# EDGAR Filing Document

**Accession Number:** 0000106830
**File Stem:** 0001410368-26-022268
**Filing Date:** 2026-3
**Character Count:** 455803
**Document Hash:** d081bf9a4f1d2139200d919ab9cb5684
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022268.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022268

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729930

**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):** 2026-02-28

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

**CIK Number of Registrant:** 0000106830

**LEI of Registrant:** 549300MNJHPQMETCSE49

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

**LEI of Series:** 1NBAWMEISCMHA5M9FT06

**EDGAR Series Identifier:** S000004463

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 38 days

- **WAL:** 63 days

- **Total Value of Portfolio Securities:** $125140733959.50

- **Amortized Cost of Portfolio Securities:** $125140237540.27

- **Cash:** $0.00

- **Total Other Assets:** $171719059.80

- **Total Liabilities:** $4874728606.51

- **Net Assets of Series:** $120437227993.56

- **Number of Shares Outstanding (Series):** 120417246640.4000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $64994241551.95           | $90566163703.47            | 52.1100%                  | 72.6200%                   |
| 2026-02-03 | $66250173888.98           | $90321216203.44            | 53.2300%                  | 72.5700%                   |
| 2026-02-04 | $64368122845.99           | $90368005333.87            | 51.8900%                  | 72.8400%                   |
| 2026-02-05 | $64131560742.33           | $89452869681.71            | 52.1000%                  | 72.6800%                   |
| 2026-02-06 | $64029773600.98           | $89631300979.47            | 51.6500%                  | 72.3000%                   |
| 2026-02-09 | $65999631928.77           | $91922099354.89            | 52.8200%                  | 73.5700%                   |
| 2026-02-10 | $65906031823.57           | $90615406720.86            | 53.1000%                  | 73.0100%                   |
| 2026-02-11 | $62604540533.85           | $90951482010.22            | 50.5600%                  | 73.4500%                   |
| 2026-02-12 | $64767667529.98           | $91774867240.05            | 52.4900%                  | 74.3800%                   |
| 2026-02-13 | $65647204949.26           | $91514914119.43            | 53.1000%                  | 74.0200%                   |
| 2026-02-17 | $66667777439.51           | $91811335357.05            | 53.6200%                  | 73.8400%                   |
| 2026-02-18 | $63752513281.76           | $91898282648.87            | 51.2000%                  | 73.8000%                   |
| 2026-02-19 | $66667275141.82           | $93718472644.27            | 53.0900%                  | 74.6300%                   |
| 2026-02-20 | $67159116932.14           | $92901367656.02            | 53.4800%                  | 73.9800%                   |
| 2026-02-23 | $66110907067.72           | $91804505724.55            | 53.0000%                  | 73.6000%                   |
| 2026-02-24 | $67302213578.82           | $91405768631.36            | 53.4800%                  | 72.6300%                   |
| 2026-02-25 | $63901482736.93           | $90744268459.38            | 50.6800%                  | 71.9700%                   |
| 2026-02-26 | $64045843476.93           | $89738107831.01            | 50.9800%                  | 71.4400%                   |
| 2026-02-27 | $63160071623.73           | $89465204746.56            | 50.4000%                  | 71.3900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7400%             |
| 2026-02-03 | 3.7300%             |
| 2026-02-04 | 3.7300%             |
| 2026-02-05 | 3.7200%             |
| 2026-02-06 | 3.7200%             |
| 2026-02-09 | 3.7100%             |
| 2026-02-10 | 3.7100%             |
| 2026-02-11 | 3.7100%             |
| 2026-02-12 | 3.7100%             |
| 2026-02-13 | 3.7100%             |
| 2026-02-17 | 3.7100%             |
| 2026-02-18 | 3.7100%             |
| 2026-02-19 | 3.7100%             |
| 2026-02-20 | 3.7100%             |
| 2026-02-23 | 3.7100%             |
| 2026-02-24 | 3.7100%             |
| 2026-02-25 | 3.7000%             |
| 2026-02-26 | 3.7000%             |
| 2026-02-27 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0002                      |
|  |  |
| 2026-02-03 | 1.0002                      |
|  |  |
| 2026-02-04 | 1.0002                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0002                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0002                      |
|  |  |
| 2026-02-12 | 1.0002                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0002                      |
|  |  |
| 2026-02-18 | 1.0002                      |
|  |  |
| 2026-02-19 | 1.0002                      |
|  |  |
| 2026-02-20 | 1.0002                      |
|  |  |
| 2026-02-23 | 1.0002                      |
|  |  |
| 2026-02-24 | 1.0002                      |
|  |  |
| 2026-02-25 | 1.0002                      |
|  |  |
| 2026-02-26 | 1.0002                      |
|  |  |
| 2026-02-27 | 1.0002                      |
|  |  |

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

### Class: Admiral Shares

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $120437227993.56

- **Number of Shares Outstanding:** 120417246640.4000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $541835049.86             | $233914607.49           |
| 2026-02-03 | $356761187.16             | $315307505.46           |
| 2026-02-04 | $219037631.19             | $257119566.34           |
| 2026-02-05 | $168376876.25             | $193333002.50           |
| 2026-02-06 | $208468880.74             | $213160189.30           |
| 2026-02-09 | $205899698.99             | $257520557.74           |
| 2026-02-10 | $195181817.27             | $302108297.85           |
| 2026-02-11 | $109112082.90             | $282418161.91           |
| 2026-02-12 | $145360738.54             | $236047212.63           |
| 2026-02-13 | $154708217.36             | $188290199.98           |
| 2026-02-17 | $129717757.48             | $175933499.79           |
| 2026-02-18 | $188502478.34             | $305889698.05           |
| 2026-02-19 | $153222485.20             | $202110360.21           |
| 2026-02-20 | $111363377.72             | $146380913.36           |
| 2026-02-23 | $203944088.03             | $167234075.31           |
| 2026-02-24 | $125749032.50             | $269942995.50           |
| 2026-02-25 | $157793349.67             | $252521434.52           |
| 2026-02-26 | $180801958.51             | $184038312.73           |
| 2026-02-27 | $161237959.24             | $167703901.39           |

**Total Gross Subscriptions (Month):** $3717074666.95

**Total Gross Redemptions (Month):** $4350974492.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6400%           |
| 2026-02-03 | 3.6300%           |
| 2026-02-04 | 3.6300%           |
| 2026-02-05 | 3.6200%           |
| 2026-02-06 | 3.6200%           |
| 2026-02-09 | 3.6100%           |
| 2026-02-10 | 3.6100%           |
| 2026-02-11 | 3.6100%           |
| 2026-02-12 | 3.6100%           |
| 2026-02-13 | 3.6100%           |
| 2026-02-17 | 3.6100%           |
| 2026-02-18 | 3.6100%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.6000%           |
| 2026-02-27 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.2300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **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):** $410605980.00
- **C.18.a - Value (excl. sponsor support):** $410605980.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 3.850000%
- **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):** $270771780.63
- **C.18.a - Value (excl. sponsor support):** $270771780.63
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **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):** $251963363.61
- **C.18.a - Value (excl. sponsor support):** $251963363.61
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **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):** $51446183.24
- **C.18.a - Value (excl. sponsor support):** $51446183.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **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):** $150948039.36
- **C.18.a - Value (excl. sponsor support):** $150948039.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **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):** $150948039.36
- **C.18.a - Value (excl. sponsor support):** $150948039.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $104780000.00
- **C.18.a - Value (excl. sponsor support):** $104780000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $124790499.16
- **C.18.a - Value (excl. sponsor support):** $124790499.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: 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: 3130B83J9, C.4 - ISIN: US3130B83J96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103419379.48
- **C.18.a - Value (excl. sponsor support):** $103419379.48
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: 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: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $326809346.38
- **C.18.a - Value (excl. sponsor support):** $326809346.38
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $51720724.08
- **C.18.a - Value (excl. sponsor support):** $51720724.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 12: 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: 3130B83P5, C.4 - ISIN: US3130B83P56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155129379.48
- **C.18.a - Value (excl. sponsor support):** $155129379.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 13: 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: 3130B83Q3, C.4 - ISIN: US3130B83Q30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155129689.74
- **C.18.a - Value (excl. sponsor support):** $155129689.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 14: 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: 3130B83X8, C.4 - ISIN: US3130B83X80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124729251.62
- **C.18.a - Value (excl. sponsor support):** $124729251.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: 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: 3130B84A7, C.4 - ISIN: US3130B84A78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154959845.04
- **C.18.a - Value (excl. sponsor support):** $154959845.04
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 16: 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: 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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: 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: 3130B84N9, C.4 - ISIN: US3130B84N99, 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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: 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: 3130B84P4, C.4 - ISIN: US3130B84P48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124925000.00
- **C.18.a - Value (excl. sponsor support):** $124925000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 19: 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: 3130B84Q2, C.4 - ISIN: US3130B84Q21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $62464687.68
- **C.18.a - Value (excl. sponsor support):** $62464687.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 20: 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: 3130B84R0, C.4 - ISIN: US3130B84R04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124984250.09
- **C.18.a - Value (excl. sponsor support):** $124984250.09
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 21: 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):** $2449615350.00
- **C.18.a - Value (excl. sponsor support):** $2449615350.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 22: 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):** $999431000.00
- **C.18.a - Value (excl. sponsor support):** $999431000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 23: 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):** $504720735.00
- **C.18.a - Value (excl. sponsor support):** $504720735.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 24: 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):** $290823945.00
- **C.18.a - Value (excl. sponsor support):** $290823945.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **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):** $51417005.19
- **C.18.a - Value (excl. sponsor support):** $51417005.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 26: 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: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76399465.20
- **C.18.a - Value (excl. sponsor support):** $76399465.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 27: 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: 3130B8QZ8, C.4 - ISIN: US3130B8QZ81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206398761.60
- **C.18.a - Value (excl. sponsor support):** $206398761.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 28: 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: 3130B8R87, C.4 - ISIN: US3130B8R879, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51049693.70
- **C.18.a - Value (excl. sponsor support):** $51049693.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 29: 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: 3130B8R95, C.4 - ISIN: US3130B8R952, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255252192.20
- **C.18.a - Value (excl. sponsor support):** $255252192.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $204211534.56
- **C.18.a - Value (excl. sponsor support):** $204211534.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 31: 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: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204200612.60
- **C.18.a - Value (excl. sponsor support):** $204200612.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **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):** $51002550.00
- **C.18.a - Value (excl. sponsor support):** $51002550.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $204237859.29
- **C.18.a - Value (excl. sponsor support):** $204237859.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $35721143.04
- **C.18.a - Value (excl. sponsor support):** $35721143.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $398975186.62
- **C.18.a - Value (excl. sponsor support):** $398975186.62
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 36: 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: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199484401.55
- **C.18.a - Value (excl. sponsor support):** $199484401.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $199494176.31
- **C.18.a - Value (excl. sponsor support):** $199494176.31
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 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: 3130B8S29, C.4 - ISIN: US3130B8S299, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49874650.88
- **C.18.a - Value (excl. sponsor support):** $49874650.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: 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):** $692445759.60
- **C.18.a - Value (excl. sponsor support):** $692445759.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $18999962.00
- **C.18.a - Value (excl. sponsor support):** $18999962.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $49555099.11
- **C.18.a - Value (excl. sponsor support):** $49555099.11
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: 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: 3130B8ZE5, C.4 - ISIN: US3130B8ZE51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198216035.60
- **C.18.a - Value (excl. sponsor support):** $198216035.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: 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: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99109801.78
- **C.18.a - Value (excl. sponsor support):** $99109801.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 44: 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: 3130B8ZG0, C.4 - ISIN: US3130B8ZG00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99113116.82
- **C.18.a - Value (excl. sponsor support):** $99113116.82
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 45: 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: 3130B8ZH8, C.4 - ISIN: US3130B8ZH82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297254405.49
- **C.18.a - Value (excl. sponsor support):** $297254405.49
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 46: 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: 3130B8ZJ4, C.4 - ISIN: US3130B8ZJ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198156234.97
- **C.18.a - Value (excl. sponsor support):** $198156234.97
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 47: 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: 3130B8ZK1, C.4 - ISIN: US3130B8ZK12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148627027.40
- **C.18.a - Value (excl. sponsor support):** $148627027.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 48: 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: 3130B8ZM7, C.4 - ISIN: US3130B8ZM77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $485869514.14
- **C.18.a - Value (excl. sponsor support):** $485869514.14
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 49: 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: 3130B8ZN5, C.4 - ISIN: US3130B8ZN50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121462692.17
- **C.18.a - Value (excl. sponsor support):** $121462692.17
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $121437004.85
- **C.18.a - Value (excl. sponsor support):** $121437004.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: 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: 3130B8ZX3, C.4 - ISIN: US3130B8ZX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204325913.40
- **C.18.a - Value (excl. sponsor support):** $204325913.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: 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: 3130B92H2, C.4 - ISIN: US3130B92H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $457881917.35
- **C.18.a - Value (excl. sponsor support):** $457881917.35
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $304288478.56
- **C.18.a - Value (excl. sponsor support):** $304288478.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: 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: 3130B93A6, C.4 - ISIN: US3130B93A69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100703086.61
- **C.18.a - Value (excl. sponsor support):** $100703086.61
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 55: 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):** $586681067.16
- **C.18.a - Value (excl. sponsor support):** $586681067.16
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 56: 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):** $557101043.90
- **C.18.a - Value (excl. sponsor support):** $557101043.90
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 57: 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):** $123802937.00
- **C.18.a - Value (excl. sponsor support):** $123802937.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 58: 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: 3130B97M6, C.4 - ISIN: US3130B97M61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499940001.00
- **C.18.a - Value (excl. sponsor support):** $499940001.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9A42, C.4 - ISIN: US3130B9A428, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33894728.84
- **C.18.a - Value (excl. sponsor support):** $33894728.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: 3130B9A67, C.4 - ISIN: US3130B9A675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383411948.18
- **C.18.a - Value (excl. sponsor support):** $383411948.18
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: 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: 3130B9AA8, C.4 - ISIN: US3130B9AA87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383411948.18
- **C.18.a - Value (excl. sponsor support):** $383411948.18
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **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):** $19420058.26
- **C.18.a - Value (excl. sponsor support):** $19420058.26
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 63: 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: 3130B9AJ9, C.4 - ISIN: US3130B9AJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97117766.24
- **C.18.a - Value (excl. sponsor support):** $97117766.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $822351644.70
- **C.18.a - Value (excl. sponsor support):** $822351644.70
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 65: 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: 3130B9BA7, C.4 - ISIN: US3130B9BA78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $587364698.88
- **C.18.a - Value (excl. sponsor support):** $587364698.88
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $454115953.78
- **C.18.a - Value (excl. sponsor support):** $454115953.78
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $258845517.69
- **C.18.a - Value (excl. sponsor support):** $258845517.69
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 68: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $184693018.92
- **C.18.a - Value (excl. sponsor support):** $184693018.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CB4, C.4 - ISIN: US3130B9CB43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65911957.76
- **C.18.a - Value (excl. sponsor support):** $65911957.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $360128877.71
- **C.18.a - Value (excl. sponsor support):** $360128877.71
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 71: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $590264375.05
- **C.18.a - Value (excl. sponsor support):** $590264375.05
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 72: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **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):** $303533875.18
- **C.18.a - Value (excl. sponsor support):** $303533875.18
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 73: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $532743194.62
- **C.18.a - Value (excl. sponsor support):** $532743194.62
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FV7, C.4 - ISIN: US3130B9FV79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24506249.76
- **C.18.a - Value (excl. sponsor support):** $24506249.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9G38, C.4 - ISIN: US3130B9G383, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247432721.73
- **C.18.a - Value (excl. sponsor support):** $247432721.73
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 76: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9G79, C.4 - ISIN: US3130B9G797, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145706602.76
- **C.18.a - Value (excl. sponsor support):** $145706602.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 77: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GJ3, C.4 - ISIN: US3130B9GJ33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $112081120.80
- **C.18.a - Value (excl. sponsor support):** $112081120.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 78: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GQ7, C.4 - ISIN: US3130B9GQ75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $488006344.00
- **C.18.a - Value (excl. sponsor support):** $488006344.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 79: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GU8, C.4 - ISIN: US3130B9GU87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59000590.00
- **C.18.a - Value (excl. sponsor support):** $59000590.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 80: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H29, C.4 - ISIN: US3130B9H290, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $262003406.00
- **C.18.a - Value (excl. sponsor support):** $262003406.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 81: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206002678.00
- **C.18.a - Value (excl. sponsor support):** $206002678.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 82: 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: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14930164.23
- **C.18.a - Value (excl. sponsor support):** $14930164.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 83: 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: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313473761.64
- **C.18.a - Value (excl. sponsor support):** $313473761.64
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JT8, C.4 - ISIN: US3130B9JT87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149306791.66
- **C.18.a - Value (excl. sponsor support):** $149306791.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? 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 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JX9, C.4 - ISIN: US3130B9JX99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208986269.40
- **C.18.a - Value (excl. sponsor support):** $208986269.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 86: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JY7, C.4 - ISIN: US3130B9JY72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199037165.08
- **C.18.a - Value (excl. sponsor support):** $199037165.08
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 87: 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: 3130B9JZ4, C.4 - ISIN: US3130B9JZ48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19905218.96
- **C.18.a - Value (excl. sponsor support):** $19905218.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 88: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KM1, C.4 - ISIN: US3130B9KM16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350990529.40
- **C.18.a - Value (excl. sponsor support):** $350990529.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 89: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KN9, C.4 - ISIN: US3130B9KN98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $281010116.00
- **C.18.a - Value (excl. sponsor support):** $281010116.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 90: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KP4, C.4 - ISIN: US3130B9KP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $280979487.00
- **C.18.a - Value (excl. sponsor support):** $280979487.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 91: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KS8, C.4 - ISIN: US3130B9KS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $141005217.00
- **C.18.a - Value (excl. sponsor support):** $141005217.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 92: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9LC2, C.4 - ISIN: US3130B9LC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500705521.40
- **C.18.a - Value (excl. sponsor support):** $500705521.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9LJ7, C.4 - ISIN: US3130B9LJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100132990.20
- **C.18.a - Value (excl. sponsor support):** $100132990.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 94: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9M72, C.4 - ISIN: US3130B9M720, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499890496.13
- **C.18.a - Value (excl. sponsor support):** $499890496.13
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 95: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N22, C.4 - ISIN: US3130B9N223, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50003400.00
- **C.18.a - Value (excl. sponsor support):** $50003400.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 96: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N71, C.4 - ISIN: US3130B9N710, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99811497.15
- **C.18.a - Value (excl. sponsor support):** $99811497.15
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 97: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N89, C.4 - ISIN: US3130B9N892, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49906497.15
- **C.18.a - Value (excl. sponsor support):** $49906497.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: 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: 3130B9NN6, C.4 - ISIN: US3130B9NN61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $596890947.38
- **C.18.a - Value (excl. sponsor support):** $596890947.38
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NS5, C.4 - ISIN: US3130B9NS58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298008115.88
- **C.18.a - Value (excl. sponsor support):** $298008115.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9P61, C.4 - ISIN: US3130B9P616, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297857866.67
- **C.18.a - Value (excl. sponsor support):** $297857866.67
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PA2, C.4 - ISIN: US3130B9PA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243815000.00
- **C.18.a - Value (excl. sponsor support):** $243815000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 102: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.741000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PC8, C.4 - ISIN: US3130B9PC88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $695584349.01
- **C.18.a - Value (excl. sponsor support):** $695584349.01
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.742000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PK0, C.4 - ISIN: US3130B9PK05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248424405.36
- **C.18.a - Value (excl. sponsor support):** $248424405.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PQ7, C.4 - ISIN: US3130B9PQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $254070078.57
- **C.18.a - Value (excl. sponsor support):** $254070078.57
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PT1, C.4 - ISIN: US3130B9PT14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49144852.57
- **C.18.a - Value (excl. sponsor support):** $49144852.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9PV6, C.4 - ISIN: US3130B9PV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $833013514.34
- **C.18.a - Value (excl. sponsor support):** $833013514.34
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: 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):** $149530500.00
- **C.18.a - Value (excl. sponsor support):** $149530500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 108: 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: 313313VE5, C.4 - ISIN: US313313VE57, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $5006240.16
- **C.18.a - Value (excl. sponsor support):** $5006240.16
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 109: 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):** $13052368.40
- **C.18.a - Value (excl. sponsor support):** $13052368.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 110: 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):** $20743367.19
- **C.18.a - Value (excl. sponsor support):** $20743367.19
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 111: 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):** $9759173.15
- **C.18.a - Value (excl. sponsor support):** $9759173.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 112: 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):** $20722165.10
- **C.18.a - Value (excl. sponsor support):** $20722165.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 113: 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):** $24348243.60
- **C.18.a - Value (excl. sponsor support):** $24348243.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 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: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72335230.66
- **C.18.a - Value (excl. sponsor support):** $72335230.66
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $464229501.05
- **C.18.a - Value (excl. sponsor support):** $464229501.05
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? Yes, 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: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47595335.20
- **C.18.a - Value (excl. sponsor support):** $47595335.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? 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: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $881070394.95
- **C.18.a - Value (excl. sponsor support):** $881070394.95
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 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: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79178635.41
- **C.18.a - Value (excl. sponsor support):** $79178635.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 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: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $811178269.77
- **C.18.a - Value (excl. sponsor support):** $811178269.77
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 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: 313385UB0, C.4 - ISIN: US313385UB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449420776.62
- **C.18.a - Value (excl. sponsor support):** $449420776.62
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 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: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1166394647.08
- **C.18.a - Value (excl. sponsor support):** $1166394647.08
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $140227703.95
- **C.18.a - Value (excl. sponsor support):** $140227703.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $470056062.87
- **C.18.a - Value (excl. sponsor support):** $470056062.87
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $486630272.92
- **C.18.a - Value (excl. sponsor support):** $486630272.92
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $695514909.71
- **C.18.a - Value (excl. sponsor support):** $695514909.71
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385UQ7, C.4 - ISIN: US313385UQ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237433578.63
- **C.18.a - Value (excl. sponsor support):** $237433578.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $322867692.40
- **C.18.a - Value (excl. sponsor support):** $322867692.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $352515793.20
- **C.18.a - Value (excl. sponsor support):** $352515793.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $600397957.84
- **C.18.a - Value (excl. sponsor support):** $600397957.84
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102810671.67
- **C.18.a - Value (excl. sponsor support):** $102810671.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 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: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183645850.40
- **C.18.a - Value (excl. sponsor support):** $183645850.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 132: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $323795106.35
- **C.18.a - Value (excl. sponsor support):** $323795106.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $733818353.10
- **C.18.a - Value (excl. sponsor support):** $733818353.10
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21367343.66
- **C.18.a - Value (excl. sponsor support):** $21367343.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1295388067.62
- **C.18.a - Value (excl. sponsor support):** $1295388067.62
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21358721.16
- **C.18.a - Value (excl. sponsor support):** $21358721.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $453958176.71
- **C.18.a - Value (excl. sponsor support):** $453958176.71
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 138: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $483493794.78
- **C.18.a - Value (excl. sponsor support):** $483493794.78
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 139: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206879371.56
- **C.18.a - Value (excl. sponsor support):** $206879371.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255522126.49
- **C.18.a - Value (excl. sponsor support):** $255522126.49
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1988162000.00
- **C.18.a - Value (excl. sponsor support):** $1988162000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 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: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56674808.66
- **C.18.a - Value (excl. sponsor support):** $56674808.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $269785726.44
- **C.18.a - Value (excl. sponsor support):** $269785726.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $459800700.99
- **C.18.a - Value (excl. sponsor support):** $459800700.99
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196616393.89
- **C.18.a - Value (excl. sponsor support):** $196616393.89
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101890527.46
- **C.18.a - Value (excl. sponsor support):** $101890527.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 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: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $697293749.00
- **C.18.a - Value (excl. sponsor support):** $697293749.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83590524.74
- **C.18.a - Value (excl. sponsor support):** $83590524.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **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 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: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164636819.70
- **C.18.a - Value (excl. sponsor support):** $164636819.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 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: 313385XQ4, C.4 - ISIN: US313385XQ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24134174.73
- **C.18.a - Value (excl. sponsor support):** $24134174.73
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162251106.66
- **C.18.a - Value (excl. sponsor support):** $162251106.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 152: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79529118.80
- **C.18.a - Value (excl. sponsor support):** $79529118.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 153: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $188506359.05
- **C.18.a - Value (excl. sponsor support):** $188506359.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 154: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102781439.67
- **C.18.a - Value (excl. sponsor support):** $102781439.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 155: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26823900.86
- **C.18.a - Value (excl. sponsor support):** $26823900.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 156: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110520052.56
- **C.18.a - Value (excl. sponsor support):** $110520052.56
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 157: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YS9, C.4 - ISIN: US313385YS93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $494058000.00
- **C.18.a - Value (excl. sponsor support):** $494058000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 158: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98447116.27
- **C.18.a - Value (excl. sponsor support):** $98447116.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 159: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125147578.48
- **C.18.a - Value (excl. sponsor support):** $125147578.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 160: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183766038.74
- **C.18.a - Value (excl. sponsor support):** $183766038.74
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 161: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZH2, C.4 - ISIN: US313385ZH20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378299809.32
- **C.18.a - Value (excl. sponsor support):** $378299809.32
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 162: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378225042.42
- **C.18.a - Value (excl. sponsor support):** $378225042.42
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 163: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193865709.44
- **C.18.a - Value (excl. sponsor support):** $193865709.44
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 164: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19551674.68
- **C.18.a - Value (excl. sponsor support):** $19551674.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 165: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5949504.12
- **C.18.a - Value (excl. sponsor support):** $5949504.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 166: 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):** $29877071.76
- **C.18.a - Value (excl. sponsor support):** $29877071.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: 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):** $16024400.25
- **C.18.a - Value (excl. sponsor support):** $16024400.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 168: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13184336.22
- **C.18.a - Value (excl. sponsor support):** $13184336.22
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.680000%
- **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):** $20055721.98
- **C.18.a - Value (excl. sponsor support):** $20055721.98
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 170: 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: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31390313.90
- **C.18.a - Value (excl. sponsor support):** $31390313.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 171: 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: 3133ET5M5, C.4 - ISIN: US3133ET5M52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21986351.78
- **C.18.a - Value (excl. sponsor support):** $21986351.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 172: 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: 3133ET6P7, C.4 - ISIN: US3133ET6P74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12220792.24
- **C.18.a - Value (excl. sponsor support):** $12220792.24
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 173: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.690000%
- **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):** $25112251.12
- **C.18.a - Value (excl. sponsor support):** $25112251.12
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 174: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.680000%
- **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):** $11368034.10
- **C.18.a - Value (excl. sponsor support):** $11368034.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.675000%
- **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):** $19965960.07
- **C.18.a - Value (excl. sponsor support):** $19965960.07
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 176: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **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):** $50009450.08
- **C.18.a - Value (excl. sponsor support):** $50009450.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 177: 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: 3133EWBM1, C.4 - ISIN: US3133EWBM11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3795003.80
- **C.18.a - Value (excl. sponsor support):** $3795003.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 178: 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: 3133EWBZ2, C.4 - ISIN: US3133EWBZ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12619785.46
- **C.18.a - Value (excl. sponsor support):** $12619785.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 179: 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: 3133EWDH0, C.4 - ISIN: US3133EWDH08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96001056.00
- **C.18.a - Value (excl. sponsor support):** $96001056.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 180: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28001064.00
- **C.18.a - Value (excl. sponsor support):** $28001064.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWS4, C.4 - ISIN: US3134HCWS44, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $341234493.72
- **C.18.a - Value (excl. sponsor support):** $341234493.72
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $39449645.79
- **C.18.a - Value (excl. sponsor support):** $39449645.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 183: 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):** $2211279219.31
- **C.18.a - Value (excl. sponsor support):** $2211279219.31
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 184: 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):** $1239180404.85
- **C.18.a - Value (excl. sponsor support):** $1239180404.85
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 185: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1204157399.82
- **C.18.a - Value (excl. sponsor support):** $1204157399.82
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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 186: 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):** $2430261362.18
- **C.18.a - Value (excl. sponsor support):** $2430261362.18
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 187: 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):** $1965602251.47
- **C.18.a - Value (excl. sponsor support):** $1965602251.47
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 188: 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):** $1424346339.21
- **C.18.a - Value (excl. sponsor support):** $1424346339.21
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 189: 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):** $3115613378.38
- **C.18.a - Value (excl. sponsor support):** $3115613378.38
- **C.19 - Percentage of Net Assets:** 2.5900%
- **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 190: 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):** $3011120721.83
- **C.18.a - Value (excl. sponsor support):** $3011120721.83
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 191: 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):** $1218890548.41
- **C.18.a - Value (excl. sponsor support):** $1218890548.41
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 192: 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):** $85526169.48
- **C.18.a - Value (excl. sponsor support):** $85526169.48
- **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 193: 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):** $606697785.00
- **C.18.a - Value (excl. sponsor support):** $606697785.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 194: 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):** $966539348.70
- **C.18.a - Value (excl. sponsor support):** $966539348.70
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 195: 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):** $1219568009.22
- **C.18.a - Value (excl. sponsor support):** $1219568009.22
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 196: 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):** $806546335.99
- **C.18.a - Value (excl. sponsor support):** $806546335.99
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 197: 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):** $1302993650.76
- **C.18.a - Value (excl. sponsor support):** $1302993650.76
- **C.19 - Percentage of Net Assets:** 1.0800%
- **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 198: 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):** $603457750.00
- **C.18.a - Value (excl. sponsor support):** $603457750.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 199: 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):** $586990530.26
- **C.18.a - Value (excl. sponsor support):** $586990530.26
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 200: 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):** $4014972573.25
- **C.18.a - Value (excl. sponsor support):** $4014972573.25
- **C.19 - Percentage of Net Assets:** 3.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 201: 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):** $3071708892.68
- **C.18.a - Value (excl. sponsor support):** $3071708892.68
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 202: 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):** $3508473330.60
- **C.18.a - Value (excl. sponsor support):** $3508473330.60
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 203: 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):** $3120618037.54
- **C.18.a - Value (excl. sponsor support):** $3120618037.54
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 204: 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):** $1817359439.24
- **C.18.a - Value (excl. sponsor support):** $1817359439.24
- **C.19 - Percentage of Net Assets:** 1.5100%
- **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 205: 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):** $599846045.12
- **C.18.a - Value (excl. sponsor support):** $599846045.12
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 206: 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):** $1192202920.70
- **C.18.a - Value (excl. sponsor support):** $1192202920.70
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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 207: 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):** $1200777985.33
- **C.18.a - Value (excl. sponsor support):** $1200777985.33
- **C.19 - Percentage of Net Assets:** 1.0000%
- **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 208: 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):** $602421940.48
- **C.18.a - Value (excl. sponsor support):** $602421940.48
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 209: 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):** $101261920.04
- **C.18.a - Value (excl. sponsor support):** $101261920.04
- **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 210: 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):** $40409747.25
- **C.18.a - Value (excl. sponsor support):** $40409747.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 211: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.772900%
- **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):** $153022666.95
- **C.18.a - Value (excl. sponsor support):** $153022666.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 212: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $317626139.04
- **C.18.a - Value (excl. sponsor support):** $317626139.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 213: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.804900%
- **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):** $1056386384.54
- **C.18.a - Value (excl. sponsor support):** $1056386384.54
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 214: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.827900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147486618.45
- **C.18.a - Value (excl. sponsor support):** $147486618.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.781900%
- **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):** $631743154.67
- **C.18.a - Value (excl. sponsor support):** $631743154.67
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 216: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $200.00            | $200.79            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-12      | 0.0000%  | 0.0000% | $3430900.00        | $3406657.26        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $752400.00         | $819752.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $7500.00           | $7422.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $900.00            | $933.38            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2044-02-15      | 1.3750%  | 0.0000% | $2043900.00        | $2465767.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-28      | 4.2500%  | 0.0000% | $56278400.00       | $59262989.69       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $900.00            | $929.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $1999900.00        | $1971993.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $1408400.00        | $1407574.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $62066800.00       | $64779662.07       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-07-15      | 0.7500%  | 0.0000% | $11191100.00       | $14465089.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $56331500.00       | $57524174.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $30500.00          | $31403.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-10-31      | 3.7500%  | 0.0000% | $2699900.00        | $2739222.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-12-31      | 3.8750%  | 0.0000% | $16800.00          | $17058.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $75752300.00       | $76836034.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $55.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $16339600.00       | $17203065.26       | 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: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 | 2026-04-15      | 0.1250%  | 0.0000% | $210133500.00      | $260109231.69      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $139708500.00      | $189912082.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $88889400.00       | $90578779.39       | U.S. Treasuries (including strips) |

### Security 218: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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          | 2026-05-14      | 0.0000%  | 0.0000% | $56157200.00       | $55748375.58       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-02      | 0.0000%  | 0.0000% | $105830400.00      | $105500526.64      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-13      | 0.0000%  | 0.0000% | $94020100.00       | $92512487.70       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-27      | 0.0000%  | 0.0000% | $139861100.00      | $137430453.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 6.7500%  | 0.0000% | $54000.00          | $54912.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 6.6250%  | 0.0000% | $11700.00          | $12082.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $79000.00          | $79647.14          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $72363600.00       | $86021565.78       | U.S. Treasuries (including strips) |

### Security 219: 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:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                    | 2053-11-15      | 4.7500%  | 0.0000% | $176191600.00      | $181462443.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.83             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2054-02-15      | 2.1250%  | 0.0000% | $2003200.00        | $1976557.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $4550600.00        | $4341985.76        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-07-15      | 0.1250%  | 0.0000% | $436100.00         | $499890.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $3144000.00        | $3287375.99        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $3400600.00        | $3776784.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $3493200.00        | $3688012.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $400.00            | $410.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $20800.00          | $21760.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $8255600.00        | $8478090.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $75200.00          | $76348.33          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-19      | 0.0000%  | 0.0000% | $27039400.00       | $26993270.78       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-23      | 0.0000%  | 0.0000% | $20028300.00       | $19923792.33       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-02      | 0.0000%  | 0.0000% | $10510500.00       | $10383659.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-08-15      | 3.0000%  | 0.0000% | $27874900.00       | $20784709.43       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2053-02-15      | 1.5000%  | 0.0000% | $2029200.00        | $1797435.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $178.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 1.1250%  | 0.0000% | $300.00            | $288.57            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $498.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $20195800.00       | $19906477.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 3.6250%  | 0.0000% | $2487100.00        | $2520629.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 3.7500%  | 0.0000% | $18027800.00       | $18371733.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-08-15      | 3.8750%  | 0.0000% | $50209000.00       | $50606481.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 4.3750%  | 0.0000% | $319500.00         | $332074.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $33174300.00       | $34216367.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $23617000.00       | $24616167.29       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $5486900.00        | $5886169.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $30416100.00       | $28535376.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 4.7500%  | 0.0000% | $6123600.00        | $6285805.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $381.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $1000.00           | $888.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $105043100.00      | $107054509.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $176493600.00      | $183040267.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $800.00            | $819.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $295.11            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $500.00            | $652.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $91200.00          | $82640.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $1200.00           | $1366.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $1761700.00        | $1840387.38        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-04-15      | 2.1250%  | 0.0000% | $3116200.00        | $3401222.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $24999000.00       | $26622878.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $154.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $3350200.00        | $3311570.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $3299800.00        | $3305260.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-15      | 2.6250%  | 0.0000% | $600.00            | $587.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-07-15      | 0.2500%  | 0.0000% | $1064900.00        | $1321296.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $27913800.00       | $29946866.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $36359900.00       | $37949145.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $243600.00         | $248608.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.5000%  | 0.0000% | $15100.00          | $15288.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.1250%  | 0.0000% | $500.00            | $502.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $5434500.00        | $5597205.71        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $15912900.00       | $17797282.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 4.2500%  | 0.0000% | $24033700.00       | $24814876.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $18105000.00       | $18418865.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $513200.00         | $524065.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $33575200.00       | $33646699.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $1190100.00        | $1196636.14        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-10-15      | 1.1250%  | 0.0000% | $600.00            | $605.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-31      | 3.7500%  | 0.0000% | $12633100.00       | $12963144.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-08-15      | 1.1250%  | 0.0000% | $2231700.00        | $1450073.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $7300.00           | $7223.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $4400000.00        | $4418891.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $2875000.00        | $2837024.76        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $30300.00          | $21399.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-02-15      | 1.8750%  | 0.0000% | $28112100.00       | $20298244.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-05-15      | 2.2500%  | 0.0000% | $9185000.00        | $7030209.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $97437000.00       | $101268174.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-04-15      | 3.7500%  | 0.0000% | $49784300.00       | $50474258.97       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $13060200.00       | $14264572.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $500.00            | $518.17            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8482%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $5445500.00        | $5572264.86        | U.S. Treasuries (including strips) |

### Security 220: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 | 2053-08-15      | 4.1250%  | 0.0000% | $5080000.00        | $4668054.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $6574300.00        | $6703763.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $110125000.00      | $80906157.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $268887200.00      | $200493717.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $32497500.00       | $27316087.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $15831900.00       | $16545801.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $57851000.00       | $46856687.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $67649900.00       | $54437115.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $35548000.00       | $28433308.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $28987200.00       | $29559917.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $394100.00         | $396748.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $50000000.00       | $39085973.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $257600000.00      | $192436873.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $6546800.00        | $5214545.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $2093500.00        | $2018399.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $1083600.00        | $1072223.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $1100.00           | $1132.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $29126900.00       | $28189498.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $50613100.00       | $35344044.36       | U.S. Treasuries (including strips) |

### Security 221: 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):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $41760000.00       | $42397689.74       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $13927800.00       | $12337038.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $345777000.00      | $428012619.63      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $285064700.00      | $338868047.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $124268400.00      | $166350006.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $233300.00         | $240284.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $179900.00         | $174110.21         | U.S. Treasuries (including strips) |

### Security 222: 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: ARP1ESWU4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ESWU4_3.66_0402
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $14613700.00       | $14599230.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $166569500.00      | $174900983.37      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $15015000.00       | $14499865.47       | U.S. Treasuries (including strips) |

### Security 223: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis 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: ARP1EZDM7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EZDM7_3.64_0409
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $500.00            | $504.10            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $130498900.00      | $142805599.25      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $20000.00          | $19980.20          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $1363000.00        | $1316238.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $44282800.00       | $47146450.75       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $10452000.00       | $12711097.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |

### Security 224: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1F0S21, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1F0S21_3.64_0427
- **C.18 - Value (incl. sponsor support):** $288000000.00
- **C.18.a - Value (excl. sponsor support):** $288000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $134314000.00      | $135377300.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $155093600.00      | $158382757.75      | U.S. Treasuries (including strips) |

### Security 225: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1F2HR4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1F2HR4_3.65_0428
- **C.18 - Value (incl. sponsor support):** $956000000.00
- **C.18.a - Value (excl. sponsor support):** $956000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $197731400.00      | $201625207.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $192051100.00      | $195857137.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $967200.00         | $1008119.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $89909600.00       | $91143965.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $109000800.00      | $112002961.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $117652100.00      | $121917439.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $27119100.00       | $28185409.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $216208000.00      | $223379803.49      | U.S. Treasuries (including strips) |

### Security 226: 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: ARP1F7VS5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F7VS5_3.65_0417
- **C.18 - Value (incl. sponsor support):** $359000000.00
- **C.18.a - Value (excl. sponsor support):** $359000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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               | 2043-02-15      | 3.8750%  | 0.0000% | $80142400.00       | $74332839.79       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $544200.00         | $889857.98         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.63            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $22466900.00       | $27810168.76       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $70174800.00       | $91638350.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $122163200.00      | $123910901.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $53450200.00       | $47597594.46       | U.S. Treasuries (including strips) |

### Security 227: 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: ARP1F7VX4, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1F7VX4_3.66_0417
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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               | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $103.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $4531000.00        | $4163573.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $5200600.00        | $5356178.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $145300.00         | $136330.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $6385800.00        | $6375587.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $430900.00         | $459107.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $76000.00          | $80019.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $300.00            | $322.16            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $25000.00          | $27765.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $119000.00         | $122109.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $37355700.00       | $38362447.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $96400.00          | $71879.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $19300.00          | $16832.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $95.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $17087700.00       | $15247097.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $334200.00         | $334430.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $228900.00         | $225620.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $133200.00         | $137384.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $3236000.00        | $3372905.85        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $124900.00         | $133988.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $76500.00          | $79949.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $110200.00         | $88293.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $2982800.00        | $2798364.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $720800.00         | $713367.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $594200.00         | $593449.61         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $4449000.00        | $4509685.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $121000.00         | $124784.08         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $1811100.00        | $1981895.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $1598800.00        | $1642815.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-04-30      | 4.0000%  | 0.0000% | $210500.00         | $217174.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $125600.00         | $130258.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $65700.00          | $48257.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $2956800.00        | $2299961.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $500.00            | $520.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $2843200.00        | $2899712.28        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $264000.00         | $288146.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $561500.00         | $566947.83         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $43518800.00       | $44957406.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-05-15      | 3.0000%  | 0.0000% | $560600.00         | $441106.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $360200.00         | $359092.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $1400.00           | $1428.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $800.00            | $820.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $222400.00         | $170194.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $150.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $140300.00         | $85896.71          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $151.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $2977900.00        | $3067056.56        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $498900.00         | $557979.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-15      | 3.5000%  | 0.0000% | $43059900.00       | $43474066.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $131.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $1100.00           | $608.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $134.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $4400.00           | $4490.68           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $15661700.00       | $16774786.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $515900.00         | $531929.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $299700.00         | $179445.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $22100.00          | $15432.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $769900.00         | $487612.98         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $243.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $22400.00          | $19761.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $5100.00           | $5300.53           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $34751600.00       | $37956288.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $1069200.00        | $1079947.91        | U.S. Treasuries (including strips) |

### Security 228: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1FCBN7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1FCBN7_3.66_0521
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $1611600.00        | $1641224.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $101.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $19527400.00       | $19634646.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $11507700.00       | $11618385.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $900.00            | $935.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $106407700.00      | $108884746.62      | U.S. Treasuries (including strips) |

### Security 229: 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: ARP1FDBG0, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1FDBG0_3.66_0309
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $5837800.00        | $9197596.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $47000.00          | $49486.04          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $1200.00           | $1332.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $55100.00          | $56539.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.70            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-02      | 0.0000%  | 0.0000% | $10412300.00       | $10379844.86       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-19      | 0.0000%  | 0.0000% | $24824100.00       | $24631837.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $70900.00          | $69884.30          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $335300.00         | $357984.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $121900.00         | $125729.11         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $15377700.00       | $16496701.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 3.1250%  | 0.0000% | $59900.00          | $50856.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $2909500.00        | $2981540.07        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $1002800.00        | $1016478.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 4.7500%  | 0.0000% | $2957200.00        | $3035532.05        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $218.86            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $7403200.00        | $7740619.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $23200000.00       | $23527806.44       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.34            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $522.34            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $300.00            | $341.69            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $21400.00          | $23357.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $106400.00         | $109917.28         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $155000.00         | $166289.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $300.00            | $315.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $1240900.00        | $1295138.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $46816900.00       | $35245244.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $133.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $153700.00         | $145559.37         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $1216300.00        | $1294954.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $1000.00           | $1014.56           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $2223200.00        | $2243936.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-15      | 3.5000%  | 0.0000% | $2000.00           | $2019.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $8385300.00        | $8504233.44        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $200.00            | $214.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $500.00            | $519.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $78600.00          | $85848.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 3.6250%  | 0.0000% | $1088400.00        | $1099528.20        | U.S. Treasuries (including strips) |

### Security 230: 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: ARP1FDC46, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FDC46_3.67_0423
- **C.18 - Value (incl. sponsor support):** $556000000.00
- **C.18.a - Value (excl. sponsor support):** $556000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2026-11-27      | 0.0000%  | 0.0000% | $91440800.00       | $89108328.07       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $402116000.00      | $478011706.80      | U.S. Treasuries (including strips) |

### Security 231: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: ARP1FDCA2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1FDCA2_3.66_0526
- **C.18 - Value (incl. sponsor support):** $765000000.00
- **C.18.a - Value (excl. sponsor support):** $765000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **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 | 2026-04-02      | 0.0000%  | 0.0000% | $136700.00         | $136273.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-01-15      | 4.2500%  | 0.0000% | $102481000.00      | $104526453.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-01-31      | 4.2500%  | 0.0000% | $42027400.00       | $43347560.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-05-15      | 3.7500%  | 0.0000% | $53315500.00       | $54277283.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-04-30      | 4.6250%  | 0.0000% | $480700.00         | $511925.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2034-05-15      | 4.3750%  | 0.0000% | $103145000.00      | $108304112.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-08-31      | 3.1250%  | 0.0000% | $104499900.00      | $105022051.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-02-29      | 4.0000%  | 0.0000% | $198346400.00      | $204509122.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2034-11-15      | 4.2500%  | 0.0000% | $118611000.00      | $123232433.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2031-11-30      | 4.1250%  | 0.0000% | $35167100.00       | $36432864.21       | U.S. Treasuries (including strips) |

### Security 232: 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: ARP1FETK0, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FETK0_3.66_0303
- **C.18 - Value (incl. sponsor support):** $99000000.00
- **C.18.a - Value (excl. sponsor support):** $99000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $900.00            | $923.52            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-19      | 0.0000%  | 0.0000% | $31525100.00       | $31280938.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $3999900.00        | $4357958.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1018.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $1658700.00        | $1657874.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $20000000.00       | $20134428.07       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $200.00            | $218.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.1250%  | 0.0000% | $19800.00          | $19832.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $9600.00           | $9091.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $7627600.00        | $7736722.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $16809800.00       | $17166294.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $26357000.00       | $18614553.69       | U.S. Treasuries (including strips) |

### Security 233: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets 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: ARP1FETO2, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: ARP1FETO2_3.66_0303
- **C.18 - Value (incl. sponsor support):** $99000000.00
- **C.18.a - Value (excl. sponsor support):** $99000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $51800000.00       | $47599455.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $22993000.00       | $23818598.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $25000000.00       | $26899330.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $2668800.00        | $2734276.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |

### Security 234: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.665000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FETS3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FETS3_3.66_0424
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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               | 2028-09-30      | 4.6250%  | 0.0000% | $106200.00         | $111405.19         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-28      | 0.0000%  | 0.0000% | $538000.00         | $534932.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $91.29             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $400.00            | $399.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $197415100.00      | $201297304.82      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $16500.00          | $15933.92          | U.S. Treasuries (including strips) |

### Security 235: 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: ARP1FETT1, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1FETT1_3.66_0303
- **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:** 3.6600%
- **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? 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 | 2047-08-15      | 2.7500%  | 0.0000% | $61326200.00       | $45513705.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $132059500.00      | $73100018.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $131596800.00      | $83346287.99       | U.S. Treasuries (including strips) |

### Security 236: 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: ARP1FETW4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1FETW4_3.66_0303
- **C.18 - Value (incl. sponsor support):** $298000000.00
- **C.18.a - Value (excl. sponsor support):** $298000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.55            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $152.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 4.3750%  | 0.0000% | $3657000.00        | $3729964.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $531800.00         | $470676.70         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-14      | 0.0000%  | 0.0000% | $21166900.00       | $21075310.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $123200.00         | $109128.74         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $123.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $29695100.00       | $30627879.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $425400.00         | $492103.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $46600000.00       | $47305350.99       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $5958300.00        | $7188111.85        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $143300.00         | $149405.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $107700.00         | $108297.77         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $599100.00         | $743345.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $123433900.00      | $126235091.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $55000000.00       | $55685273.87       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $432300.00         | $417468.65         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $761400.00         | $578557.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $8802000.00        | $9043391.56        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.22            | U.S. Treasuries (including strips) |

### Security 237: 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: ARP1FEUE2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FEUE2_3.66_0303
- **C.18 - Value (incl. sponsor support):** $1041000000.00
- **C.18.a - Value (excl. sponsor support):** $1041000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $29133500.00       | $62468654.23       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $118054800.00      | $128852648.56      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $50773900.00       | $61748181.65       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $117770400.00      | $76062549.48       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $99757900.00       | $121402300.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $605202000.00      | $611285667.72      | 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: ARP1FEWE0, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FEWE0_3.66_0303
- **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:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $217.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 6.1250%  | 0.0000% | $100.00            | $108.81            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $207.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $3300.00           | $5199.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-11-15      | 4.3750%  | 0.0000% | $500.00            | $511.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $2100.00           | $3208.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $183.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $3100.00           | $3053.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $53673400.00       | $55982022.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $2300.00           | $2296.32           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 0.7500%  | 0.0000% | $400.00            | $397.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $723900.00         | $718271.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $400.00            | $378.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $1000.00           | $1045.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $500.00            | $522.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $256400.00         | $269962.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $400.00            | $429.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 4.2500%  | 0.0000% | $14701500.00       | $14955216.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $1800.00           | $1847.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $300.00            | $308.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $103.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $500.00            | $509.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1015.27           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-09-03      | 0.0000%  | 0.0000% | $400.00            | $392.85            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-10-01      | 0.0000%  | 0.0000% | $500.00            | $489.79            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-09      | 0.0000%  | 0.0000% | $2000.00           | $1992.36           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-23      | 0.0000%  | 0.0000% | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-11-27      | 0.0000%  | 0.0000% | $600.00            | $584.70            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-10      | 0.0000%  | 0.0000% | $1000.00           | $999.20            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-02      | 0.0000%  | 0.0000% | $900.00            | $889.14            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-14      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-30      | 0.0000%  | 0.0000% | $500.00            | $492.66            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-26      | 0.0000%  | 0.0000% | $200.00            | $198.31            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2027-02-18      | 0.0000%  | 0.0000% | $533000.00         | $515440.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $105.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $152.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $800.00            | $672.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $124800.00         | $111357.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 1.2500%  | 0.0000% | $3039500.00        | $2924637.59        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.95             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $38800.00          | $48027.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $2000.00           | $2046.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $1847500.00        | $1862125.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $18446800.00       | $19172823.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $900.00            | $917.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $201.64            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $1400.00           | $1501.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $1500.00           | $1567.64           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $149.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $1000.00           | $860.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 3.1250%  | 0.0000% | $600.00            | $509.41            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $115.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $79.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $800.00            | $640.97            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $108.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 2.8750%  | 0.0000% | $2100.00           | $1700.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $4200.00           | $4156.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $300.00            | $306.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $199.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $1100.00           | $1134.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $2300.00           | $2271.91           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $200.00            | $237.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $2800.00           | $2668.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $4300.00           | $4239.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $196.63            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $2300.00           | $2516.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-11-15      | 4.5000%  | 0.0000% | $1900.00           | $2013.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $1400.00           | $1466.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-15      | 4.3750%  | 0.0000% | $1600.00           | $1624.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $406.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $3100.00           | $3146.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $1600.00           | $1621.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $15412100.00       | $15836399.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $725.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $207.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $3100.00           | $2751.90           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $82100.00          | $99045.70          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $700.00            | $729.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $700.00            | $544.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2056-02-15      | 4.7500%  | 0.0000% | $300.00            | $306.13            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $600.00            | $794.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $393.48            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $259000.00         | $338217.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $500.00            | $453.07            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $113.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $3900.00           | $3873.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $200.00            | $201.34            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $203.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $1300.00           | $1384.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 3.8750%  | 0.0000% | $900.00            | $916.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $1200.00           | $1225.14           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $400.00            | $413.23            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $2674400.00        | $2863148.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $500.00            | $363.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $212900.00         | $145740.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-11-15      | 2.7500%  | 0.0000% | $800.00            | $597.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.29             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $2600.00           | $2570.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $398.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.1250%  | 0.0000% | $400.00            | $400.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $384500.00         | $386634.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $1200.00           | $1170.29           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $300.00            | $372.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 2.6250%  | 0.0000% | $400.00            | $398.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $1100.00           | $1099.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $8700.00           | $8632.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $484600.00         | $509220.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 3.6250%  | 0.0000% | $2700.00           | $2717.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $400.00            | $408.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-31      | 3.8750%  | 0.0000% | $400.00            | $411.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $405.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 3.5000%  | 0.0000% | $2300.00           | $2335.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $13756600.00       | $13982516.89       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $500.00            | $482.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $150.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $219600.00         | $134447.02         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $135.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $298.35            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $3100.00           | $4149.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 1.8750%  | 0.0000% | $600.00            | $596.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $900.00            | $895.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $300.00            | $297.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $963900.00         | $912847.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $300.00            | $301.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $300.00            | $335.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $204.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $1400.00           | $1433.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $500.00            | $514.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.8332%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $10554200.00       | $10652640.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.3750%  | 0.0000% | $1200.00           | $1208.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $300.00            | $303.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $6200.00           | $6234.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $9323600.00        | $9567182.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $1100.00           | $1117.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $24700.00          | $25097.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 3.5000%  | 0.0000% | $12081400.00       | $12246517.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $24700.00          | $25223.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.6250%  | 0.0000% | $300.00            | $302.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-15      | 3.5000%  | 0.0000% | $300.00            | $302.02            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2036-01-15      | 1.8750%  | 0.0000% | $300.00            | $304.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-01-31      | 4.0000%  | 0.0000% | $44400.00          | $45267.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 3.5000%  | 0.0000% | $300.00            | $301.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $1600.00           | $824.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $2700.00           | $1754.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $131.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $166.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $600.00            | $404.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $294.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $500.00            | $445.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $206.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $761000.00         | $549477.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $800.00            | $530.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $153.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $116.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $300.00            | $289.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $44700.00          | $39719.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $1200.00           | $1142.29           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $500.00            | $592.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $900.00            | $935.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $125000.00         | $127413.02         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $2000.00           | $2184.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 3.5000%  | 0.0000% | $300.00            | $304.02            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $34641900.00       | $36772704.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $900.00            | $935.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $207.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $303.02            | U.S. Treasuries (including strips) |

### Security 239: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA 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: ARP1FG1T6, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: ARP1FG1T6_3.67_0304
- **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:** 3.6700%
- **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

**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 | 2027-05-15      | 4.5000%  | 0.0000% | $26314400.00       | $26960002.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $72527300.00       | $73000080.63       | U.S. Treasuries (including strips) |

### Security 240: 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: ARP1FG1U3, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FG1U3_3.67_0304
- **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:** 3.6700%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $2700.00           | $2664.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $244000.00         | $256906.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-15      | 3.7500%  | 0.0000% | $400.00            | $408.37            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $4700.00           | $4193.74           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $2300.00           | $2847.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $394.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $400.00            | $406.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $1704500.00        | $1738286.02        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2041-02-15      | 2.1250%  | 0.0000% | $20667600.00       | $30874974.74       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $115.68            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $3800.00           | $4140.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $190.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $40000.00          | $40605.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $70000.00          | $71340.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $1500.00           | $1480.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.94            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $900.00            | $1116.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $38258600.00       | $40602833.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $12993900.00       | $13155797.82       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $1100.00           | $1062.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $202.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $1871600.00        | $1898145.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $107.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $11680100.00       | $11272774.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $27500.00          | $28030.87          | U.S. Treasuries (including strips) |

### Security 241: Societe Generale SA

- **C.1 - Title:** Societe Generale 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: ARP1FG2F5, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1FG2F5_3.67_0304
- **C.18 - Value (incl. sponsor support):** $294000000.00
- **C.18.a - Value (excl. sponsor support):** $294000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $56904800.00       | $53236522.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $43755200.00       | $40015857.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $53221400.00       | $47245150.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $44528200.00       | $36501587.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $7404800.00        | $5731379.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $56536500.00       | $45031486.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $62779700.00       | $41015789.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $47867200.00       | $31102284.17       | U.S. Treasuries (including strips) |

### Security 242: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities 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: ARP1FG2N8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FG2N8_3.67_0304
- **C.18 - Value (incl. sponsor support):** $392000000.00
- **C.18.a - Value (excl. sponsor support):** $392000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $328322000.00      | $244810828.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $20428900.00       | $18216708.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $151298500.00      | $137097856.84      | U.S. Treasuries (including strips) |

### Security 243: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 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: ARP1FG2R9, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1FG2R9_3.67_0304
- **C.18 - Value (incl. sponsor support):** $729000000.00
- **C.18.a - Value (excl. sponsor support):** $729000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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

**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 | 2026-03-03      | 0.0000%  | 0.0000% | $47816200.00       | $47811466.20       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2027-01-21      | 0.0000%  | 0.0000% | $1933500.00        | $1874808.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-02-15      | 4.7500%  | 0.0000% | $674060000.00      | $691914896.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-05-15      | 5.0000%  | 0.0000% | $2342100.00        | $2509512.47        | U.S. Treasuries (including strips) |

### Security 244: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 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: ARP1FG331, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FG331_3.67_0304
- **C.18 - Value (incl. sponsor support):** $1784000000.00
- **C.18.a - Value (excl. sponsor support):** $1784000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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

**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 | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $48458500.00       | $50360805.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $1867800.00        | $1910187.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $95629900.00       | $97200375.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $708942900.00      | $714291656.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $946458700.00      | $955878813.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $43200.00          | $38111.01          | U.S. Treasuries (including strips) |

### Security 245: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 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: ARP1FID44, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FID44_3.65_0402
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2037-05-15      | 5.0000%  | 0.0000% | $1490400.00        | $1645348.90        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-16      | 0.0000%  | 0.0000% | $387700.00         | $385944.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $2396200.00        | $2180924.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-02-15      | 3.6250%  | 0.0000% | $500.00            | $420.28            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $27700.00          | $32043.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $38600.00          | $39472.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $14800300.00       | $15323828.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $397800.00         | $405659.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-11-15      | 4.6250%  | 0.0000% | $100300.00         | $101443.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $1200.00           | $1175.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $1672500.00        | $1673557.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $217500.00         | $226904.40         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $107.06            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $800.00            | $771.30            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $214.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $1832000.00        | $1878779.83        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $327200.00         | $444777.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $163780400.00      | $174371642.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $179400.00         | $186453.92         | U.S. Treasuries (including strips) |

### Security 246: Societe Generale SA

- **C.1 - Title:** Societe Generale 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: ARP1FID93, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1FID93_3.67_0305
- **C.18 - Value (incl. sponsor support):** $449000000.00
- **C.18.a - Value (excl. sponsor support):** $449000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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? 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 | 2032-05-31      | 4.1250%  | 0.0000% | $436751400.00      | $452200542.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $5754800.00        | $5779508.22        | U.S. Treasuries (including strips) |

### Security 247: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 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: ARP1FJGB3, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: ARP1FJGB3_3.67_0302
- **C.18 - Value (incl. sponsor support):** $157000000.00
- **C.18.a - Value (excl. sponsor support):** $157000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $116900.00         | $119130.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $4245200.00        | $4412281.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $11778400.00       | $11729487.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $900.00            | $921.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $67320900.00       | $69509057.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $69048400.00       | $61487847.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $13445500.00       | $12881295.84       | U.S. Treasuries (including strips) |

### Security 248: 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: ARP1FJGD9, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: ARP1FJGD9_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1819000000.00
- **C.18.a - Value (excl. sponsor support):** $1819000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2029-08-31      | 3.1250%  | 0.0000% | $50000000.00       | $50214431.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1167811700.00     | $1191732440.83     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $550000000.00      | $558620171.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $52969100.00       | $54812956.39       | U.S. Treasuries (including strips) |

### Security 249: 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: ARP1FJGE7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1FJGE7_3.66_0302
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2031-08-15      | 1.2500%  | 0.0000% | $20807800.00       | $18416221.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $175100.00         | $173241.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $1761000.00        | $1809480.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $2100.00           | $1059.51           | U.S. Treasuries (including strips) |

### Security 250: 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: ARP1FJGF4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1FJGF4_3.66_0302
- **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):** 2026-03-02
- **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? 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 | 2026-06-11      | 0.0000%  | 0.0000% | $2687500.00        | $2660638.44        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-12      | 0.0000%  | 0.0000% | $15811100.00       | $15699378.77       | U.S. Treasuries (including strips) |

### Security 251: 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: ARP1FJGG2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FJGG2_3.66_0302
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2050-02-15      | 2.0000%  | 0.0000% | $101627500.00      | $62220012.41       | U.S. Treasuries (including strips) |

### Security 252: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 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: ARP1FJGH0, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1FJGH0_3.67_0302
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 | 2055-11-15      | 4.6250%  | 0.0000% | $82722200.00       | $83665670.91       | U.S. Treasuries (including strips) |

### Security 253: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJGK3, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1FJGK3_3.63_0302
- **C.18 - Value (incl. sponsor support):** $377000000.00
- **C.18.a - Value (excl. sponsor support):** $377000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? 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 | 2031-02-15      | 5.3750%  | 0.0000% | $58406900.00       | $63313241.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $122999900.00      | $106841897.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $121803400.00      | $102164280.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100000000.00      | $94829440.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $22507400.00       | $17507494.50       | U.S. Treasuries (including strips) |

### Security 254: 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: ARP1FJGL1, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FJGL1_3.66_0302
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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               | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1046.17           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $299300.00         | $641765.26         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $5380900.00        | $5479810.34        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $1231100.00        | $1485202.91        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $3744700.00        | $3777066.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $4398000.00        | $4289106.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $12940900.00       | $8736637.17        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $9706600.00        | $12546294.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $189.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $33247200.00       | $33413325.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $17848300.00       | $17958997.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $4427400.00        | $4490196.31        | U.S. Treasuries (including strips) |

### Security 255: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA 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: ARP1FJGN7, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP1FJGN7_3.66_0302
- **C.18 - Value (incl. sponsor support):** $183000000.00
- **C.18.a - Value (excl. sponsor support):** $183000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $204102800.00      | $186660068.71      | U.S. Treasuries (including strips) |

### Security 256: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 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: ARP1FJGP2, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1FJGP2_3.67_0302
- **C.18 - Value (incl. sponsor support):** $183000000.00
- **C.18.a - Value (excl. sponsor support):** $183000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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               | 2039-05-15      | 4.2500%  | 0.0000% | $1040300.00        | $1056528.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $1960600.00        | $1834213.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $1250600.00        | $1304391.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $189.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 4.8750%  | 0.0000% | $31139300.00       | $33439297.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $2800.00           | $2432.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 4.0000%  | 0.0000% | $19192700.00       | $18321614.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $178.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $67919100.00       | $70592237.42       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $107.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 3.1250%  | 0.0000% | $1230900.00        | $1059613.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $1600.00           | $1342.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $1000200.00        | $914722.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $900.00            | $928.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $2496500.00        | $2534929.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $7000.00           | $7059.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-11-15      | 4.6250%  | 0.0000% | $4912500.00        | $4968528.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $394.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $900.00            | $893.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-05-15      | 2.5000%  | 0.0000% | $13428800.00       | $9762983.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $999900.00         | $999314.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $400.00            | $396.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $400.00            | $420.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $999800.00         | $829127.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $23747800.00       | $24498187.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $307.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 3.5000%  | 0.0000% | $1000.00           | $1007.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $65.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $7126700.00        | $7002736.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $41800.00          | $41979.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $300.00            | $216.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $146900.00         | $112437.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 1.7500%  | 0.0000% | $2500.00           | $1745.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $600.00            | $436.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-02-15      | 2.3750%  | 0.0000% | $9693900.00        | $7375470.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $51600.00          | $49527.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $287.04            | U.S. Treasuries (including strips) |

### Security 257: 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: ARP1FJGQ0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1FJGQ0_3.66_0302
- **C.18 - Value (incl. sponsor support):** $213000000.00
- **C.18.a - Value (excl. sponsor support):** $213000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2027-01-15      | 2.3750%  | 0.0000% | $10959200.00       | $17920124.24       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $152.80            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $5701400.00        | $5046100.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $900.00            | $999.56            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 0.7500%  | 0.0000% | $1578900.00        | $1575064.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $1807400.00        | $1734216.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $2765900.00        | $2953024.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $1257200.00        | $1286365.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $3436500.00        | $3544446.96        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $7540400.00        | $8251497.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $1897100.00        | $1986755.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $895200.00         | $908980.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $11080200.00       | $11247913.09       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $10000000.00       | $10455774.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $1454400.00        | $1497550.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $9459200.00        | $8159989.59        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $400.00            | $529.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $522300.00         | $513784.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $230000.00         | $222103.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $12000.00          | $11994.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $3128900.00        | $3107341.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $26200.00          | $27589.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $6400000.00        | $6571107.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $3199900.00        | $3163003.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $300.00            | $299.08            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $2519000.00        | $3229917.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $2091000.00        | $2015988.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 2.7500%  | 0.0000% | $906200.00         | $893554.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $1600.00           | $1603.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 2.7500%  | 0.0000% | $7610000.00        | $7551008.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $28800.00          | $28109.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $19800.00          | $21086.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $49000.00          | $51450.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $7707300.00        | $8179552.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $9742000.00        | $9972159.35        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $3057700.00        | $4093143.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $600.00            | $568.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $398800.00         | $403095.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $5993500.00        | $6157869.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $8100.00           | $8393.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $6800.00           | $7021.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $3749900.00        | $3829294.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $2121000.00        | $2154770.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.7500%  | 0.0000% | $13538800.00       | $13376847.08       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $241700.00         | $293941.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $793000.00         | $796404.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $38829100.00       | $40355840.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $2410100.00        | $2319685.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $731900.00         | $701187.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $300.00            | $286.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $4681600.00        | $4159928.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $15761100.00       | $16023823.08       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $482100.00         | $511753.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $203.64            | U.S. Treasuries (including strips) |

### Security 258: 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: ARP1FJGS6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FJGS6_3.65_0427
- **C.18 - Value (incl. sponsor support):** $384000000.00
- **C.18.a - Value (excl. sponsor support):** $384000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **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      | 2027-01-15      | 2.3750%  | 0.0000% | $29356000.00       | $48001967.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-15      | 3.7500%  | 0.0000% | $4218000.00        | $4306295.25        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $500.00            | $501.98            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-10-01      | 0.0000%  | 0.0000% | $5900.00           | $5779.57           | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-09      | 0.0000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-23      | 0.0000%  | 0.0000% | $2909500.00        | $2876782.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-15      | 4.5000%  | 0.0000% | $300000.00         | $302509.89         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2033-07-15      | 1.3750%  | 0.0000% | $20940700.00       | $22357424.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 2.7500%  | 0.0000% | $19700.00          | $15722.01          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2043-02-15      | 0.6250%  | 0.0000% | $4695300.00        | $5115609.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $228513000.00      | $238928049.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $86.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.33             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2056-02-15      | 2.3750%  | 0.0000% | $11974100.00       | $11837525.80       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $661.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $77.40             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2048-02-15      | 1.0000%  | 0.0000% | $7999700.00        | $7991779.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $24736600.00       | $25817805.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.53             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $7493000.00        | $7448187.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $1947300.00        | $1959377.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 3.8332%  | 0.0000% | $1100.00           | $1104.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $3018900.00        | $3062089.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $2112000.00        | $2146009.70        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2050-02-15      | 0.2500%  | 0.0000% | $10082200.00       | $7661066.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $110.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $3161300.00        | $1842057.08        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $118.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |

### Security 259: 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: ARP1FJHP1, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1FJHP1_3.66_0302
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $229.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $300.00            | $265.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $41456100.00       | $41784288.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $12822500.00       | $12951395.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $13170300.00       | $12583303.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 3.0000%  | 0.0000% | $21573700.00       | $17360114.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $6619600.00        | $6483587.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $6058700.00        | $6329315.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $204.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $53187400.00       | $51279390.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $83751300.00       | $56542027.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $24840355.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $38932200.00       | $36870179.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $6174800.00        | $6213096.86        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $227.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $4212000.00        | $2125072.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $204.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $5000100.00        | $4799296.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $5000000.00        | $4774546.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $327.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $20583300.00       | $21062455.12       | U.S. Treasuries (including strips) |

### Security 260: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International 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: ARP1FJHQ9, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1FJHQ9_3.67_0302
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 | 2031-02-15      | 1.1250%  | 0.0000% | $37537700.00       | $33494323.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $119053900.00      | $101078893.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $4113100.00        | $3923751.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $26672500.00       | $21334180.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $35528100.00       | $36230049.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $30403800.00       | $22564411.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $22028300.00       | $21499860.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $12644900.00       | $7741662.79        | U.S. Treasuries (including strips) |

### Security 261: 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: ARP1FJHR7, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1FJHR7_3.66_0302
- **C.18 - Value (incl. sponsor support):** $301000000.00
- **C.18.a - Value (excl. sponsor support):** $301000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $31670700.00       | $31620049.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $162600.00         | $161335.77         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $11800.00          | $13526.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $1918000.00        | $1813516.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 0.7500%  | 0.0000% | $3333200.00        | $3297815.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $3155100.00        | $3300771.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $300.00            | $304.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $4574900.00        | $4065403.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $123694200.00      | $126601684.79      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $14152000.00       | $15227172.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $10208400.00       | $10203318.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-15      | 3.8750%  | 0.0000% | $33300.00          | $33808.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $1500000.00        | $1482704.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $199.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $1749000.00        | $1711877.76        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $1000.00           | $1072.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $144900.00         | $152147.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $300.00            | $306.81            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $179000.00         | $231366.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $323100.00         | $304466.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $3768000.00        | $3749485.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $10374100.00       | $9824642.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.0000%  | 0.0000% | $6625400.00        | $6834750.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $400.00            | $404.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 3.7500%  | 0.0000% | $19900.00          | $20278.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $118900.00         | $90347.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $3465200.00        | $3319792.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-15      | 3.7500%  | 0.0000% | $800.00            | $811.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $500.00            | $505.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 3.6250%  | 0.0000% | $1347800.00        | $1361580.40        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $39125000.00       | $41531557.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $38776000.00       | $40062232.94       | U.S. Treasuries (including strips) |

### Security 262: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 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: ARP1FJHS5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FJHS5_3.67_0302
- **C.18 - Value (incl. sponsor support):** $603000000.00
- **C.18.a - Value (excl. sponsor support):** $603000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $88477300.00       | $91654211.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $800.00            | $596.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1000000.00        | $1019077.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $20095700.00       | $16855545.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $982800.00         | $1019254.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $13640000.00       | $13890727.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $146.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $19173500.00       | $19972671.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $16197800.00       | $16278735.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $159297000.00      | $162058544.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $98070500.00       | $96897367.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $239278400.00      | $151545983.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $42343100.00       | $43867148.92       | U.S. Treasuries (including strips) |

### Security 263: 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: ARP1FJHT3, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: ARP1FJHT3_3.66_0302
- **C.18 - Value (incl. sponsor support):** $487000000.00
- **C.18.a - Value (excl. sponsor support):** $487000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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               | 2039-08-15      | 4.5000%  | 0.0000% | $13793200.00       | $14166950.38       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $941700.00         | $834143.91         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $95363400.00       | $101815126.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-08-15      | 3.7500%  | 0.0000% | $1000.00           | $928.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 2.7500%  | 0.0000% | $23116100.00       | $18448302.96       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $470200.00         | $622263.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $152100.00         | $146877.68         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $128891100.00      | $138278719.20      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $147520500.00      | $190678053.51      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $29206800.00       | $31900163.99       | 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: ARP1FJHU0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJHU0_3.66_0302
- **C.18 - Value (incl. sponsor support):** $782000000.00
- **C.18.a - Value (excl. sponsor support):** $782000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2053-05-15      | 3.6250%  | 0.0000% | $15140100.00       | $12857614.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $2802900.00        | $2668995.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $624219100.00      | $542217944.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $225513300.00      | $227780225.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $16146500.00       | $12358548.67       | U.S. Treasuries (including strips) |

### Security 265: 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: ARP1FJHV8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FJHV8_3.66_0302
- **C.18 - Value (incl. sponsor support):** $725000000.00
- **C.18.a - Value (excl. sponsor support):** $725000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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      | 2027-01-15      | 2.3750%  | 0.0000% | $430394000.00      | $703766146.30      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $9648400.00        | $9686687.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $274800.00         | $280284.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $22199900.00       | $22321823.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $3396500.00        | $3444674.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |

### Security 266: 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: ARP1FJHW6, C.3 - LEI: 5493009W53901OCHI065, C.5 - Other ID: ARP1FJHW6_3.66_0302
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2026-08-27      | 0.0000%  | 0.0000% | $70578500.00       | $69351916.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-06-30      | 3.8750%  | 0.0000% | $302575100.00      | $308999847.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-07-31      | 3.8750%  | 0.0000% | $548100300.00      | $558049522.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2028-08-15      | 2.8750%  | 0.0000% | $172600.00         | $170623.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-07-31      | 2.6250%  | 0.0000% | $5000000.00        | $4880054.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2029-05-31      | 4.5000%  | 0.0000% | $37059900.00       | $38679741.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2030-02-28      | 4.0000%  | 0.0000% | $85000.00          | $88342.16          | U.S. Treasuries (including strips) |

### Security 267: 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 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJHX4, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FJHX4_3.67_0302
- **C.18 - Value (incl. sponsor support):** $967000000.00
- **C.18.a - Value (excl. sponsor support):** $967000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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                    | 2030-08-31      | 4.1250%  | 0.0000% | $21883800.00       | $22881768.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 4.6250%  | 0.0000% | $99806200.00       | $104698007.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $50000800.00       | $50764329.62       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-19      | 0.0000%  | 0.0000% | $200.00            | $199.66            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-24      | 0.0000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $49999900.00       | $51563567.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $14544100.00       | $13874556.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2056-02-15      | 4.7500%  | 0.0000% | $14119700.00       | $14408300.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $136767800.00      | $134538054.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $394.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $93920000.00       | $85104814.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 1.8750%  | 0.0000% | $243076200.00      | $234730228.36      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.7932%  | 0.0000% | $2261416.00        | $2268190.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-15      | 3.8750%  | 0.0000% | $348800.00         | $354131.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.1250%  | 0.0000% | $35105300.00       | $35163395.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $400.00            | $398.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 3.5000%  | 0.0000% | $102412200.00      | $103981060.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $49993000.00       | $49694015.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 4.3750%  | 0.0000% | $1894400.00        | $1906149.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.3750%  | 0.0000% | $200.00            | $201.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.6250%  | 0.0000% | $8872000.00        | $9084083.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50235372.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $193.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $3484600.00        | $3103048.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $17442800.00       | $17984756.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $190.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 0.6250%  | 0.0000% | $300.00            | $285.57            | U.S. Treasuries (including strips) |

### Security 268: 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: ARP1FJHY2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJHY2_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1074000000.00
- **C.18.a - Value (excl. sponsor support):** $1074000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2031-06-30      | 4.2500%  | 0.0000% | $1036030100.00     | $1076700904.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $8000.00           | $8131.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $410800.00         | $413899.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $18175900.00       | $18356804.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $176.44            | U.S. Treasuries (including strips) |

### Security 269: 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: ARP1FJHZ9, C.3 - LEI: YVE6V0WZG64JLXC7QM27, C.5 - Other ID: ARP1FJHZ9_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1245000000.00
- **C.18.a - Value (excl. sponsor support):** $1245000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 Note/Bond | 2026-05-31      | 0.7500%  | 0.0000% | $99747100.00       | $99195776.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-08-15      | 1.2500%  | 0.0000% | $30663000.00       | $27138697.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 4.8750%  | 0.0000% | $3421800.00        | $3602794.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-02-29      | 1.1250%  | 0.0000% | $7893700.00        | $7593004.68        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $31620400.00       | $31543577.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-05-15      | 1.6250%  | 0.0000% | $405800.00         | $370453.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-05-31      | 3.6250%  | 0.0000% | $58206600.00       | $58991302.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-06-30      | 4.0000%  | 0.0000% | $94200.00          | $96066.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-07-31      | 4.1250%  | 0.0000% | $1512700.00        | $1542684.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2033-08-15      | 3.8750%  | 0.0000% | $8833400.00        | $8903329.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 1.3750%  | 0.0000% | $17414100.00       | $16597622.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-10-31      | 1.1250%  | 0.0000% | $13454100.00       | $13281970.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-11-15      | 1.3750%  | 0.0000% | $559000.00         | $496745.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-30      | 1.5000%  | 0.0000% | $24063700.00       | $22955917.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-12-31      | 1.2500%  | 0.0000% | $33829800.00       | $33259692.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-15      | 4.6250%  | 0.0000% | $792000.00         | $807890.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-30      | 4.3750%  | 0.0000% | $33759300.00       | $34965219.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2045-08-15      | 2.8750%  | 0.0000% | $56496100.00       | $43945776.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-08-15      | 2.2500%  | 0.0000% | $2845100.00        | $2798715.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-11-15      | 2.2500%  | 0.0000% | $311600.00         | $307549.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-02-28      | 4.2500%  | 0.0000% | $24667600.00       | $25975786.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-03-31      | 4.1250%  | 0.0000% | $2023500.00        | $2099422.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-06-30      | 3.2500%  | 0.0000% | $12700.00          | $12728.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-02-15      | 2.2500%  | 0.0000% | $3297200.00        | $3259318.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 4.1250%  | 0.0000% | $2057600.00        | $2114028.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-06-30      | 4.2500%  | 0.0000% | $16033200.00       | $16554333.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-07-15      | 4.3750%  | 0.0000% | $51214200.00       | $52102040.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2034-08-15      | 3.8750%  | 0.0000% | $27465500.00       | $27523988.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-08-31      | 3.7500%  | 0.0000% | $403002100.00      | $413530694.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-02-29      | 4.0000%  | 0.0000% | $66200.00          | $68256.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 0.3750%  | 0.0000% | $183746200.00      | $175460960.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-02-28      | 4.0000%  | 0.0000% | $7107800.00        | $7387275.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-03-15      | 4.6250%  | 0.0000% | $1072200.00        | $1094844.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-03-31      | 3.6250%  | 0.0000% | $32180200.00       | $32801412.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-04-30      | 3.5000%  | 0.0000% | $96660800.00       | $97956782.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-05-15      | 3.6250%  | 0.0000% | $3527300.00        | $3563364.40        | U.S. Treasuries (including strips) |

### Security 270: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 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: ARP1FJJ87, C.3 - LEI: 571474TGEMMWANRLN572, C.5 - Other ID: ARP1FJJ87_3.67_0302
- **C.18 - Value (incl. sponsor support):** $4263000000.00
- **C.18.a - Value (excl. sponsor support):** $4263000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $150000000.00      | $132402000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $226888600.00      | $236797986.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $1096000000.00     | $1139520450.24     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $619000000.00      | $548616010.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $345894000.00      | $312559977.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $334774200.00      | $343898926.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $601370000.00      | $609578183.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $643000000.00      | $666814565.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $125000000.00      | $129195302.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $222000000.00      | $233139671.40      | U.S. Treasuries (including strips) |

### Security 271: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJ95, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1FJJ95_3.55_0302
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? 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 | 2034-07-15      | 1.8750%  | 0.0000% | $115923600.00      | $123420070.51      | U.S. Treasuries (including strips) |

### Security 272: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 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: ARP1FJJA2, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1FJJA2_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1815000000.00
- **C.18.a - Value (excl. sponsor support):** $1815000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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 | 2043-05-15      | 3.8750%  | 0.0000% | $570275000.00      | $531051255.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $588273300.00      | $598466751.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $584000000.00      | $595893079.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $187427500.00      | $125888918.42      | U.S. Treasuries (including strips) |

### Security 273: 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: ARP1FJLH4, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FJLH4_3.67_0306
- **C.18 - Value (incl. sponsor support):** $288000000.00
- **C.18.a - Value (excl. sponsor support):** $288000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $42980500.00       | $40209830.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $46700.00          | $44156.01          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $500.00            | $555.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $86.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $136000.00         | $121350.75         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $104.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.99             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 2.8750%  | 0.0000% | $7905000.00        | $7850534.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $800.00            | $821.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $111863600.00      | $116700428.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $3200.00           | $3120.77           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $496.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $2226000.00        | $2362394.54        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $4035000.00        | $5484957.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $90365400.00       | $120966270.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $400.00            | $402.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $1200.00           | $872.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $13000.00          | $13250.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $203.64            | U.S. Treasuries (including strips) |

### Security 274: Societe Generale SA

- **C.1 - Title:** Societe Generale 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: ARP1FJXP3, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1FJXP3_3.67_0306
- **C.18 - Value (incl. sponsor support):** $384000000.00
- **C.18.a - Value (excl. sponsor support):** $384000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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

**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 | 2027-12-31      | 3.3750%  | 0.0000% | $389844900.00      | $391680078.71      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard Money Market Reserves

**Date:** 2026-03-06

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer