00         | $310010.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $1270100.00        | $1107498.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-12-31      | 4.2500%  | 0.0000% | $3999300.00        | $4068249.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 3.7500%  | 0.0000% | $988200.00         | $986273.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 4.2500%  | 0.0000% | $800.00            | $753.14            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $97.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $96.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 1.8750%  | 0.0000% | $23885300.00       | $23498987.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $71777900.00       | $69592733.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $12900.00          | $12241.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 2.5000%  | 0.0000% | $85500.00          | $83675.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-15      | 4.2500%  | 0.0000% | $16981900.00       | $17213026.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $768000.00         | $778564.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-15      | 4.5000%  | 0.0000% | $75300.00          | $76454.63          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $113.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $300.00            | $293.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $43934700.00       | $42107286.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $15000000.00       | $13773893.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.1250%  | 0.0000% | $41308900.00       | $40942224.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 4.6250%  | 0.0000% | $2704100.00        | $2781124.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $74000.00          | $77174.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $10952100.00       | $11333058.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $2505100.00        | $2496691.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.8750%  | 0.0000% | $730400.00         | $744097.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $636700.00         | $652906.95         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 4.4782%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $600.00            | $609.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $17835400.00       | $17370102.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $93.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $46735900.00       | $39438303.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2025-08-31      | 0.2500%  | 0.0000% | $5763900.00        | $5709979.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $2986100.00        | $2871503.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $181800.00         | $183145.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $1535000.00        | $1417514.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 4.2500%  | 0.0000% | $86000.00          | $88109.00          | U.S. Treasuries (including strips) |

### Security 280: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P438, C.3 - LEI: N/A, C.5 - Other ID: ARP18P438_4.34_0602
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $800.00            | $697.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $190600.00         | $193671.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $400.00            | $415.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $25336500.00       | $26058194.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $15139600.00       | $15789155.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $129100.00         | $109793.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $861000.00         | $857359.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $52448900.00       | $53890808.17       | U.S. Treasuries (including strips) |

### Security 281: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P446, C.3 - LEI: N/A, C.5 - Other ID: ARP18P446_4.34_0602
- **C.18 - Value (incl. sponsor support):** $4144000000.00
- **C.18.a - Value (excl. sponsor support):** $4144000000.00
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $150000000.00      | $145312885.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49310061.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $95038900.00       | $98992054.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $829000000.00      | $851986255.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $3059380300.00     | $3101998752.52     | U.S. Treasuries (including strips) |

### Security 282: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P453, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18P453_4.34_0602
- **C.18 - Value (incl. sponsor support):** $955000000.00
- **C.18.a - Value (excl. sponsor support):** $955000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $807798700.00      | $974100082.97      | U.S. Treasuries (including strips) |

### Security 283: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P461, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP18P461_4.34_0602
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $47500500.00       | $47940036.14       | U.S. Treasuries (including strips) |

### Security 284: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.325000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P479, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP18P479_4.32_0730
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $76653600.00       | $74296708.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2025-11-30      | 4.8750%  | 0.0000% | $16772300.00       | $17217555.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $8339500.00        | $8445807.01        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $162.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-02-15      | 4.6250%  | 0.0000% | $90429000.00       | $90514210.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $3290200.00        | $3300420.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $800.00            | $827.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $39900.00          | $24256.99          | U.S. Treasuries (including strips) |

### Security 285: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P487, C.3 - LEI: N/A, C.5 - Other ID: ARP18P487_4.35_0602
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $6497900.00        | $5914621.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $24215400.00       | $12445392.57       | U.S. Treasuries (including strips) |

### Security 286: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P495, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP18P495_4.34_0602
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $5960800.00        | $5796652.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $133392200.00      | $107937815.52      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $2516400.00        | $2557420.94        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-19      | 0.0000%  | 0.0000% | $26385700.00       | $25614261.29       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-16      | 0.0000%  | 0.0000% | $139000.00         | $134147.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $14817200.00       | $13770480.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $34464800.00       | $29425266.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $34800.00          | $23527.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $3146100.00        | $3064023.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $5363400.00        | $5476443.08        | U.S. Treasuries (including strips) |

### Security 287: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 4.335000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4A2, C.3 - LEI: N/A, C.5 - Other ID: ARP18P4A2_4.33_0606
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $70900.00          | $61773.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $2106200.00        | $2025285.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $25761000.00       | $24793626.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $500.00            | $486.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1097600.00        | $1073548.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $21624800.00       | $21552213.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $51033100.00       | $47392930.05       | U.S. Treasuries (including strips) |

### Security 288: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4B0, C.3 - LEI: N/A, C.5 - Other ID: ARP18P4B0_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1328000000.00
- **C.18.a - Value (excl. sponsor support):** $1328000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $46801300.00       | $45573580.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $48187800.00       | $46737800.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $41041800.00       | $41880041.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $90380900.00       | $83122697.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $13753400.00       | $13246964.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $7183200.00        | $7016358.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $1730800.00        | $1731613.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $212373700.00      | $195014178.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $2691400.00        | $2667510.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $2649100.00        | $2556680.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $2174500.00        | $2208858.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $21693400.00       | $18449146.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $600900.00         | $507072.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $2503500.00        | $2407423.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $708835200.00      | $717587634.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $167978200.00      | $167843922.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $6506600.00        | $6008600.91        | U.S. Treasuries (including strips) |

### Security 289: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4C8, C.3 - LEI: N/A, C.5 - Other ID: ARP18P4C8_4.34_0602
- **C.18 - Value (incl. sponsor support):** $955000000.00
- **C.18.a - Value (excl. sponsor support):** $955000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-04-30      | 0.7500%  | 0.0000% | $146904800.00      | $142484348.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-05-31      | 1.2500%  | 0.0000% | $172285200.00      | $160591455.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $371.66            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-02      | 0.0000%  | 0.0000% | $200.00            | $197.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-08-15      | 4.2500%  | 0.0000% | $3865800.00        | $3503879.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2039-11-15      | 4.3750%  | 0.0000% | $20846400.00       | $20092308.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2025-11-30      | 2.8750%  | 0.0000% | $700.00            | $704.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-05-31      | 2.6250%  | 0.0000% | $1400.00           | $1383.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-11-15      | 3.0000%  | 0.0000% | $1852000.00        | $1381343.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-08-15      | 2.7500%  | 0.0000% | $172904900.00      | $158771576.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-05-31      | 4.6250%  | 0.0000% | $104844500.00      | $110172062.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2048-08-15      | 3.0000%  | 0.0000% | $259456800.00      | $189733956.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2050-02-15      | 2.0000%  | 0.0000% | $359900.00         | $208193.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2050-08-15      | 1.3750%  | 0.0000% | $121400.00         | $58708.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2040-08-15      | 1.1250%  | 0.0000% | $62954000.00       | $38025100.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-06-30      | 0.5000%  | 0.0000% | $57941000.00       | $54136178.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-08-31      | 0.5000%  | 0.0000% | $102230000.00      | $94937976.32       | U.S. Treasuries (including strips) |

### Security 290: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4D6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18P4D6_4.34_0602
- **C.18 - Value (incl. sponsor support):** $219000000.00
- **C.18.a - Value (excl. sponsor support):** $219000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $11042800.00       | $11038924.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $251632400.00      | $212341153.22      | U.S. Treasuries (including strips) |

### Security 291: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4E4, C.3 - LEI: N/A, C.5 - Other ID: ARP18P4E4_4.34_0606
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $34530900.00       | $32720792.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $14470800.00       | $15259756.74       | U.S. Treasuries (including strips) |

### Security 292: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P4U8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18P4U8_4.30_0602
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2025-08-07      | 0.0000%  | 0.0000% | $1200.00           | $1190.70           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $1000.00           | $1083.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $12800.00          | $12466.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $9600.00           | $9501.12           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-01-15      | 2.0000%  | 0.0000% | $800.00            | $1302.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $187260800.00      | $193774485.85      | U.S. Treasuries (including strips) |

### Security 293: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PBE6, C.3 - LEI: N/A, C.5 - Other ID: ARP18PBE6_4.26_0602
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $105920300.00      | $96003929.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $79391600.00       | $49907867.75       | U.S. Treasuries (including strips) |

### Security 294: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ32, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP18PJ32_4.25_0602
- **C.18 - Value (incl. sponsor support):** $6781000000.00
- **C.18.a - Value (excl. sponsor support):** $6781000000.00
- **C.19 - Percentage of Net Assets:** 5.5200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $5565490400.00     | $4849085805.08     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $358500.00         | $338581.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $2108643600.00     | $1933977287.23     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard Money Market Reserves

**Date:** 2025-06-06

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer