# EDGAR Filing Document

**Accession Number:** 0000106830
**File Stem:** 0001410368-26-010494
**Filing Date:** 2026-2
**Character Count:** 458814
**Document Hash:** b45156793245047c9469f6bd70de57c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010494.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010494

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26607321

**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):** 2026-01-31

**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:** 43 days

- **WAL:** 66 days

- **Total Value of Portfolio Securities:** $125050988927.26

- **Amortized Cost of Portfolio Securities:** $125044213141.80

- **Cash:** $0.00

- **Total Other Assets:** $188758675.33

- **Total Liabilities:** $4163821542.83

- **Net Assets of Series:** $121069150274.30

- **Number of Shares Outstanding (Series):** 121051146464.5000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $67849682926.61           | $92866511925.35            | 53.7000%                  | 73.5100%                   |
| 2026-01-05 | $68147752327.07           | $93777993087.62            | 53.9200%                  | 74.2000%                   |
| 2026-01-06 | $67086532572.02           | $90823746141.35            | 54.3800%                  | 73.6200%                   |
| 2026-01-07 | $64263011954.39           | $91171916286.50            | 52.1400%                  | 73.9700%                   |
| 2026-01-08 | $64047928475.87           | $90544773917.45            | 51.8700%                  | 73.3300%                   |
| 2026-01-09 | $62853882067.91           | $89635328711.14            | 51.2600%                  | 73.0900%                   |
| 2026-01-12 | $64375544225.30           | $90666639155.43            | 52.0300%                  | 73.2800%                   |
| 2026-01-13 | $66824730992.53           | $92195329780.82            | 53.6200%                  | 73.9800%                   |
| 2026-01-14 | $62698803195.06           | $91576991617.58            | 50.7900%                  | 74.1900%                   |
| 2026-01-15 | $62949291869.86           | $91393888922.02            | 51.2400%                  | 74.3900%                   |
| 2026-01-16 | $63778287556.88           | $91176879267.65            | 51.8600%                  | 74.1400%                   |
| 2026-01-20 | $65405853946.72           | $92229244441.66            | 52.5200%                  | 74.0600%                   |
| 2026-01-21 | $62621001839.39           | $91939202847.96            | 50.4100%                  | 74.0100%                   |
| 2026-01-22 | $63095003596.24           | $91640950933.16            | 51.1700%                  | 74.3200%                   |
| 2026-01-23 | $61455261986.54           | $90904573834.60            | 49.5600%                  | 73.3100%                   |
| 2026-01-26 | $64144411399.62           | $92633077294.76            | 51.0900%                  | 73.7800%                   |
| 2026-01-27 | $67809867612.63           | $93089284962.85            | 53.6600%                  | 73.6600%                   |
| 2026-01-28 | $66978001204.90           | $93787558107.37            | 52.7300%                  | 73.8400%                   |
| 2026-01-29 | $66246334978.20           | $91975387459.67            | 52.8000%                  | 73.3100%                   |
| 2026-01-30 | $63415336268.42           | $90909316760.66            | 50.8400%                  | 72.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8100%             |
| 2026-01-05 | 3.8000%             |
| 2026-01-06 | 3.7900%             |
| 2026-01-07 | 3.7800%             |
| 2026-01-08 | 3.7700%             |
| 2026-01-09 | 3.7500%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 2026-01-08 | 1.0003                      |
|  |  |
| 2026-01-09 | 1.0003                      |
|  |  |
| 2026-01-12 | 1.0003                      |
|  |  |
| 2026-01-13 | 1.0003                      |
|  |  |
| 2026-01-14 | 1.0003                      |
|  |  |
| 2026-01-15 | 1.0003                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0002                      |
|  |  |
| 2026-01-21 | 1.0002                      |
|  |  |
| 2026-01-22 | 1.0002                      |
|  |  |
| 2026-01-23 | 1.0002                      |
|  |  |
| 2026-01-26 | 1.0002                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0002                      |
|  |  |
| 2026-01-29 | 1.0002                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Admiral Shares

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $121069150274.30

- **Number of Shares Outstanding:** 121051146464.5000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $564530907.31             | $275444998.83           |
| 2026-01-05 | $369300597.55             | $406591907.15           |
| 2026-01-06 | $329872449.29             | $474995989.72           |
| 2026-01-07 | $288787865.41             | $340604708.87           |
| 2026-01-08 | $157661324.98             | $325334831.05           |
| 2026-01-09 | $181919935.09             | $233326022.31           |
| 2026-01-12 | $203400527.53             | $316984477.27           |
| 2026-01-13 | $164151088.64             | $398773411.99           |
| 2026-01-14 | $153367645.67             | $246515773.28           |
| 2026-01-15 | $237593608.74             | $252080383.83           |
| 2026-01-16 | $167487750.36             | $207684822.36           |
| 2026-01-20 | $216604534.34             | $205502667.58           |
| 2026-01-21 | $289351486.07             | $332119888.59           |
| 2026-01-22 | $189000825.65             | $253128386.87           |
| 2026-01-23 | $186146161.50             | $210938793.36           |
| 2026-01-26 | $151495636.53             | $223347069.45           |
| 2026-01-27 | $186213754.10             | $211516256.22           |
| 2026-01-28 | $381379457.59             | $170420644.71           |
| 2026-01-29 | $97896963.14              | $188272567.23           |
| 2026-01-30 | $144725463.12             | $183348675.05           |

**Total Gross Subscriptions (Month):** $4660887982.61

**Total Gross Redemptions (Month):** $5456932275.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7100%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6700%           |
| 2026-01-09 | 3.6500%           |
| 2026-01-12 | 3.6500%           |
| 2026-01-13 | 3.6500%           |
| 2026-01-14 | 3.6500%           |
| 2026-01-15 | 3.6500%           |
| 2026-01-16 | 3.6500%           |
| 2026-01-20 | 3.6500%           |
| 2026-01-21 | 3.6500%           |
| 2026-01-22 | 3.6500%           |
| 2026-01-23 | 3.6500%           |
| 2026-01-26 | 3.6500%           |
| 2026-01-27 | 3.6500%           |
| 2026-01-28 | 3.6500%           |
| 2026-01-29 | 3.6500%           |
| 2026-01-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.1900%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **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):** $410649850.00
- **C.18.a - Value (excl. sponsor support):** $410649850.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XA9, C.4 - ISIN: US3130B6XA91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $106400106.40
- **C.18.a - Value (excl. sponsor support):** $106400106.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YE0, C.4 - ISIN: US3130B6YE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108800000.00
- **C.18.a - Value (excl. sponsor support):** $108800000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YG5, C.4 - ISIN: US3130B6YG52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $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:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NQ3, C.4 - ISIN: US3130B7NQ37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378514621.49
- **C.18.a - Value (excl. sponsor support):** $378514621.49
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NU4, C.4 - ISIN: US3130B7NU49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $441344558.66
- **C.18.a - Value (excl. sponsor support):** $441344558.66
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $270792870.27
- **C.18.a - Value (excl. sponsor support):** $270792870.27
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $251983498.41
- **C.18.a - Value (excl. sponsor support):** $251983498.41
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y73, C.4 - ISIN: US3130B7Y737, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51446440.46
- **C.18.a - Value (excl. sponsor support):** $51446440.46
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y81, C.4 - ISIN: US3130B7Y810, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51447160.69
- **C.18.a - Value (excl. sponsor support):** $51447160.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YF5, C.4 - ISIN: US3130B7YF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150960096.96
- **C.18.a - Value (excl. sponsor support):** $150960096.96
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150960096.96
- **C.18.a - Value (excl. sponsor support):** $150960096.96
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104781886.04
- **C.18.a - Value (excl. sponsor support):** $104781886.04
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82A9, C.4 - ISIN: US3130B82A96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124793244.54
- **C.18.a - Value (excl. sponsor support):** $124793244.54
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83F7, C.4 - ISIN: US3130B83F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208678747.92
- **C.18.a - Value (excl. sponsor support):** $208678747.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83J9, C.4 - ISIN: US3130B83J96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103419482.90
- **C.18.a - Value (excl. sponsor support):** $103419482.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83K6, C.4 - ISIN: US3130B83K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51745672.69
- **C.18.a - Value (excl. sponsor support):** $51745672.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $326815228.96
- **C.18.a - Value (excl. sponsor support):** $326815228.96
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83M2, C.4 - ISIN: US3130B83M26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51720827.52
- **C.18.a - Value (excl. sponsor support):** $51720827.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83P5, C.4 - ISIN: US3130B83P56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155131706.43
- **C.18.a - Value (excl. sponsor support):** $155131706.43
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83Q3, C.4 - ISIN: US3130B83Q30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155132482.08
- **C.18.a - Value (excl. sponsor support):** $155132482.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83X8, C.4 - ISIN: US3130B83X80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124729501.08
- **C.18.a - Value (excl. sponsor support):** $124729501.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83Y6, C.4 - ISIN: US3130B83Y63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124739251.56
- **C.18.a - Value (excl. sponsor support):** $124739251.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84A7, C.4 - ISIN: US3130B84A78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154962789.28
- **C.18.a - Value (excl. sponsor support):** $154962789.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84F6, C.4 - ISIN: US3130B84F65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $176429294.28
- **C.18.a - Value (excl. sponsor support):** $176429294.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84G4, C.4 - ISIN: US3130B84G49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51689741.55
- **C.18.a - Value (excl. sponsor support):** $51689741.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84N9, C.4 - ISIN: US3130B84N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62465999.44
- **C.18.a - Value (excl. sponsor support):** $62465999.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84P4, C.4 - ISIN: US3130B84P48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124927623.43
- **C.18.a - Value (excl. sponsor support):** $124927623.43
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84Q2, C.4 - ISIN: US3130B84Q21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62464875.07
- **C.18.a - Value (excl. sponsor support):** $62464875.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84R0, C.4 - ISIN: US3130B84R04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124984375.08
- **C.18.a - Value (excl. sponsor support):** $124984375.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85B4, C.4 - ISIN: US3130B85B43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249888500.66
- **C.18.a - Value (excl. sponsor support):** $249888500.66
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85L2, C.4 - ISIN: US3130B85L25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $469516713.36
- **C.18.a - Value (excl. sponsor support):** $469516713.36
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86H0, C.4 - ISIN: US3130B86H04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500276998.32
- **C.18.a - Value (excl. sponsor support):** $500276998.32
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JG8, C.4 - ISIN: US3130B8JG83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2449296850.00
- **C.18.a - Value (excl. sponsor support):** $2449296850.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KJ0, C.4 - ISIN: US3130B8KJ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999787000.00
- **C.18.a - Value (excl. sponsor support):** $999787000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KR2, C.4 - ISIN: US3130B8KR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $504896475.00
- **C.18.a - Value (excl. sponsor support):** $504896475.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LD2, C.4 - ISIN: US3130B8LD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $290934525.00
- **C.18.a - Value (excl. sponsor support):** $290934525.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LG5, C.4 - ISIN: US3130B8LG55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51418496.22
- **C.18.a - Value (excl. sponsor support):** $51418496.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LL4, C.4 - ISIN: US3130B8LL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $616869306.88
- **C.18.a - Value (excl. sponsor support):** $616869306.88
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MF6, C.4 - ISIN: US3130B8MF63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $718689207.38
- **C.18.a - Value (excl. sponsor support):** $718689207.38
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MV1, C.4 - ISIN: US3130B8MV14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $616329386.26
- **C.18.a - Value (excl. sponsor support):** $616329386.26
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NQ1, C.4 - ISIN: US3130B8NQ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1214788590.00
- **C.18.a - Value (excl. sponsor support):** $1214788590.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q54, C.4 - ISIN: US3130B8Q541, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $835799360.00
- **C.18.a - Value (excl. sponsor support):** $835799360.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76400152.80
- **C.18.a - Value (excl. sponsor support):** $76400152.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QZ8, C.4 - ISIN: US3130B8QZ81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206400412.80
- **C.18.a - Value (excl. sponsor support):** $206400412.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R87, C.4 - ISIN: US3130B8R879, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51050102.10
- **C.18.a - Value (excl. sponsor support):** $51050102.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R95, C.4 - ISIN: US3130B8R952, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255255000.00
- **C.18.a - Value (excl. sponsor support):** $255255000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204211330.36
- **C.18.a - Value (excl. sponsor support):** $204211330.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204205309.20
- **C.18.a - Value (excl. sponsor support):** $204205309.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RC8, C.4 - ISIN: US3130B8RC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51002142.00
- **C.18.a - Value (excl. sponsor support):** $51002142.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RJ3, C.4 - ISIN: US3130B8RJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204239288.94
- **C.18.a - Value (excl. sponsor support):** $204239288.94
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RR5, C.4 - ISIN: US3130B8RR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35721393.08
- **C.18.a - Value (excl. sponsor support):** $35721393.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RW4, C.4 - ISIN: US3130B8RW42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398986357.78
- **C.18.a - Value (excl. sponsor support):** $398986357.78
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199486396.40
- **C.18.a - Value (excl. sponsor support):** $199486396.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RY0, C.4 - ISIN: US3130B8RY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199454079.83
- **C.18.a - Value (excl. sponsor support):** $199454079.83
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8S29, C.4 - ISIN: US3130B8S299, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49875199.50
- **C.18.a - Value (excl. sponsor support):** $49875199.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VD1, C.4 - ISIN: US3130B8VD15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $692750052.45
- **C.18.a - Value (excl. sponsor support):** $692750052.45
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XU1, C.4 - ISIN: US3130B8XU12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19000266.00
- **C.18.a - Value (excl. sponsor support):** $19000266.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZA3, C.4 - ISIN: US3130B8ZA30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49555346.89
- **C.18.a - Value (excl. sponsor support):** $49555346.89
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 60: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZE5, C.4 - ISIN: US3130B8ZE51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198216432.04
- **C.18.a - Value (excl. sponsor support):** $198216432.04
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99109306.23
- **C.18.a - Value (excl. sponsor support):** $99109306.23
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZG0, C.4 - ISIN: US3130B8ZG00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99113215.93
- **C.18.a - Value (excl. sponsor support):** $99113215.93
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZH8, C.4 - ISIN: US3130B8ZH82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297252621.96
- **C.18.a - Value (excl. sponsor support):** $297252621.96
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZJ4, C.4 - ISIN: US3130B8ZJ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198156433.12
- **C.18.a - Value (excl. sponsor support):** $198156433.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZK1, C.4 - ISIN: US3130B8ZK12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148627176.04
- **C.18.a - Value (excl. sponsor support):** $148627176.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZM7, C.4 - ISIN: US3130B8ZM77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $485866113.04
- **C.18.a - Value (excl. sponsor support):** $485866113.04
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZN5, C.4 - ISIN: US3130B8ZN50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121462813.63
- **C.18.a - Value (excl. sponsor support):** $121462813.63
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZR6, C.4 - ISIN: US3130B8ZR64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121436640.50
- **C.18.a - Value (excl. sponsor support):** $121436640.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 69: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZX3, C.4 - ISIN: US3130B8ZX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204326117.73
- **C.18.a - Value (excl. sponsor support):** $204326117.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92H2, C.4 - ISIN: US3130B92H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $457880085.63
- **C.18.a - Value (excl. sponsor support):** $457880085.63
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 71: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92K5, C.4 - ISIN: US3130B92K50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $304287261.40
- **C.18.a - Value (excl. sponsor support):** $304287261.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 72: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93A6, C.4 - ISIN: US3130B93A69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100703489.43
- **C.18.a - Value (excl. sponsor support):** $100703489.43
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94V9, C.4 - ISIN: US3130B94V97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $586803727.17
- **C.18.a - Value (excl. sponsor support):** $586803727.17
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95H9, C.4 - ISIN: US3130B95H94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $557232009.40
- **C.18.a - Value (excl. sponsor support):** $557232009.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95P1, C.4 - ISIN: US3130B95P11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123834766.45
- **C.18.a - Value (excl. sponsor support):** $123834766.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 76: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97M6, C.4 - ISIN: US3130B97M61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499946000.40
- **C.18.a - Value (excl. sponsor support):** $499946000.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 77: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9A67, C.4 - ISIN: US3130B9A675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383416932.64
- **C.18.a - Value (excl. sponsor support):** $383416932.64
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 78: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AA8, C.4 - ISIN: US3130B9AA87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383416932.64
- **C.18.a - Value (excl. sponsor support):** $383416932.64
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 79: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AE0, C.4 - ISIN: US3130B9AE00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19420543.76
- **C.18.a - Value (excl. sponsor support):** $19420543.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 80: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AJ9, C.4 - ISIN: US3130B9AJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97119223.04
- **C.18.a - Value (excl. sponsor support):** $97119223.04
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 81: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B74, C.4 - ISIN: US3130B9B749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $822367269.35
- **C.18.a - Value (excl. sponsor support):** $822367269.35
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 82: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BA7, C.4 - ISIN: US3130B9BA78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $587371159.84
- **C.18.a - Value (excl. sponsor support):** $587371159.84
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 83: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BF6, C.4 - ISIN: US3130B9BF65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $419967579.00
- **C.18.a - Value (excl. sponsor support):** $419967579.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 84: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BG4, C.4 - ISIN: US3130B9BG49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258850435.75
- **C.18.a - Value (excl. sponsor support):** $258850435.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BU3, C.4 - ISIN: US3130B9BU33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184696343.79
- **C.18.a - Value (excl. sponsor support):** $184696343.79
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 86: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CE8, C.4 - ISIN: US3130B9CE81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $360135000.00
- **C.18.a - Value (excl. sponsor support):** $360135000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9D23, C.4 - ISIN: US3130B9D232, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $590275000.00
- **C.18.a - Value (excl. sponsor support):** $590275000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9D80, C.4 - ISIN: US3130B9D802, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $303539339.44
- **C.18.a - Value (excl. sponsor support):** $303539339.44
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 89: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TQ1, C.4 - ISIN: US313313TQ16, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $21844198.80
- **C.18.a - Value (excl. sponsor support):** $21844198.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: 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: 313313VA3, C.4 - ISIN: US313313VA36, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $149099850.00
- **C.18.a - Value (excl. sponsor support):** $149099850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $13014758.30
- **C.18.a - Value (excl. sponsor support):** $13014758.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 313313XK9, C.4 - ISIN: US313313XK99, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $20683653.90
- **C.18.a - Value (excl. sponsor support):** $20683653.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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 93: 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: 313313XN3, C.4 - ISIN: US313313XN39, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $9731149.90
- **C.18.a - Value (excl. sponsor support):** $9731149.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 94: 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: 313313XV5, C.4 - ISIN: US313313XV54, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $20663016.92
- **C.18.a - Value (excl. sponsor support):** $20663016.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 95: 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: 313313XY9, C.4 - ISIN: US313313XY93, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $24278945.40
- **C.18.a - Value (excl. sponsor support):** $24278945.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 96: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $359736398.21
- **C.18.a - Value (excl. sponsor support):** $359736398.21
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $804808095.69
- **C.18.a - Value (excl. sponsor support):** $804808095.69
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $393290408.09
- **C.18.a - Value (excl. sponsor support):** $393290408.09
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $555150678.24
- **C.18.a - Value (excl. sponsor support):** $555150678.24
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194829206.99
- **C.18.a - Value (excl. sponsor support):** $194829206.99
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168064605.60
- **C.18.a - Value (excl. sponsor support):** $168064605.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299699700.00
- **C.18.a - Value (excl. sponsor support):** $299699700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1709563695.76
- **C.18.a - Value (excl. sponsor support):** $1709563695.76
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37307874.88
- **C.18.a - Value (excl. sponsor support):** $37307874.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91724493.51
- **C.18.a - Value (excl. sponsor support):** $91724493.51
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $501190226.03
- **C.18.a - Value (excl. sponsor support):** $501190226.03
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $263684300.05
- **C.18.a - Value (excl. sponsor support):** $263684300.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $815180819.36
- **C.18.a - Value (excl. sponsor support):** $815180819.36
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $462959708.93
- **C.18.a - Value (excl. sponsor support):** $462959708.93
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $878569424.54
- **C.18.a - Value (excl. sponsor support):** $878569424.54
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78953701.73
- **C.18.a - Value (excl. sponsor support):** $78953701.73
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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 112: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $808871992.49
- **C.18.a - Value (excl. sponsor support):** $808871992.49
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UB0, C.4 - ISIN: US313385UB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448140261.50
- **C.18.a - Value (excl. sponsor support):** $448140261.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1041526069.36
- **C.18.a - Value (excl. sponsor support):** $1041526069.36
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139827758.49
- **C.18.a - Value (excl. sponsor support):** $139827758.49
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $468714733.71
- **C.18.a - Value (excl. sponsor support):** $468714733.71
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $485241507.94
- **C.18.a - Value (excl. sponsor support):** $485241507.94
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $693529820.52
- **C.18.a - Value (excl. sponsor support):** $693529820.52
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: 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: 313385UQ7, C.4 - ISIN: US313385UQ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236755945.45
- **C.18.a - Value (excl. sponsor support):** $236755945.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: 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: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $321946045.42
- **C.18.a - Value (excl. sponsor support):** $321946045.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $351509663.41
- **C.18.a - Value (excl. sponsor support):** $351509663.41
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598683821.84
- **C.18.a - Value (excl. sponsor support):** $598683821.84
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102517220.61
- **C.18.a - Value (excl. sponsor support):** $102517220.61
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124349585.88
- **C.18.a - Value (excl. sponsor support):** $124349585.88
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $410003020.36
- **C.18.a - Value (excl. sponsor support):** $410003020.36
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **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 126: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21306449.95
- **C.18.a - Value (excl. sponsor support):** $21306449.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1100195671.68
- **C.18.a - Value (excl. sponsor support):** $1100195671.68
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **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 128: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21297913.24
- **C.18.a - Value (excl. sponsor support):** $21297913.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $407981842.16
- **C.18.a - Value (excl. sponsor support):** $407981842.16
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $90124357.20
- **C.18.a - Value (excl. sponsor support):** $90124357.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206292556.41
- **C.18.a - Value (excl. sponsor support):** $206292556.41
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **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 132: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119123106.60
- **C.18.a - Value (excl. sponsor support):** $119123106.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1982544000.00
- **C.18.a - Value (excl. sponsor support):** $1982544000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56514645.10
- **C.18.a - Value (excl. sponsor support):** $56514645.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14857140.00
- **C.18.a - Value (excl. sponsor support):** $14857140.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 136: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196061185.07
- **C.18.a - Value (excl. sponsor support):** $196061185.07
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $161797784.16
- **C.18.a - Value (excl. sponsor support):** $161797784.16
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 138: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79307275.22
- **C.18.a - Value (excl. sponsor support):** $79307275.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 139: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62690383.30
- **C.18.a - Value (excl. sponsor support):** $62690383.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63101513.52
- **C.18.a - Value (excl. sponsor support):** $63101513.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26749800.64
- **C.18.a - Value (excl. sponsor support):** $26749800.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 142: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $71691754.37
- **C.18.a - Value (excl. sponsor support):** $71691754.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YS9, C.4 - ISIN: US313385YS93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492698000.00
- **C.18.a - Value (excl. sponsor support):** $492698000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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 144: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98176663.46
- **C.18.a - Value (excl. sponsor support):** $98176663.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124805563.82
- **C.18.a - Value (excl. sponsor support):** $124805563.82
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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 146: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183264334.84
- **C.18.a - Value (excl. sponsor support):** $183264334.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 147: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZH2, C.4 - ISIN: US313385ZH20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $377271093.46
- **C.18.a - Value (excl. sponsor support):** $377271093.46
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 148: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $377198243.66
- **C.18.a - Value (excl. sponsor support):** $377198243.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 149: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193339943.54
- **C.18.a - Value (excl. sponsor support):** $193339943.54
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 150: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19498881.90
- **C.18.a - Value (excl. sponsor support):** $19498881.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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 151: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5933472.50
- **C.18.a - Value (excl. sponsor support):** $5933472.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: 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: 313397SP7, C.4 - ISIN: US313397SP74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177508424.93
- **C.18.a - Value (excl. sponsor support):** $177508424.93
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 153: 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: 313397SQ5, C.4 - ISIN: US313397SQ57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $51523898.63
- **C.18.a - Value (excl. sponsor support):** $51523898.63
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: 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: 313397TT8, C.4 - ISIN: US313397TT87, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29795349.96
- **C.18.a - Value (excl. sponsor support):** $29795349.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: 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: 313397UK5, C.4 - ISIN: US313397UK59, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $15978673.80
- **C.18.a - Value (excl. sponsor support):** $15978673.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20055621.71
- **C.18.a - Value (excl. sponsor support):** $20055621.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? No, C.23 Categorized at Level 3? No

### Security 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31391161.43
- **C.18.a - Value (excl. sponsor support):** $31391161.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5M5, C.4 - ISIN: US3133ET5M52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21986395.75
- **C.18.a - Value (excl. sponsor support):** $21986395.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 159: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6P7, C.4 - ISIN: US3133ET6P74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12220816.69
- **C.18.a - Value (excl. sponsor support):** $12220816.69
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25112929.14
- **C.18.a - Value (excl. sponsor support):** $25112929.14
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC47, C.4 - ISIN: US3133ETC470, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11368250.10
- **C.18.a - Value (excl. sponsor support):** $11368250.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETE60, C.4 - ISIN: US3133ETE609, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10477968.56
- **C.18.a - Value (excl. sponsor support):** $10477968.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETE78, C.4 - ISIN: US3133ETE781, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19966279.52
- **C.18.a - Value (excl. sponsor support):** $19966279.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ32, C.4 - ISIN: US3133ETJ327, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10423937.46
- **C.18.a - Value (excl. sponsor support):** $10423937.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP68, C.4 - ISIN: US3133ETP688, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50010750.32
- **C.18.a - Value (excl. sponsor support):** $50010750.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRV1, C.4 - ISIN: US3133ETRV17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86460086.46
- **C.18.a - Value (excl. sponsor support):** $86460086.46
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBM1, C.4 - ISIN: US3133EWBM11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3795079.70
- **C.18.a - Value (excl. sponsor support):** $3795079.70
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBZ2, C.4 - ISIN: US3133EWBZ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12620000.00
- **C.18.a - Value (excl. sponsor support):** $12620000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **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: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $39452483.67
- **C.18.a - Value (excl. sponsor support):** $39452483.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 170: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1222908827.00
- **C.18.a - Value (excl. sponsor support):** $1222908827.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $996528640.34
- **C.18.a - Value (excl. sponsor support):** $996528640.34
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1235771674.15
- **C.18.a - Value (excl. sponsor support):** $1235771674.15
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2423787294.32
- **C.18.a - Value (excl. sponsor support):** $2423787294.32
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1221886938.69
- **C.18.a - Value (excl. sponsor support):** $1221886938.69
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1148054395.37
- **C.18.a - Value (excl. sponsor support):** $1148054395.37
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1960044187.19
- **C.18.a - Value (excl. sponsor support):** $1960044187.19
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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 177: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1420313352.32
- **C.18.a - Value (excl. sponsor support):** $1420313352.32
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1558706201.06
- **C.18.a - Value (excl. sponsor support):** $1558706201.06
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $609253909.76
- **C.18.a - Value (excl. sponsor support):** $609253909.76
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $607977630.00
- **C.18.a - Value (excl. sponsor support):** $607977630.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1215562310.91
- **C.18.a - Value (excl. sponsor support):** $1215562310.91
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1904862461.04
- **C.18.a - Value (excl. sponsor support):** $1904862461.04
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1881778469.42
- **C.18.a - Value (excl. sponsor support):** $1881778469.42
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1223287818.28
- **C.18.a - Value (excl. sponsor support):** $1223287818.28
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $85289658.77
- **C.18.a - Value (excl. sponsor support):** $85289658.77
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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 186: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $605020647.96
- **C.18.a - Value (excl. sponsor support):** $605020647.96
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $963888813.29
- **C.18.a - Value (excl. sponsor support):** $963888813.29
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1216112246.39
- **C.18.a - Value (excl. sponsor support):** $1216112246.39
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $804237431.40
- **C.18.a - Value (excl. sponsor support):** $804237431.40
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1299324767.68
- **C.18.a - Value (excl. sponsor support):** $1299324767.68
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $601842268.70
- **C.18.a - Value (excl. sponsor support):** $601842268.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $585400247.96
- **C.18.a - Value (excl. sponsor support):** $585400247.96
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2919983420.55
- **C.18.a - Value (excl. sponsor support):** $2919983420.55
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2428729870.24
- **C.18.a - Value (excl. sponsor support):** $2428729870.24
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2270702920.32
- **C.18.a - Value (excl. sponsor support):** $2270702920.32
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **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 196: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1208782415.14
- **C.18.a - Value (excl. sponsor support):** $1208782415.14
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1812336785.76
- **C.18.a - Value (excl. sponsor support):** $1812336785.76
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 198: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $598222685.12
- **C.18.a - Value (excl. sponsor support):** $598222685.12
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1188940627.60
- **C.18.a - Value (excl. sponsor support):** $1188940627.60
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1197429739.87
- **C.18.a - Value (excl. sponsor support):** $1197429739.87
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $600794944.64
- **C.18.a - Value (excl. sponsor support):** $600794944.64
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 202: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $101138808.42
- **C.18.a - Value (excl. sponsor support):** $101138808.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **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 203: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40319110.45
- **C.18.a - Value (excl. sponsor support):** $40319110.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **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 204: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.857692%
- **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):** $822764001.61
- **C.18.a - Value (excl. sponsor support):** $822764001.61
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 205: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.762692%
- **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):** $153026286.93
- **C.18.a - Value (excl. sponsor support):** $153026286.93
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 206: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.794692%
- **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):** $1056343919.54
- **C.18.a - Value (excl. sponsor support):** $1056343919.54
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 207: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.771692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $631788918.92
- **C.18.a - Value (excl. sponsor support):** $631788918.92
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CR1E8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CR1E8_3.87_0223
- **C.18 - Value (incl. sponsor support):** $826000000.00
- **C.18.a - Value (excl. sponsor support):** $826000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2027-11-30      | 0.6250%  | 0.0000% | $295800.00         | $281008.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $17266300.00       | $17508989.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 4.2500%  | 0.0000% | $23061900.00       | $23282719.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $2442000.00        | $2336025.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 1.2500%  | 0.0000% | $15226200.00       | $14521093.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $10029600.00       | $10366302.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 4.3750%  | 0.0000% | $23999700.00       | $24568152.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $3267200.00        | $3369523.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 4.3750%  | 0.0000% | $1551800.00        | $1609938.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $50000.00          | $52025.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $10541800.00       | $10815031.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $4466000.00        | $4667819.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 0.6250%  | 0.0000% | $155200.00         | $153402.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 1.2500%  | 0.0000% | $3336000.00        | $3152992.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $837300.00         | $879872.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-15      | 4.6250%  | 0.0000% | $348900.00         | $355970.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $1300000.00        | $1358692.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 4.8750%  | 0.0000% | $4297400.00        | $4550700.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $15421000.00       | $15576796.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 4.1250%  | 0.0000% | $1620600.00        | $1660015.46        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-02-28      | 4.6250%  | 0.0000% | $333100.00         | $339688.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $19415200.00       | $19719897.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 4.0000%  | 0.0000% | $20276000.00       | $20609181.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $124800.00         | $125769.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $27334900.00       | $24550178.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 2.5000%  | 0.0000% | $20055100.00       | $19984027.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $4485600.00        | $4412920.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $10879900.00       | $10288326.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $17080000.00       | $16679704.86       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 4.8750%  | 0.0000% | $291000.00         | $295351.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $587100.00         | $615586.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $2044200.00        | $2087124.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $265100.00         | $267618.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $4034400.00        | $3963550.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $393.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 2.2500%  | 0.0000% | $1279200.00        | $1285907.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 2.3750%  | 0.0000% | $11900.00          | $11933.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $3707000.00        | $3579769.04        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-05-31      | 2.1250%  | 0.0000% | $4889000.00        | $4880938.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $2759800.00        | $2738875.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $5046800.00        | $4751786.01        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.7947%  | 0.0000% | $228186700.00      | $230548790.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 3.6250%  | 0.0000% | $12432200.00       | $12455045.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-10-31      | 3.7500%  | 0.0000% | $8615500.00        | $8565045.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-30      | 3.7500%  | 0.0000% | $4973000.00        | $4925479.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $4761300.00        | $4791517.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 1.6250%  | 0.0000% | $9384600.00        | $9362317.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-15      | 1.7500%  | 0.0000% | $2028000.00        | $1898309.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1019.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 3.7500%  | 0.0000% | $1174000.00        | $1193454.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $1892000.00        | $1908995.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-12-31      | 3.8750%  | 0.0000% | $48200.00          | $47935.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.3750%  | 0.0000% | $10732200.00       | $10729999.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-15      | 3.5000%  | 0.0000% | $17818100.00       | $17789756.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $25896500.00       | $25556096.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.7500%  | 0.0000% | $700800.00         | $690395.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 0.6250%  | 0.0000% | $12937800.00       | $12539080.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $5159700.00        | $4533132.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $192500.00         | $167972.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-15      | 4.6250%  | 0.0000% | $4275300.00        | $4353185.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $710000.00         | $713693.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 3.6250%  | 0.0000% | $18617000.00       | $18760196.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 4.0000%  | 0.0000% | $2293100.00        | $2334932.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-15      | 1.5000%  | 0.0000% | $264800.00         | $244829.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $6000000.00        | $6053407.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 3.8750%  | 0.0000% | $7551800.00        | $7643439.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $16042200.00       | $16362907.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 1.3750%  | 0.0000% | $16264600.00       | $16151422.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $639000.00         | $639442.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $12440000.00       | $12756176.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 2.5000%  | 0.0000% | $45000.00          | $45426.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $950800.00         | $945125.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $17785300.00       | $17728926.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-15      | 4.2500%  | 0.0000% | $589500.00         | $603442.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 2.3750%  | 0.0000% | $1112700.00        | $1079863.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.8750%  | 0.0000% | $1998000.00        | $1978509.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $18050100.00       | $17280496.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-01-31      | 4.0000%  | 0.0000% | $1724100.00        | $1772397.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $1910800.00        | $1921507.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-12-31      | 3.7500%  | 0.0000% | $2101300.00        | $2101944.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-15      | 4.3750%  | 0.0000% | $1022700.00        | $1035167.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $949600.00         | $980293.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $17676800.00       | $18089419.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $174200.00         | $175187.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-15      | 4.1250%  | 0.0000% | $8456300.00        | $8516761.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-28      | 0.5000%  | 0.0000% | $12412500.00       | $12409030.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-05-15      | 3.6250%  | 0.0000% | $9243900.00        | $9311847.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $2315600.00        | $2046237.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $15102600.00       | $13213310.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $16017000.00       | $15311234.08       | U.S. Treasuries (including strips) |

### Security 209: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CTTU8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CTTU8_3.90_0220
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $165600.00         | $164344.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $44165500.00       | $44112429.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $61004200.00       | $61803293.68       | U.S. Treasuries (including strips) |

### Security 210: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5EO9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D5EO9_3.78_0203
- **C.18 - Value (incl. sponsor support):** $206000000.00
- **C.18.a - Value (excl. sponsor support):** $206000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $12058800.00       | $12730927.52       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-10-29      | 0.0000%  | 0.0000% | $2419100.00        | $2357079.11        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $7095900.00        | $7479047.76        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-28      | 0.0000%  | 0.0000% | $147400.00         | $146159.19         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-23      | 0.0000%  | 0.0000% | $1008300.00        | $991418.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $783100.00         | $774032.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $39000.00          | $40617.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $16200.00          | $16931.39          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $33756000.00       | $37367957.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $1438200.00        | $1554262.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $205.45            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $50100.00          | $48851.37          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $13443100.00       | $13007461.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $180500.00         | $114764.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $5600.00           | $2787.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $900.00            | $868.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $51132800.00       | $51802588.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $68879200.00       | $81683951.14       | U.S. Treasuries (including strips) |

### Security 211: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9VQ7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D9VQ7_3.75_0209
- **C.18 - Value (incl. sponsor support):** $207000000.00
- **C.18.a - Value (excl. sponsor support):** $207000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-03-31      | 4.1250%  | 0.0000% | $74750000.00       | $76859934.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $9686000.00        | $9526061.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $37999800.00       | $37211256.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $17349800.00       | $17060236.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $69571200.00       | $70482512.76       | U.S. Treasuries (including strips) |

### Security 212: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DIQ75, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DIQ75_3.69_0217
- **C.18 - Value (incl. sponsor support):** $299000000.00
- **C.18.a - Value (excl. sponsor support):** $299000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $19200.00          | $19181.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $242203200.00      | $263260912.48      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $37119000.00       | $41448485.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $249400.00         | $251318.32         | U.S. Treasuries (including strips) |

### Security 213: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DQ4Y2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DQ4Y2_3.69_0223
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $179046400.00      | $189026001.00      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 0.7500%  | 0.0000% | $91900.00          | $91424.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $78385600.00       | $70648825.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $145000000.00      | $148233804.42      | U.S. Treasuries (including strips) |

### Security 214: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DQZD4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DQZD4_3.70_0224
- **C.18 - Value (incl. sponsor support):** $199000000.00
- **C.18.a - Value (excl. sponsor support):** $199000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $41997200.00       | $42451308.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $2302000.00        | $2357786.72        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $58397200.00       | $76127910.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $137967300.00      | $82043004.77       | U.S. Treasuries (including strips) |

### Security 215: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSLZ6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DSLZ6_3.67_0227
- **C.18 - Value (incl. sponsor support):** $396000000.00
- **C.18.a - Value (excl. sponsor support):** $396000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $50056200.00       | $52846208.08       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $3066700.00        | $3027897.04        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-05      | 0.0000%  | 0.0000% | $54100.00          | $54083.82          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-02      | 0.0000%  | 0.0000% | $120000.00         | $118227.60         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-07      | 0.0000%  | 0.0000% | $881000.00         | $875393.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $5987500.00        | $6030310.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $300000.00         | $301699.99         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $271769600.00      | $295397884.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $215000.00         | $201250.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $47000400.00       | $45067102.68       | U.S. Treasuries (including strips) |

### Security 216: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EDUV7, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1EDUV7_3.65_0223
- **C.18 - Value (incl. sponsor support):** $146000000.00
- **C.18.a - Value (excl. sponsor support):** $146000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $83400.00          | $46346.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $125800.00         | $119551.59         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $78700.00          | $85788.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $70900.00          | $68361.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $335300.00         | $352356.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $121900.00         | $126838.72         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $15377700.00       | $16208028.97       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 2.3750%  | 0.0000% | $200.00            | $326.48            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 1.7500%  | 0.0000% | $5837800.00        | $9183543.08        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.40            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-10-15      | 0.1250%  | 0.0000% | $142700.00         | $169228.15         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $1200.00           | $1328.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $11984600.00       | $12240004.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $202.47            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $64000.00          | $55811.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $2129000.00        | $2162412.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $49200.00          | $49582.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $310.74            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $21400.00          | $23260.57          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $106300.00         | $107834.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $39386000.00       | $28271114.97       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $16543000.00       | $17504963.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $153700.00         | $144715.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $1240900.00        | $1282950.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $15231700.00       | $15437950.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $33100.00          | $24776.00          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 0.3750%  | 0.0000% | $9749200.00        | $13028793.73       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $13097000.00       | $14624607.89       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $1216300.00        | $1272985.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-15      | 3.5000%  | 0.0000% | $300.00            | $300.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-12-31      | 3.8750%  | 0.0000% | $16207300.00       | $16118197.55       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $204800.00         | $207019.56         | U.S. Treasuries (including strips) |

### Security 217: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EF8B1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EF8B1_3.65_0323
- **C.18 - Value (incl. sponsor support):** $297000000.00
- **C.18.a - Value (excl. sponsor support):** $297000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 | 2033-07-15      | 1.3750%  | 0.0000% | $2069000.00        | $2174248.68        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $77964700.00       | $166791892.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $3966800.00        | $4009850.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $48998800.00       | $48553543.57       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $52970900.00       | $65430139.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $6437300.00        | $6451785.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $9290600.00        | $9528444.75        | U.S. Treasuries (including strips) |

### Security 218: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH132, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EH132_3.65_0323
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $497011000.00      | $509055575.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $31550900.00       | $31544430.85       | U.S. Treasuries (including strips) |

### Security 219: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH1B4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1EH1B4_3.65_0226
- **C.18 - Value (incl. sponsor support):** $198000000.00
- **C.18.a - Value (excl. sponsor support):** $198000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2026-04-16      | 0.0000%  | 0.0000% | $884700.00         | $878275.31         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $1662000.00        | $1647617.05        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $274800.00         | $230214.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $181413600.00      | $189611701.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2037-05-15      | 5.0000%  | 0.0000% | $1490400.00        | $1600135.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $814300.00         | $744720.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $83.07             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $28500.00          | $32081.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $1672500.00        | $1667989.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $217500.00         | $223429.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $4167000.00        | $5323099.40        | U.S. Treasuries (including strips) |

### Security 220: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EI5U6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EI5U6_3.66_0223
- **C.18 - Value (incl. sponsor support):** $158000000.00
- **C.18.a - Value (excl. sponsor support):** $158000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.45             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $123.16            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.7107%  | 0.0000% | $2600.00           | $2625.61           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $15794300.00       | $17068897.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-15      | 4.5000%  | 0.0000% | $77128000.00       | $78997121.65       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.7627%  | 0.0000% | $200.00            | $201.98            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2044-02-15      | 1.3750%  | 0.0000% | $200.00            | $235.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $2600.00           | $2666.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.5000%  | 0.0000% | $64788300.00       | $65087431.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $400.00            | $237.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $126.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $126.98            | U.S. Treasuries (including strips) |

### Security 221: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJOM1, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1EJOM1_3.66_0217
- **C.18 - Value (incl. sponsor support):** $236000000.00
- **C.18.a - Value (excl. sponsor support):** $236000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2041-08-15      | 1.7500%  | 0.0000% | $276800.00         | $188387.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-08-15      | 2.0000%  | 0.0000% | $299700.00         | $174219.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $561100.00         | $490908.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-01-15      | 0.1250%  | 0.0000% | $1285400.00        | $1509532.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $390700.00         | $371294.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $17088000.00       | $15100236.17       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $211200.00         | $230221.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $228900.00         | $220705.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $769900.00         | $474123.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 3.3750%  | 0.0000% | $19300.00          | $16560.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $334200.00         | $333492.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $138300.00         | $143903.16         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $124900.00         | $131644.06         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 2.3750%  | 0.0000% | $500.00            | $816.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $120400.00         | $108516.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $145400.00         | $133850.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-02-15      | 4.5000%  | 0.0000% | $2876600.00        | $2833394.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $500.00            | $567.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-10-15      | 0.1250%  | 0.0000% | $423900.00         | $502703.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $430900.00         | $452809.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $75000.00          | $78386.09          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $25000.00          | $27675.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $700.00            | $714.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.8750%  | 0.0000% | $1598800.00        | $1622305.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-04-30      | 4.0000%  | 0.0000% | $3142500.00        | $3181272.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-02-15      | 4.7500%  | 0.0000% | $76500.00          | $79212.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $2939400.00        | $2706109.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $395300.00         | $387650.60         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $2300000.00        | $2270900.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $126000.00         | $124633.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $138400.00         | $120691.96         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $4155900.00        | $4491280.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $125600.00         | $127059.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $111600.00         | $112467.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $561500.00         | $564931.74         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $1600.00           | $1819.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 3.8750%  | 0.0000% | $16263900.00       | $16656896.02       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $219300.00         | $222466.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $6508600.00        | $6615998.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 2.7500%  | 0.0000% | $110200.00         | $85052.52          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $360200.00         | $356926.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $111338000.00      | $79917975.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $2956800.00        | $2251620.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $33778500.00       | $33522392.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $338500.00         | $358183.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $2015100.00        | $1897306.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $814600.00         | $615190.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $222300.00         | $166395.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $223.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $4400.00           | $4439.17           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-15      | 3.5000%  | 0.0000% | $2300.00           | $2303.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $140600.00         | $83608.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $20488200.00       | $10196837.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $190.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $2024200.00        | $2057852.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $36388500.00       | $37365697.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $8105900.00        | $8148065.02        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $868500.00         | $877912.55         | U.S. Treasuries (including strips) |

### Security 222: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQ53, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EKQ53_3.65_0203
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $800.00            | $810.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $400.00            | $405.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $54961700.00       | $55220471.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $1000.00           | $1040.51           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $163.24            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $3100.00           | $4876.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $3200.00           | $3288.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $22444000.00       | $22773972.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $2100.00           | $3155.98           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $146.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $1000.00           | $988.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $4300.00           | $4227.42           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $113.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $2800.00           | $2823.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $400.00            | $398.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $196.49            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $300.00            | $311.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 2.5000%  | 0.0000% | $900.00            | $908.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $902.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $3400.00           | $3407.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $11953000.00       | $12206146.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $3600.00           | $3691.50           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $85010300.00       | $85047534.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $41300.00          | $41414.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 1.6250%  | 0.0000% | $1000.00           | $1006.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $297.53            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $3500.00           | $4677.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 1.8750%  | 0.0000% | $4900.00           | $4903.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $900.00            | $893.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $197.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $800.00            | $816.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $1300.00           | $1317.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $24063600.00       | $24584058.97       | U.S. Treasuries (including strips) |

### Security 223: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQK0, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: ARP1EKQK0_3.65_0203
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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               | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $210.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $2499900.00        | $2558123.78        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $13000000.00       | $14391025.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $43684900.00       | $44126242.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $78.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $33627200.00       | $37549409.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-15      | 3.5000%  | 0.0000% | $1407000.00        | $1404761.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $1400.00           | $882.84            | U.S. Treasuries (including strips) |

### Security 224: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQR5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EKQR5_3.66_0203
- **C.18 - Value (incl. sponsor support):** $1175000000.00
- **C.18.a - Value (excl. sponsor support):** $1175000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1012448000.00     | $1031279756.55     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $205409800.00      | $167220317.53      | U.S. Treasuries (including strips) |

### Security 225: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQS3, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1EKQS3_3.66_0203
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $71108500.00       | $66419642.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $108943800.00      | $110380745.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $31871400.00       | $23119684.00       | U.S. Treasuries (including strips) |

### Security 226: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQW4, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EKQW4_3.65_0203
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $98648700.00       | $99960031.75       | U.S. Treasuries (including strips) |

### Security 227: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBB2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EMBB2_3.65_0330
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **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 Bill          | 2026-04-09      | 0.0000%  | 0.0000% | $6644600.00        | $6601004.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $38998900.00       | $37076206.66       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $2414100.00        | $3628025.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $11000000.00       | $12382452.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $130880000.00      | $142259013.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $2279200.00        | $1773366.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 2.5000%  | 0.0000% | $6000.00           | $6056.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $75396500.00       | $77951476.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $12800000.00       | $12385201.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $5000000.00        | $4670254.25        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $7178500.00        | $5226331.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $168865600.00      | $173400414.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |

### Security 228: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBC0, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: ARP1EMBC0_3.64_0204
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $74789000.00       | $70722491.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $2340500.00        | $2285646.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $26068500.00       | $26951888.70       | U.S. Treasuries (including strips) |

### Security 229: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBF3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EMBF3_3.64_0204
- **C.18 - Value (incl. sponsor support):** $1775000000.00
- **C.18.a - Value (excl. sponsor support):** $1775000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $69453400.00       | $72986449.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $2360500.00        | $2388851.48        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $368853300.00      | $390417401.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $181206900.00      | $183037609.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $439612200.00      | $450825424.82      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $500.00            | $529.07            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $677795900.00      | $709384246.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $28400.00          | $28128.62          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $1356600.00        | $1431306.91        | U.S. Treasuries (including strips) |

### Security 230: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBP1, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1EMBP1_3.64_0204
- **C.18 - Value (incl. sponsor support):** $726000000.00
- **C.18.a - Value (excl. sponsor support):** $726000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-10-31      | 0.5000%  | 0.0000% | $77994300.00       | $74129363.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $72386200.00       | $73368533.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $69982200.00       | $71487221.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $74704900.00       | $73596256.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $74435600.00       | $77522993.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $68740600.00       | $69566229.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $70918900.00       | $72905572.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $67786400.00       | $68593192.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $72185500.00       | $73691094.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $72365900.00       | $72136525.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $13905900.00       | $14047208.84       | U.S. Treasuries (including strips) |

### Security 231: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBS5, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EMBS5_3.65_0204
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $98648700.00       | $99960031.75       | U.S. Treasuries (including strips) |

### Security 232: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBY2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EMBY2_3.64_0204
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $230607200.00      | $201467625.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $1765300.00        | $1593697.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $2354500.00        | $2319136.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $38126500.00       | $39170141.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $11747300.00       | $10256695.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $70545000.00       | $41949967.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $127274500.00      | $101324328.51      | U.S. Treasuries (including strips) |

### Security 233: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMC96, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1EMC96_3.64_0204
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2044-11-15      | 4.6250%  | 0.0000% | $101361400.00      | $99960073.04       | U.S. Treasuries (including strips) |

### Security 234: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENR98, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1ENR98_3.64_0205
- **C.18 - Value (incl. sponsor support):** $451000000.00
- **C.18.a - Value (excl. sponsor support):** $451000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $463325700.00      | $460020049.33      | U.S. Treasuries (including strips) |

### Security 235: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENRG2, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1ENRG2_3.66_0319
- **C.18 - Value (incl. sponsor support):** $1176000000.00
- **C.18.a - Value (excl. sponsor support):** $1176000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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                    | 2040-11-15      | 1.3750%  | 0.0000% | $1786600.00        | $1160278.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-08-15      | 1.7500%  | 0.0000% | $1931200.00        | $1314353.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $586500.00         | $325922.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $319500.00         | $328242.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36901337.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $1859800.00        | $1179182.36        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $30800.00          | $20756.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $10061900.00       | $5701503.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $600.00            | $524.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $300.00            | $265.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $300.00            | $286.97            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $336000.00         | $366261.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $5000000.00        | $5030601.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $5445500.00        | $5546787.50        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-06      | 0.0000%  | 0.0000% | $2867600.00        | $2815822.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $181900.00         | $112018.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 2.3750%  | 0.0000% | $43000100.00       | $32015053.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.2500%  | 0.0000% | $6618900.00        | $5545004.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-08-15      | 3.0000%  | 0.0000% | $7225300.00        | $5260810.67        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $497.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $4550600.00        | $4313244.85        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $600.00            | $630.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-08-15      | 3.8750%  | 0.0000% | $50209000.00       | $50445394.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $3144000.00        | $3242465.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $33174200.00       | $34518236.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $23617000.00       | $24684254.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $48877100.00       | $51516251.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $3493200.00        | $3679045.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $400.00            | $409.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $317200.00         | $325836.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2038-02-15      | 4.3750%  | 0.0000% | $28200.00          | $28837.74          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 2.5000%  | 0.0000% | $21143100.00       | $33281495.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2053-02-15      | 1.5000%  | 0.0000% | $2029100.00        | $1741383.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.8750%  | 0.0000% | $45844900.00       | $41927600.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $8175200.00        | $7946799.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $6006200.00        | $5529098.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $2003200.00        | $1922815.09        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $436100.00         | $494535.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $4099300.00        | $4537933.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $8255800.00        | $8431739.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $75200.00          | $76103.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-02-15      | 3.5000%  | 0.0000% | $129600.00         | $119519.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-05-15      | 4.6250%  | 0.0000% | $1971400.00        | $1910688.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $6811000.00        | $6270432.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 4.1250%  | 0.0000% | $122100.00         | $114048.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $477700.00         | $453413.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 5.0000%  | 0.0000% | $22469200.00       | $23215317.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $189.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $1116800.00        | $973907.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2034-01-15      | 1.7500%  | 0.0000% | $780700.00         | $826341.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $176493600.00      | $178545100.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $3332100.00        | $3384393.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $40340000.00       | $40653535.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $91200.00          | $81909.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $717300.00         | $678298.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $1761700.00        | $1824778.20        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $3116200.00        | $3387129.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $11143100.00       | $11427327.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-15      | 3.8750%  | 0.0000% | $5495700.00        | $5542653.41        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $79913500.00       | $81067337.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $243600.00         | $247619.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 2.7500%  | 0.0000% | $87200.00          | $68254.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $77.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.1250%  | 0.0000% | $29026900.00       | $23844649.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 2.8750%  | 0.0000% | $97600.00          | $76158.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $83.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $8655800.00        | $6962044.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-11-15      | 4.6250%  | 0.0000% | $2137900.00        | $2073147.17        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $297.30            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $500.00            | $651.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $3350200.00        | $3339581.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $14556400.00       | $10448526.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-11-15      | 2.8750%  | 0.0000% | $41856200.00       | $31090949.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $13271000.00       | $10152443.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $3299800.00        | $3280106.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-01-15      | 0.8750%  | 0.0000% | $882800.00         | $1127725.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $600.00            | $590.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-07-15      | 0.2500%  | 0.0000% | $1065400.00        | $1315991.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $4486000.00        | $4746857.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $1372100.00        | $1291893.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $66400.00          | $68650.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 4.2500%  | 0.0000% | $3033700.00        | $3101357.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $9262600.00        | $9388023.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 3.6250%  | 0.0000% | $20100.00          | $20136.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.5000%  | 0.0000% | $49000.00          | $49395.79          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-10-15      | 1.1250%  | 0.0000% | $200.00            | $200.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $15441100.00       | $11661201.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $6369700.00        | $4620614.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-05-15      | 3.1250%  | 0.0000% | $334900.00         | $255955.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-11-15      | 3.3750%  | 0.0000% | $12667700.00       | $10084865.36       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $15912700.00       | $17768725.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $513200.00         | $528918.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $33575200.00       | $33485762.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $2985600.00        | $3046134.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $12633100.00       | $12746581.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-15      | 3.5000%  | 0.0000% | $27254400.00       | $27299181.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-15      | 3.5000%  | 0.0000% | $201740000.00      | $201419087.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-05-15      | 2.8750%  | 0.0000% | $2727100.00        | $1967951.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $118.93            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $145.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $48.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $1100.00           | $1085.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $191.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $2875000.00        | $2827017.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $493800.00         | $498817.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $500.00            | $512.51            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $15693700.00       | $15863783.71       | U.S. Treasuries (including strips) |

### Security 236: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENRN7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1ENRN7_3.66_0319
- **C.18 - Value (incl. sponsor support):** $784000000.00
- **C.18.a - Value (excl. sponsor support):** $784000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2026-04-02      | 0.0000%  | 0.0000% | $232108200.00      | $230735047.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-06-30      | 3.7500%  | 0.0000% | $22327000.00       | $22387567.23       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-12      | 0.0000%  | 0.0000% | $163200.00         | $161599.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2043-11-15      | 4.7500%  | 0.0000% | $290067600.00      | $291984765.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-09-30      | 1.2500%  | 0.0000% | $16140000.00       | $15254584.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2041-05-15      | 4.3750%  | 0.0000% | $800.00            | $784.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $193.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2044-11-15      | 4.6250%  | 0.0000% | $5474900.00        | $5399209.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-06-30      | 4.0000%  | 0.0000% | $47180200.00       | $47407604.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-03-31      | 2.5000%  | 0.0000% | $62414100.00       | $62192911.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-06-30      | 3.7500%  | 0.0000% | $14492300.00       | $14580873.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2035-08-15      | 4.2500%  | 0.0000% | $39044400.00       | $39864261.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-08-15      | 3.6250%  | 0.0000% | $800.00            | $814.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-06-30      | 3.2500%  | 0.0000% | $1004000.00        | $1002793.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-07-31      | 2.7500%  | 0.0000% | $400.00            | $400.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2032-10-31      | 3.7500%  | 0.0000% | $12194300.00       | $12122887.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2049-02-15      | 3.0000%  | 0.0000% | $72403700.00       | $54195592.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2026-12-31      | 1.7500%  | 0.0000% | $2423000.00        | $2387026.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-09-30      | 3.5000%  | 0.0000% | $900.00            | $904.68            | U.S. Treasuries (including strips) |

### Security 237: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJS0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1EPJS0_3.66_0202
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2026-02-17      | 0.0000%  | 0.0000% | $265800.00         | $265397.84         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-06-25      | 0.0000%  | 0.0000% | $18352800.00       | $18094649.52       | U.S. Treasuries (including strips) |

### Security 238: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJT8, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPJT8_3.66_0202
- **C.18 - Value (incl. sponsor support):** $128000000.00
- **C.18.a - Value (excl. sponsor support):** $128000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2032-02-15      | 1.8750%  | 0.0000% | $111583900.00      | $100216377.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $12862000.00       | $12846544.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $25100.00          | $25608.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $9681200.00        | $9311483.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $8054400.00        | $8159904.54        | U.S. Treasuries (including strips) |

### Security 239: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJU5, C.3 - LEI: 5493009W53901OCHI065, C.5 - Other ID: ARP1EPJU5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1061000000.00
- **C.18.a - Value (excl. sponsor support):** $1061000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2035-02-15      | 4.6250%  | 0.0000% | $2800700.00        | $2949703.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $175.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $17999700.00       | $18264331.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $450000000.00      | $455355890.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $172600.00         | $171922.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $425455300.00      | $427848331.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $172984300.00      | $177629720.74      | U.S. Treasuries (including strips) |

### Security 240: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJV3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1EPJV3_3.66_0202
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2040-11-15      | 1.3750%  | 0.0000% | $70000000.00       | $45460361.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $5000100.00        | $4779777.83        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $327.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $1221500.00        | $1177769.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1014.06           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-14      | 0.0000%  | 0.0000% | $99300.00          | $98307.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $700.00            | $628.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $199900.00         | $194315.16         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $226.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $16240500.00       | $16765437.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $4999500.00        | $5190397.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $2216700.00        | $2148434.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $1026900.00        | $981690.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $5078500.00        | $5234441.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $5000300.00        | $4490898.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $3377600.00        | $3459215.32        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $15000100.00       | $19161752.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $4531900.00        | $4376356.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $9672700.00        | $10104215.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $25630200.00       | $26144054.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $35276800.00       | $36065980.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $24755379.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $10453700.00       | $10719392.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $52987600.00       | $33690403.05       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $145.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $99000000.00       | $62429090.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $19000600.00       | $19169730.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |

### Security 241: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJW1, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1EPJW1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $66000000.00
- **C.18.a - Value (excl. sponsor support):** $66000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2043-05-15      | 2.8750%  | 0.0000% | $17636200.00       | $13761719.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $13428400.00       | $11782949.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $57617300.00       | $41795897.55       | U.S. Treasuries (including strips) |

### Security 242: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJX9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EPJX9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1055000000.00
- **C.18.a - Value (excl. sponsor support):** $1055000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.09            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $134869800.00      | $142152183.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $1574200.00        | $1593107.39        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $700.00            | $740.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $38600.00          | $38989.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $1938000.00        | $1987432.73        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $218438100.00      | $221592037.06      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $96849700.00       | $101363332.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $608994300.00      | $607372071.57      | U.S. Treasuries (including strips) |

### Security 243: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJY7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EPJY7_3.66_0202
- **C.18 - Value (incl. sponsor support):** $707000000.00
- **C.18.a - Value (excl. sponsor support):** $707000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2034-11-15      | 4.2500%  | 0.0000% | $4821300.00        | $4889066.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $35227900.00       | $35985503.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $145409600.00      | $121817358.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $2368500.00        | $2125907.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $400.00            | $416.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $110072000.00      | $114637497.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $103.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $11872400.00       | $12088827.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $415543300.00      | $422064742.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $500.00            | $517.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $400.00            | $417.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $7386600.00        | $7528117.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $1600.00           | $1595.74           | U.S. Treasuries (including strips) |

### Security 244: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPK17, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPK17_3.67_0206
- **C.18 - Value (incl. sponsor support):** $291000000.00
- **C.18.a - Value (excl. sponsor support):** $291000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $91800.00          | $93045.79          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $2428400.00        | $2422530.56        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $12767400.00       | $14478162.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $150984000.00      | $136307050.56      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $51700.00          | $52902.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $12292800.00       | $12148862.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $38578700.00       | $40834108.91       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $264.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $6600.00           | $6373.48           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $500.00            | $617.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $13500.00          | $13183.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $63923000.00       | $65276794.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-05-15      | 3.1250%  | 0.0000% | $19061800.00       | $14568471.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $7932400.00        | $10600829.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $7100.00           | $6828.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $10900.00          | $9511.17           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.51            | U.S. Treasuries (including strips) |

### Security 245: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPK25, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1EPK25_3.66_0202
- **C.18 - Value (incl. sponsor support):** $266000000.00
- **C.18.a - Value (excl. sponsor support):** $266000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2027-10-31      | 0.5000%  | 0.0000% | $1000.00           | $950.45            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $992800.00         | $1165912.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $900.00            | $910.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $400.00            | $407.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $1500000.00        | $1434905.34        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $1000.00           | $1236.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $3416400.00        | $3544395.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 4.2500%  | 0.0000% | $3200000.00        | $3305731.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $1250200.00        | $1276843.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $13304100.00       | $12567382.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $2887600.00        | $2849547.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $396500.00         | $405755.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $3721300.00        | $3910510.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $24998700.00       | $25691982.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $13700.00          | $13486.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $13501700.00       | $13505841.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $14152000.00       | $14979361.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $9005800.00        | $8973884.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $5303400.00        | $5560722.99        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $399500.00         | $422772.12         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $8951800.00        | $10527489.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $800.00            | $785.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $902.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $59596500.00       | $61116632.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $2675800.00        | $2795171.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $1000.00           | $991.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $400.00            | $398.77            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $179000.00         | $230785.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $323100.00         | $303853.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $7930800.00        | $8090853.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $316900.00         | $321800.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $49866000.00       | $51393360.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $500.00            | $510.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $36058400.00       | $36530728.78       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $386400.00         | $390326.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $2000.00           | $2010.40           | U.S. Treasuries (including strips) |

### Security 246: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLJ7, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EPLJ7_3.67_0202
- **C.18 - Value (incl. sponsor support):** $938000000.00
- **C.18.a - Value (excl. sponsor support):** $938000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2028-12-31      | 3.7500%  | 0.0000% | $950164300.00      | $956760088.59      | U.S. Treasuries (including strips) |

### Security 247: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLK4, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPLK4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2037000000.00
- **C.18.a - Value (excl. sponsor support):** $2037000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2052-11-15      | 4.0000%  | 0.0000% | $183809000.00      | $161155972.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $948707500.00      | $898787376.19      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $787000000.00      | $870759783.42      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $130065000.00      | $147036892.93      | U.S. Treasuries (including strips) |

### Security 248: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLL2, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1EPLL2_3.66_0202
- **C.18 - Value (incl. sponsor support):** $303000000.00
- **C.18.a - Value (excl. sponsor support):** $303000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2029-12-31      | 4.3750%  | 0.0000% | $2375100.00        | $2440091.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $20418000.00       | $17863769.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 4.2500%  | 0.0000% | $400.00            | $403.83            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $19264800.00       | $19218236.98       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-05      | 0.0000%  | 0.0000% | $1023200.00        | $1020010.69        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-02      | 0.0000%  | 0.0000% | $1000.00           | $994.08            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 0.7500%  | 0.0000% | $1578800.00        | $1570623.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $1807300.00        | $1723606.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $660800.00         | $663911.19         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $7989000.00        | $13041077.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $197.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $5701400.00        | $4990808.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $1100.00           | $1085.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $8398100.00        | $7937393.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $1897100.00        | $1958419.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $62000.00          | $63033.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $4069300.00        | $4130108.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $10000000.00       | $10381834.14       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $150.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $1000000.00        | $980649.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $750000.00         | $751085.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $199100.00         | $195204.19         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $2880700.00        | $2914184.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $44000.00          | $44523.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $2153900.00        | $2132888.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $11399900.00       | $11669521.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $751100.00         | $772300.96         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $7211400.00        | $7319238.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $23812400.00       | $24015845.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $22441500.00       | $19593918.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-11-15      | 4.6250%  | 0.0000% | $7200.00           | $6981.93           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $325000.00         | $322080.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $3199900.00        | $3189757.43        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $24000.00          | $23401.85          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $2519000.00        | $3217875.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $1600.00           | $1598.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $398800.00         | $401510.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $48021400.00       | $48984170.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $18819100.00       | $19238805.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $648000.00         | $656774.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-15      | 3.5000%  | 0.0000% | $321900.00         | $324394.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $10227900.00       | $10275122.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $377000.00         | $283641.47         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $8976800.00        | $12170669.72       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $3057700.00        | $4086298.63        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $400.00            | $515.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $5993500.00        | $6132372.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $400.00            | $406.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $749900.00         | $765104.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-12-31      | 3.8750%  | 0.0000% | $3500000.00        | $3480758.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $200.00            | $241.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $97.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $2409900.00        | $2310772.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $731900.00         | $699806.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $4365200.00        | $3809004.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $1010.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $94200.00          | $94051.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1005.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $26203900.00       | $26859350.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $4360000.00        | $4420292.15        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLM0, C.3 - LEI: 571474TGEMMWANRLN572, C.5 - Other ID: ARP1EPLM0_3.66_0202
- **C.18 - Value (incl. sponsor support):** $4561000000.00
- **C.18.a - Value (excl. sponsor support):** $4561000000.00
- **C.19 - Percentage of Net Assets:** 3.7700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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% | $24000000.00       | $23424354.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $29000000.00       | $28377150.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $40301800.00       | $41643181.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $900000000.00      | $919517553.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $580937700.00      | $546011394.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $127471300.00      | $126709021.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1754140100.00     | $1807121814.29     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1149400000.00     | $1163976621.84     | U.S. Treasuries (including strips) |

### Security 250: Natixis SA

- **C.1 - Title:** Natixis SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLN8, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: ARP1EPLN8_3.66_0202
- **C.18 - Value (incl. sponsor support):** $540000000.00
- **C.18.a - Value (excl. sponsor support):** $540000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2041-05-15      | 2.2500%  | 0.0000% | $30303300.00       | $22364646.22       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $53301200.00       | $60443271.77       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $95363400.00       | $100214473.82      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $1242200.00        | $1066061.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $400000.00         | $411093.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $152100.00         | $145614.90         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $145700.00         | $147878.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $14088300.00       | $14494443.64       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $470200.00         | $621292.21         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $128891100.00      | $136386027.41      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $33915300.00       | $24474227.11       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $147520500.00      | $190198901.70      | U.S. Treasuries (including strips) |

### Security 251: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLP3, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1EPLP3_3.66_0202
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2041-08-15      | 1.7500%  | 0.0000% | $2500.00           | $1701.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $146900.00         | $108416.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $300.00            | $211.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $39300.00          | $24917.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $300.00            | $169.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $47469200.00       | $45769785.33       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $8443000.00        | $8369934.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $400.00            | $279.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $1800.00           | $1265.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $2800.00           | $2345.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $85.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $3096300.00        | $2961931.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $285.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $105.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $1960600.00        | $1770012.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $500.00            | $486.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $402.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $1882400.00        | $1779134.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $103.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $21998900.00       | $22327637.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $300.00            | $304.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $1799600.00        | $1744943.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $200.00            | $207.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $1230900.00        | $1022561.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $2375200.00        | $2218580.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $2709400.00        | $2799368.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $300.00            | $302.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $900.00            | $891.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $1948500.00        | $1890998.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $1023700.00        | $1020072.13        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $700.00            | $710.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $1500.00           | $1536.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $1600.00           | $1294.82           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $69333100.00       | $73371968.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $1000100.00        | $882067.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $392.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $999900.00         | $989323.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $400.00            | $400.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $2504900.00        | $2616647.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $151.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $600.00            | $453.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $118500.00         | $94338.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $26748100.00       | $27287910.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $303.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $178.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $800.00            | $422.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $7126700.00        | $7036000.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $192.93            | U.S. Treasuries (including strips) |

### Security 252: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLQ1, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPLQ1_3.60_0202
- **C.18 - Value (incl. sponsor support):** $407000000.00
- **C.18.a - Value (excl. sponsor support):** $407000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2042-02-15      | 2.3750%  | 0.0000% | $531550400.00      | $396938658.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $17789100.00       | $18201390.74       | U.S. Treasuries (including strips) |

### Security 253: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLR9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1EPLR9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2031-11-30      | 4.1250%  | 0.0000% | $58000.00          | $59033.26          | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $199.66            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-28      | 0.0000%  | 0.0000% | $1400.00           | $1384.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $19460800.00       | $16303347.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $1900.00           | $1659.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $2943200.00        | $3076203.54        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $2549100.00        | $2997790.66        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $300.00            | $391.09            | U.S. Treasuries (including strips) |

### Security 254: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLS7, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: ARP1EPLS7_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2011000000.00
- **C.18.a - Value (excl. sponsor support):** $2011000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2051-08-15      | 2.0000%  | 0.0000% | $50000000.00       | $29206521.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100000000.00      | $89716159.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100000000.00      | $90508151.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $550000000.00      | $559302021.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $42412800.00       | $42761065.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $250000000.00      | $256067424.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $300000000.00      | $306342388.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $46915900.00       | $47381008.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $100000000.00      | $76869564.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $300000000.00      | $313575205.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100000000.00      | $75994564.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $50000000.00       | $49673763.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100000000.00      | $63902173.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49919986.33       | U.S. Treasuries (including strips) |

### Security 255: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLT5, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPLT5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $271000000.00
- **C.18.a - Value (excl. sponsor support):** $271000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2051-08-15      | 2.0000%  | 0.0000% | $160300.00         | $93184.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $35319700.00       | $31211131.29       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-11-27      | 0.0000%  | 0.0000% | $30957000.00       | $30083207.72       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-31      | 0.0000%  | 0.0000% | $18281800.00       | $18177502.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $55400.00          | $51043.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $32423500.00       | $31517646.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $344500.00         | $340675.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $26396700.00       | $27024643.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $96843900.00       | $75568351.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $12636000.00       | $13000276.10       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $1288800.00        | $1203804.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $539300.00         | $259320.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $145600.00         | $92440.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $25000000.00       | $24229544.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $23604500.00       | $23567245.61       | U.S. Treasuries (including strips) |

### Security 256: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLU2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EPLU2_3.66_0206
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $496400.00         | $509983.34         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $499800.00         | $336828.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $40668600.00       | $42935366.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $27146900.00       | $27630515.91       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $198.27            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-10      | 0.0000%  | 0.0000% | $828500.00         | $827835.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.36             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $123.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 5.2500%  | 0.0000% | $14400.00          | $15179.53          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $1473400.00        | $3187931.56        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-04-15      | 3.3750%  | 0.0000% | $78000.00          | $159932.90         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $762000.00         | $1198715.24        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $328000.00         | $281491.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $138900.00         | $133326.19         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $3626300.00        | $4112204.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $531900.00         | $465606.92         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $4905000.00        | $5816847.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $818600.00         | $837708.13         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $7860700.00        | $8701810.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $6965800.00        | $7049464.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $400.00            | $407.29            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $150.28            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $25000.00          | $36708.57          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $425400.00         | $478863.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $5103700.00        | $5004938.97        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $3000.00           | $3111.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $3135400.00        | $3209556.14        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $2557900.00        | $2596150.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $1500.00           | $1531.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $2467100.00        | $2490536.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $25991000.00       | $26216419.80       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $5958300.00        | $7007075.47        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $200.00            | $202.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $89400.00          | $68078.64          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $103.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $700000.00         | $701947.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 1.8750%  | 0.0000% | $325700.00         | $323891.02         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 4.8750%  | 0.0000% | $778900.00         | $788005.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $1933500.00        | $1944375.24        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $13186500.00       | $12759176.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $149.70            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $492300.00         | $459833.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $459000.00         | $455221.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $15200.00          | $15506.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $113700.00         | $117466.42         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $117000.00         | $122452.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $2692000.00        | $2672793.62        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $748400.00         | $544875.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $5000.00           | $5083.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $410.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $583700.00         | $582778.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $24728400.00       | $25070356.06       | U.S. Treasuries (including strips) |

### Security 257: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLV0, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1EPLV0_3.66_0206
- **C.18 - Value (incl. sponsor support):** $387000000.00
- **C.18.a - Value (excl. sponsor support):** $387000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $69229900.00       | $38471572.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $50702900.00       | $32147524.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $52207900.00       | $43002546.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $42094100.00       | $34969369.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $23377100.00       | $18918159.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $44222200.00       | $39003048.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $42706500.00       | $37287511.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $48491900.00       | $39003068.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $49109500.00       | $34687908.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $1413200.00        | $1081111.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $51594200.00       | $39432197.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $57777700.00       | $36736028.81       | U.S. Treasuries (including strips) |

### Security 258: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLW8, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP1EPLW8_3.67_0202
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2027-11-15      | 6.1250%  | 0.0000% | $9841000.00        | $10402784.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.8750%  | 0.0000% | $11280500.00       | $10316617.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $79850700.00       | $81708713.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $22315700.00       | $23056720.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $75244800.00       | $76481244.88       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $3849700.00        | $4073956.98        | U.S. Treasuries (including strips) |

### Security 259: Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLX6, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPLX6_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1069000000.00
- **C.18.a - Value (excl. sponsor support):** $1069000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                    | 2051-05-15      | 2.3750%  | 0.0000% | $25175800.00       | $15962393.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-08-15      | 3.8750%  | 0.0000% | $178641000.00      | $179482080.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.8750%  | 0.0000% | $20917000.00       | $19129709.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $8512900.00        | $8275065.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $135340500.00      | $138489683.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 3.1250%  | 0.0000% | $5600.00           | $4671.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $392.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $142204200.00      | $140661480.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $203627800.00      | $209375510.17      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.7627%  | 0.0000% | $20842100.00       | $21048826.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 1.5000%  | 0.0000% | $4952000.00        | $4929626.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $25000000.00       | $24560968.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $198512200.00      | $197327434.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.2500%  | 0.0000% | $5140300.00        | $5134123.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $53492800.00       | $54217137.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-15      | 1.7500%  | 0.0000% | $200.00            | $187.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $200.00            | $205.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $500.00            | $510.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-08-15      | 2.2500%  | 0.0000% | $600.00            | $381.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $3484600.00        | $3061448.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $1990300.00        | $2041252.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $31805600.00       | $32245422.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-10-31      | 4.1250%  | 0.0000% | $33702100.00       | $34431025.03       | U.S. Treasuries (including strips) |

### Security 260: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLY4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EPLY4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $472000000.00
- **C.18.a - Value (excl. sponsor support):** $472000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2029-10-15      | 1.6250%  | 0.0000% | $56758400.00       | $59921972.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $3704000.00        | $3783657.39        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $29965600.00       | $28577930.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $44700.00          | $44910.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $1600.00           | $1442.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $22400.00          | $22063.56          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $24787200.00       | $29395179.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $6400.00           | $5581.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $800.00            | $764.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $29740000.00       | $30206732.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 3.6250%  | 0.0000% | $3200.00           | $3256.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $10314000.00       | $10273538.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 1.8750%  | 0.0000% | $1704200.00        | $1694734.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $185800.00         | $174938.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $4800.00           | $4835.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $1600.00           | $1203.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $2126800.00        | $2167546.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $245547000.00      | $251236458.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $61868800.00       | $63918260.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $3200.00           | $3077.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $1600.00           | $1616.26           | U.S. Treasuries (including strips) |

### Security 261: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLZ1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1EPLZ1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2051-02-15      | 0.1250%  | 0.0000% | $31090900.00       | $20952988.66       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $10000000.00       | $14683427.90       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $10112000.00       | $9984062.72        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $43894700.00       | $46451702.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $3887400.00        | $4571657.22        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $44000000.00       | $41098237.37       | U.S. Treasuries (including strips) |

### Security 262: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM15, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EPM15_3.66_0202
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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               | 2031-11-30      | 4.1250%  | 0.0000% | $1003100.00        | $1020970.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-09      | 0.0000%  | 0.0000% | $23881400.00       | $23724714.13       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-03      | 0.0000%  | 0.0000% | $200.00            | $199.42            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-11-27      | 0.0000%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-17      | 0.0000%  | 0.0000% | $300.00            | $298.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $400.00            | $349.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $1776600.00        | $2014654.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $1900.00           | $1959.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $3664900.00        | $3743002.89        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-16      | 0.0000%  | 0.0000% | $2500.00           | $2459.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $6500.00           | $6318.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $302500.00         | $312277.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-11-15      | 4.3750%  | 0.0000% | $3900.00           | $3866.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $27560000.00       | $28211828.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $4076400.00        | $4274188.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $266.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $400.00            | $297.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $175400.00         | $176386.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $5600.00           | $5630.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $1100.00           | $797.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $300.00            | $224.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $400.00            | $397.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $5100.00           | $3242.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $700.00            | $416.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $4916600.00        | $4834543.23        | U.S. Treasuries (including strips) |

### Security 263: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM23, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EPM23_3.66_0202
- **C.18 - Value (incl. sponsor support):** $677000000.00
- **C.18.a - Value (excl. sponsor support):** $677000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2034-02-15      | 4.0000%  | 0.0000% | $290393600.00      | $293327408.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $400046500.00      | $376661520.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $20116000.00       | $20551078.41       | U.S. Treasuries (including strips) |

### Security 264: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM31, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EPM31_3.66_0202
- **C.18 - Value (incl. sponsor support):** $676000000.00
- **C.18.a - Value (excl. sponsor support):** $676000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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% | $168923500.00      | $167048174.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $286100.00         | $263846.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $18741200.00       | $18517225.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $131850600.00      | $136228862.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $780600.00         | $602468.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $82724900.00       | $66537399.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $21936300.00       | $16781481.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $375303800.00      | $283750934.58      | U.S. Treasuries (including strips) |

### Security 265: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM49, C.3 - LEI: YVE6V0WZG64JLXC7QM27, C.5 - Other ID: ARP1EPM49_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1445000000.00
- **C.18.a - Value (excl. sponsor support):** $1445000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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           | 2029-12-31      | 4.3750%  | 0.0000% | $13547600.00       | $13918312.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 0.3750%  | 0.0000% | $184207500.00      | $175153861.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-02-29      | 1.1250%  | 0.0000% | $7893700.00        | $7550740.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-03-31      | 3.6250%  | 0.0000% | $32180200.00       | $32616908.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-04-30      | 3.5000%  | 0.0000% | $96660800.00       | $97372739.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-05-15      | 3.6250%  | 0.0000% | $3527300.00        | $3553227.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-11-30      | 4.1250%  | 0.0000% | $106700.00         | $108994.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2041-11-15      | 2.0000%  | 0.0000% | $1124300.00        | $786815.38         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $31620400.00       | $31456649.30       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-31      | 0.7500%  | 0.0000% | $99747100.00       | $98910408.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-07-31      | 4.1250%  | 0.0000% | $1512700.00        | $1563482.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-15      | 5.2500%  | 0.0000% | $2801400.00        | $2953051.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-07-31      | 1.0000%  | 0.0000% | $174000.00         | $164248.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-08-15      | 1.2500%  | 0.0000% | $30609400.00       | $26794413.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 4.8750%  | 0.0000% | $3421800.00        | $3576286.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-15      | 4.6250%  | 0.0000% | $792000.00         | $805631.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-03-31      | 4.0000%  | 0.0000% | $30727700.00       | $31442690.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 1.3750%  | 0.0000% | $17414100.00       | $16468749.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-10-31      | 1.1250%  | 0.0000% | $13454100.00       | $13244122.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-30      | 1.5000%  | 0.0000% | $24025600.00       | $22738157.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-12-31      | 1.2500%  | 0.0000% | $33829800.00       | $33167849.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-02-28      | 4.2500%  | 0.0000% | $13556200.00       | $14059762.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-05-31      | 4.0000%  | 0.0000% | $1002900.00        | $1019379.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-03-31      | 4.1250%  | 0.0000% | $2023500.00        | $2080616.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2035-08-15      | 4.2500%  | 0.0000% | $828600.00         | $845999.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-08-31      | 3.6250%  | 0.0000% | $79442900.00       | $80131907.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2043-11-15      | 3.7500%  | 0.0000% | $43300.00          | $38189.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-08-15      | 2.2500%  | 0.0000% | $2845100.00        | $2819538.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-11-15      | 2.2500%  | 0.0000% | $311600.00         | $306127.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-06-30      | 3.2500%  | 0.0000% | $12700.00          | $12684.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-06-30      | 4.2500%  | 0.0000% | $16033200.00       | $16390774.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-07-31      | 4.3750%  | 0.0000% | $45395300.00       | $46549072.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-09-15      | 3.3750%  | 0.0000% | $149400.00         | $150516.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-10-31      | 3.6250%  | 0.0000% | $1484900.00        | $1487628.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2048-08-15      | 3.0000%  | 0.0000% | $33285200.00       | $25042607.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-02-15      | 2.2500%  | 0.0000% | $3297200.00        | $3287030.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 4.1250%  | 0.0000% | $2057600.00        | $2105275.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2034-08-15      | 3.8750%  | 0.0000% | $27465500.00       | $27392337.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-08-31      | 3.7500%  | 0.0000% | $357700300.00      | $360913470.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-02-28      | 4.0000%  | 0.0000% | $7107800.00        | $7298676.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-03-15      | 4.6250%  | 0.0000% | $1079100.00        | $1098758.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-08-31      | 3.6250%  | 0.0000% | $88484100.00       | $89643152.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-10-15      | 3.8750%  | 0.0000% | $117443700.00      | $119426595.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-10-31      | 4.1250%  | 0.0000% | $56050600.00       | $57452620.29       | U.S. Treasuries (including strips) |

### Security 266: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPSS0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EPSS0_3.65_0330
- **C.18 - Value (incl. sponsor support):** $969000000.00
- **C.18.a - Value (excl. sponsor support):** $969000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **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 Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $1689400.00        | $1668024.02        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-09      | 0.0000%  | 0.0000% | $305000.00         | $302998.90         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-03      | 0.0000%  | 0.0000% | $858700.00         | $856196.03         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-10      | 0.0000%  | 0.0000% | $9479900.00        | $9445601.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $532748000.00      | $539146727.32      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $146.83            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $37971800.00       | $49500897.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $180770000.00      | $182230141.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $204664100.00      | $205229363.13      | U.S. Treasuries (including strips) |

### Security 267: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPSV3, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPSV3_3.60_0202
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2031-08-15      | 1.2500%  | 0.0000% | $244667900.00      | $214200023.40      | U.S. Treasuries (including strips) |

### Security 268: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNW4, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1EQNW4_3.54_0202
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $396.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $45144400.00       | $44880025.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $12700.00          | $12914.42          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard Money Market Reserves

**Date:** 2026-02-06

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer