# EDGAR Filing Document

**Accession Number:** 0001273878
**File Stem:** 0001410368-26-010489
**Filing Date:** 2026-2
**Character Count:** 458332
**Document Hash:** f6a968e2a7d91433e983477bb3a03702
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010489.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010489

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21478
- **FILM NUMBER:** 26607314

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** Vanguard CMT Funds

**CIK Number of Registrant:** 0001273878

**LEI of Registrant:** 549300RWH3WKT24ASW12

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

**LEI of Series:** 1I6HV0TLSTR3A4XQ6L78

**EDGAR Series Identifier:** S000002575

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 23 days

- **WAL:** 38 days

- **Total Value of Portfolio Securities:** $127187204796.41

- **Amortized Cost of Portfolio Securities:** $127185437871.56

- **Cash:** $1552016935.51

- **Total Other Assets:** $168740115.23

- **Total Liabilities:** $1397233201.89

- **Net Assets of Series:** $127510728645.26

- **Number of Shares Outstanding (Series):** 1275162712.7900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $60836242629.98           | $78417245880.97            | 64.3400%                  | 82.9400%                   |
| 2026-01-05 | $64249279243.09           | $81866212099.39            | 65.8700%                  | 83.9300%                   |
| 2026-01-06 | $69778419152.96           | $86926312081.13            | 68.0200%                  | 84.7300%                   |
| 2026-01-07 | $68631238410.82           | $88608095655.06            | 66.1300%                  | 85.3800%                   |
| 2026-01-08 | $70364466592.14           | $89762993794.84            | 67.0500%                  | 85.5400%                   |
| 2026-01-09 | $74387257299.76           | $93477187481.17            | 68.4900%                  | 86.0700%                   |
| 2026-01-12 | $77079303986.52           | $95749062836.58            | 69.4000%                  | 86.2100%                   |
| 2026-01-13 | $82575745154.31           | $100218435210.61           | 71.8000%                  | 87.1400%                   |
| 2026-01-14 | $75218055293.66           | $96495585028.86            | 67.6100%                  | 86.7300%                   |
| 2026-01-15 | $74262666666.08           | $96364608331.68            | 67.0900%                  | 87.0600%                   |
| 2026-01-16 | $76824877654.13           | $98331436298.75            | 68.1800%                  | 87.2600%                   |
| 2026-01-20 | $83344426973.38           | $103802180291.48           | 70.5200%                  | 87.8300%                   |
| 2026-01-21 | $80386538332.43           | $102142615778.34           | 68.2300%                  | 86.6900%                   |
| 2026-01-22 | $81221508361.55           | $101539368631.28           | 69.4000%                  | 86.7600%                   |
| 2026-01-23 | $80433219600.21           | $101953748806.11           | 68.0400%                  | 86.2500%                   |
| 2026-01-26 | $86393697172.23           | $106694776562.70           | 70.2500%                  | 86.7600%                   |
| 2026-01-27 | $90838263329.39           | $109709662582.61           | 71.6600%                  | 86.5500%                   |
| 2026-01-28 | $90526431192.93           | $110215837719.28           | 71.4200%                  | 86.9600%                   |
| 2026-01-29 | $85785458679.10           | $105075802374.06           | 70.3200%                  | 86.1400%                   |
| 2026-01-30 | $90614143003.51           | $111760541762.12           | 70.2900%                  | 86.7000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.7800%             |
| 2026-01-05 | 3.7700%             |
| 2026-01-06 | 3.7600%             |
| 2026-01-07 | 3.7500%             |
| 2026-01-08 | 3.7400%             |
| 2026-01-09 | 3.7100%             |
| 2026-01-12 | 3.7100%             |
| 2026-01-13 | 3.7100%             |
| 2026-01-14 | 3.7100%             |
| 2026-01-15 | 3.7100%             |
| 2026-01-16 | 3.7100%             |
| 2026-01-20 | 3.7100%             |
| 2026-01-21 | 3.7100%             |
| 2026-01-22 | 3.7100%             |
| 2026-01-23 | 3.7200%             |
| 2026-01-26 | 3.7200%             |
| 2026-01-27 | 3.7300%             |
| 2026-01-28 | 3.7300%             |
| 2026-01-29 | 3.7400%             |
| 2026-01-30 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 100.0000                    |
|  |  |
| 2026-01-05 | 100.0000                    |
|  |  |
| 2026-01-06 | 100.0000                    |
|  |  |
| 2026-01-07 | 100.0000                    |
|  |  |
| 2026-01-08 | 100.0000                    |
|  |  |
| 2026-01-09 | 100.0000                    |
|  |  |
| 2026-01-12 | 100.0000                    |
|  |  |
| 2026-01-13 | 100.0000                    |
|  |  |
| 2026-01-14 | 100.0000                    |
|  |  |
| 2026-01-15 | 100.0000                    |
|  |  |
| 2026-01-16 | 100.0000                    |
|  |  |
| 2026-01-20 | 100.0000                    |
|  |  |
| 2026-01-21 | 100.0000                    |
|  |  |
| 2026-01-22 | 100.0000                    |
|  |  |
| 2026-01-23 | 100.0000                    |
|  |  |
| 2026-01-26 | 100.0000                    |
|  |  |
| 2026-01-27 | 100.0000                    |
|  |  |
| 2026-01-28 | 100.0000                    |
|  |  |
| 2026-01-29 | 100.0000                    |
|  |  |
| 2026-01-30 | 100.0000                    |
|  |  |

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

### Class: Vanguard Market Liquidity Fund

- **Minimum Initial Investment:** $3000.00

- **Net Assets of Class:** $127510728645.26

- **Number of Shares Outstanding:** 1275162712.7900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 100.0000        |
|  |  |
| 2026-01-05 | 100.0000        |
|  |  |
| 2026-01-06 | 100.0000        |
|  |  |
| 2026-01-07 | 100.0000        |
|  |  |
| 2026-01-08 | 100.0000        |
|  |  |
| 2026-01-09 | 100.0000        |
|  |  |
| 2026-01-12 | 100.0000        |
|  |  |
| 2026-01-13 | 100.0000        |
|  |  |
| 2026-01-14 | 100.0000        |
|  |  |
| 2026-01-15 | 100.0000        |
|  |  |
| 2026-01-16 | 100.0000        |
|  |  |
| 2026-01-20 | 100.0000        |
|  |  |
| 2026-01-21 | 100.0000        |
|  |  |
| 2026-01-22 | 100.0000        |
|  |  |
| 2026-01-23 | 100.0000        |
|  |  |
| 2026-01-26 | 100.0000        |
|  |  |
| 2026-01-27 | 100.0000        |
|  |  |
| 2026-01-28 | 100.0000        |
|  |  |
| 2026-01-29 | 100.0000        |
|  |  |
| 2026-01-30 | 100.0000        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2796924413.86            | $10784705697.81         |
| 2026-01-05 | $7080302424.34            | $4078629968.47          |
| 2026-01-06 | $8069782240.83            | $2999365028.13          |
| 2026-01-07 | $4759220765.09            | $3298476226.66          |
| 2026-01-08 | $4046311513.73            | $2451096688.90          |
| 2026-01-09 | $6159988987.86            | $2443619345.00          |
| 2026-01-12 | $3705139699.92            | $2325593154.15          |
| 2026-01-13 | $7059521080.03            | $4518910460.34          |
| 2026-01-14 | $1975201242.70            | $5945429656.95          |
| 2026-01-15 | $7757346331.29            | $6966862865.21          |
| 2026-01-16 | $4168858569.25            | $1752270718.64          |
| 2026-01-20 | $4651333308.80            | $1861137047.43          |
| 2026-01-21 | $1655294513.64            | $3783271587.99          |
| 2026-01-22 | $3101930056.72            | $3109137108.34          |
| 2026-01-23 | $3356834027.38            | $1467763582.90          |
| 2026-01-26 | $5278307775.53            | $2500115670.96          |
| 2026-01-27 | $6534388650.84            | $2807536200.45          |
| 2026-01-28 | $8891176493.99            | $6820703490.14          |
| 2026-01-29 | $2706586906.42            | $4672828135.28          |
| 2026-01-30 | $10467694812.85           | $3594429403.89          |

**Total Gross Subscriptions (Month):** $104222143815.07

**Total Gross Redemptions (Month):** $78181882037.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7700%           |
| 2026-01-05 | 3.7700%           |
| 2026-01-06 | 3.7600%           |
| 2026-01-07 | 3.7500%           |
| 2026-01-08 | 3.7300%           |
| 2026-01-09 | 3.7100%           |
| 2026-01-12 | 3.7000%           |
| 2026-01-13 | 3.7000%           |
| 2026-01-14 | 3.7000%           |
| 2026-01-15 | 3.7000%           |
| 2026-01-16 | 3.7000%           |
| 2026-01-20 | 3.7000%           |
| 2026-01-21 | 3.7000%           |
| 2026-01-22 | 3.7000%           |
| 2026-01-23 | 3.7100%           |
| 2026-01-26 | 3.7200%           |
| 2026-01-27 | 3.7200%           |
| 2026-01-28 | 3.7300%           |
| 2026-01-29 | 3.7400%           |
| 2026-01-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 97.7800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101630203.26
- **C.18.a - Value (excl. sponsor support):** $101630203.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XA9, C.4 - ISIN: US3130B6XA91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83900083.90
- **C.18.a - Value (excl. sponsor support):** $83900083.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YE0, C.4 - ISIN: US3130B6YE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72900000.00
- **C.18.a - Value (excl. sponsor support):** $72900000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YG5, C.4 - ISIN: US3130B6YG52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $36400000.00
- **C.18.a - Value (excl. sponsor support):** $36400000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72C7, C.4 - ISIN: US3130B72C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16130000.00
- **C.18.a - Value (excl. sponsor support):** $16130000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y73, C.4 - ISIN: US3130B7Y737, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45141263.92
- **C.18.a - Value (excl. sponsor support):** $45141263.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Y81, C.4 - ISIN: US3130B7Y810, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45141895.88
- **C.18.a - Value (excl. sponsor support):** $45141895.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80336446.03
- **C.18.a - Value (excl. sponsor support):** $80336446.03
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83F7, C.4 - ISIN: US3130B83F74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $166099003.40
- **C.18.a - Value (excl. sponsor support):** $166099003.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83J9, C.4 - ISIN: US3130B83J96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85489572.55
- **C.18.a - Value (excl. sponsor support):** $85489572.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83K6, C.4 - ISIN: US3130B83K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42610553.93
- **C.18.a - Value (excl. sponsor support):** $42610553.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $270154322.40
- **C.18.a - Value (excl. sponsor support):** $270154322.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83M2, C.4 - ISIN: US3130B83M26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42750684.00
- **C.18.a - Value (excl. sponsor support):** $42750684.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83P5, C.4 - ISIN: US3130B83P56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128236410.59
- **C.18.a - Value (excl. sponsor support):** $128236410.59
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83Q3, C.4 - ISIN: US3130B83Q30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128232051.68
- **C.18.a - Value (excl. sponsor support):** $128232051.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84A7, C.4 - ISIN: US3130B84A78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128862319.48
- **C.18.a - Value (excl. sponsor support):** $128862319.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84F6, C.4 - ISIN: US3130B84F65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42809828.76
- **C.18.a - Value (excl. sponsor support):** $42809828.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84G4, C.4 - ISIN: US3130B84G49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42809785.95
- **C.18.a - Value (excl. sponsor support):** $42809785.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85L2, C.4 - ISIN: US3130B85L25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $373727383.89
- **C.18.a - Value (excl. sponsor support):** $373727383.89
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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):** $489859370.00
- **C.18.a - Value (excl. sponsor support):** $489859370.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B8KJ0, C.4 - ISIN: US3130B8KJ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249946750.00
- **C.18.a - Value (excl. sponsor support):** $249946750.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B8KR2, C.4 - ISIN: US3130B8KR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164966175.00
- **C.18.a - Value (excl. sponsor support):** $164966175.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B8LD2, C.4 - ISIN: US3130B8LD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $227348835.00
- **C.18.a - Value (excl. sponsor support):** $227348835.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LG5, C.4 - ISIN: US3130B8LG55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $42872915.16
- **C.18.a - Value (excl. sponsor support):** $42872915.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LL4, C.4 - ISIN: US3130B8LL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $514389373.65
- **C.18.a - Value (excl. sponsor support):** $514389373.65
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MF6, C.4 - ISIN: US3130B8MF63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $600509892.38
- **C.18.a - Value (excl. sponsor support):** $600509892.38
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MV1, C.4 - ISIN: US3130B8MV14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $517533911.33
- **C.18.a - Value (excl. sponsor support):** $517533911.33
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NQ1, C.4 - ISIN: US3130B8NQ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $324943450.00
- **C.18.a - Value (excl. sponsor support):** $324943450.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60900121.80
- **C.18.a - Value (excl. sponsor support):** $60900121.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QZ8, C.4 - ISIN: US3130B8QZ81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164700329.40
- **C.18.a - Value (excl. sponsor support):** $164700329.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R87, C.4 - ISIN: US3130B8R879, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $43295086.59
- **C.18.a - Value (excl. sponsor support):** $43295086.59
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R95, C.4 - ISIN: US3130B8R952, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216465000.00
- **C.18.a - Value (excl. sponsor support):** $216465000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173175368.27
- **C.18.a - Value (excl. sponsor support):** $173175368.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173204503.20
- **C.18.a - Value (excl. sponsor support):** $173204503.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RC8, C.4 - ISIN: US3130B8RC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $43301818.60
- **C.18.a - Value (excl. sponsor support):** $43301818.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RJ3, C.4 - ISIN: US3130B8RJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173323639.72
- **C.18.a - Value (excl. sponsor support):** $173323639.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RR5, C.4 - ISIN: US3130B8RR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30441187.16
- **C.18.a - Value (excl. sponsor support):** $30441187.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **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 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RW4, C.4 - ISIN: US3130B8RW42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383355716.94
- **C.18.a - Value (excl. sponsor support):** $383355716.94
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191671341.69
- **C.18.a - Value (excl. sponsor support):** $191671341.69
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RY0, C.4 - ISIN: US3130B8RY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191640291.15
- **C.18.a - Value (excl. sponsor support):** $191640291.15
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8S29, C.4 - ISIN: US3130B8S299, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47920191.68
- **C.18.a - Value (excl. sponsor support):** $47920191.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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):** $535935586.64
- **C.18.a - Value (excl. sponsor support):** $535935586.64
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XU1, C.4 - ISIN: US3130B8XU12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102001428.00
- **C.18.a - Value (excl. sponsor support):** $102001428.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZA3, C.4 - ISIN: US3130B8ZA30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45515318.61
- **C.18.a - Value (excl. sponsor support):** $45515318.61
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZE5, C.4 - ISIN: US3130B8ZE51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182066722.74
- **C.18.a - Value (excl. sponsor support):** $182066722.74
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91034362.76
- **C.18.a - Value (excl. sponsor support):** $91034362.76
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZG0, C.4 - ISIN: US3130B8ZG00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91143359.39
- **C.18.a - Value (excl. sponsor support):** $91143359.39
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZH8, C.4 - ISIN: US3130B8ZH82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273602811.16
- **C.18.a - Value (excl. sponsor support):** $273602811.16
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZJ4, C.4 - ISIN: US3130B8ZJ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182441715.99
- **C.18.a - Value (excl. sponsor support):** $182441715.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZK1, C.4 - ISIN: US3130B8ZK12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136797400.80
- **C.18.a - Value (excl. sponsor support):** $136797400.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZX3, C.4 - ISIN: US3130B8ZX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156087034.29
- **C.18.a - Value (excl. sponsor support):** $156087034.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **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 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92H2, C.4 - ISIN: US3130B92H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358360934.40
- **C.18.a - Value (excl. sponsor support):** $358360934.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92K5, C.4 - ISIN: US3130B92K50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242757815.16
- **C.18.a - Value (excl. sponsor support):** $242757815.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93A6, C.4 - ISIN: US3130B93A69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83518747.20
- **C.18.a - Value (excl. sponsor support):** $83518747.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B95H9, C.4 - ISIN: US3130B95H94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $458144099.60
- **C.18.a - Value (excl. sponsor support):** $458144099.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B95P1, C.4 - ISIN: US3130B95P11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101807476.14
- **C.18.a - Value (excl. sponsor support):** $101807476.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97M6, C.4 - ISIN: US3130B97M61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $776353789.12
- **C.18.a - Value (excl. sponsor support):** $776353789.12
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9A67, C.4 - ISIN: US3130B9A675, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186788505.68
- **C.18.a - Value (excl. sponsor support):** $186788505.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AA8, C.4 - ISIN: US3130B9AA87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $186788505.68
- **C.18.a - Value (excl. sponsor support):** $186788505.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AE0, C.4 - ISIN: US3130B9AE00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98262751.28
- **C.18.a - Value (excl. sponsor support):** $98262751.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **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 61: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9AJ9, C.4 - ISIN: US3130B9AJ96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $491306069.52
- **C.18.a - Value (excl. sponsor support):** $491306069.52
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B74, C.4 - ISIN: US3130B9B749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $433139095.73
- **C.18.a - Value (excl. sponsor support):** $433139095.73
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BA7, C.4 - ISIN: US3130B9BA78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295475613.93
- **C.18.a - Value (excl. sponsor support):** $295475613.93
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BF6, C.4 - ISIN: US3130B9BF65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $766542571.39
- **C.18.a - Value (excl. sponsor support):** $766542571.39
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BG4, C.4 - ISIN: US3130B9BG49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $486130208.53
- **C.18.a - Value (excl. sponsor support):** $486130208.53
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BU3, C.4 - ISIN: US3130B9BU33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $327021967.45
- **C.18.a - Value (excl. sponsor support):** $327021967.45
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CE8, C.4 - ISIN: US3130B9CE81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 313313UM8, C.4 - ISIN: US313313UM82, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $29859450.00
- **C.18.a - Value (excl. sponsor support):** $29859450.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 69: 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):** $10133628.60
- **C.18.a - Value (excl. sponsor support):** $10133628.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999901000.00
- **C.18.a - Value (excl. sponsor support):** $999901000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194080370.32
- **C.18.a - Value (excl. sponsor support):** $194080370.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499851000.00
- **C.18.a - Value (excl. sponsor support):** $499851000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273268195.95
- **C.18.a - Value (excl. sponsor support):** $273268195.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99920100.00
- **C.18.a - Value (excl. sponsor support):** $99920100.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $138010678.50
- **C.18.a - Value (excl. sponsor support):** $138010678.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64934935.00
- **C.18.a - Value (excl. sponsor support):** $64934935.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111218413.56
- **C.18.a - Value (excl. sponsor support):** $111218413.56
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174718425.00
- **C.18.a - Value (excl. sponsor support):** $174718425.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70948208.48
- **C.18.a - Value (excl. sponsor support):** $70948208.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $869780668.79
- **C.18.a - Value (excl. sponsor support):** $869780668.79
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399030400.00
- **C.18.a - Value (excl. sponsor support):** $399030400.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $93874178.97
- **C.18.a - Value (excl. sponsor support):** $93874178.97
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298021750.52
- **C.18.a - Value (excl. sponsor support):** $298021750.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72912699.83
- **C.18.a - Value (excl. sponsor support):** $72912699.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $608837405.90
- **C.18.a - Value (excl. sponsor support):** $608837405.90
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $355474534.34
- **C.18.a - Value (excl. sponsor support):** $355474534.34
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118395556.98
- **C.18.a - Value (excl. sponsor support):** $118395556.98
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $304705842.71
- **C.18.a - Value (excl. sponsor support):** $304705842.71
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180500877.88
- **C.18.a - Value (excl. sponsor support):** $180500877.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $532422817.44
- **C.18.a - Value (excl. sponsor support):** $532422817.44
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UQ7, C.4 - ISIN: US313385UQ73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183325579.56
- **C.18.a - Value (excl. sponsor support):** $183325579.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1325571645.21
- **C.18.a - Value (excl. sponsor support):** $1325571645.21
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295852972.05
- **C.18.a - Value (excl. sponsor support):** $295852972.05
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84368693.65
- **C.18.a - Value (excl. sponsor support):** $84368693.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84104686.34
- **C.18.a - Value (excl. sponsor support):** $84104686.34
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101005719.45
- **C.18.a - Value (excl. sponsor support):** $101005719.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $336612673.44
- **C.18.a - Value (excl. sponsor support):** $336612673.44
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18100896.59
- **C.18.a - Value (excl. sponsor support):** $18100896.59
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225451772.66
- **C.18.a - Value (excl. sponsor support):** $225451772.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18093644.23
- **C.18.a - Value (excl. sponsor support):** $18093644.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $345190891.42
- **C.18.a - Value (excl. sponsor support):** $345190891.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144336937.22
- **C.18.a - Value (excl. sponsor support):** $144336937.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $202691367.72
- **C.18.a - Value (excl. sponsor support):** $202691367.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $105137796.00
- **C.18.a - Value (excl. sponsor support):** $105137796.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $181058998.19
- **C.18.a - Value (excl. sponsor support):** $181058998.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132753536.39
- **C.18.a - Value (excl. sponsor support):** $132753536.39
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $67224979.79
- **C.18.a - Value (excl. sponsor support):** $67224979.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53570705.85
- **C.18.a - Value (excl. sponsor support):** $53570705.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $55670497.53
- **C.18.a - Value (excl. sponsor support):** $55670497.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23633443.44
- **C.18.a - Value (excl. sponsor support):** $23633443.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63178401.67
- **C.18.a - Value (excl. sponsor support):** $63178401.67
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88265501.16
- **C.18.a - Value (excl. sponsor support):** $88265501.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9842396.40
- **C.18.a - Value (excl. sponsor support):** $9842396.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZH2, C.4 - ISIN: US313385ZH20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183794448.77
- **C.18.a - Value (excl. sponsor support):** $183794448.77
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183758958.67
- **C.18.a - Value (excl. sponsor support):** $183758958.67
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18132229.73
- **C.18.a - Value (excl. sponsor support):** $18132229.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SP7, C.4 - ISIN: US313397SP74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $157362419.58
- **C.18.a - Value (excl. sponsor support):** $157362419.58
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: Freddie Mac Discount Notes

- **C.1 - Title:** Freddie Mac Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SQ5, C.4 - ISIN: US313397SQ57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40878952.58
- **C.18.a - Value (excl. sponsor support):** $40878952.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: 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):** $23641832.40
- **C.18.a - Value (excl. sponsor support):** $23641832.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: 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):** $13654050.54
- **C.18.a - Value (excl. sponsor support):** $13654050.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30065932.02
- **C.18.a - Value (excl. sponsor support):** $30065932.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47059741.15
- **C.18.a - Value (excl. sponsor support):** $47059741.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6P7, C.4 - ISIN: US3133ET6P74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9517857.23
- **C.18.a - Value (excl. sponsor support):** $9517857.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37647392.90
- **C.18.a - Value (excl. sponsor support):** $37647392.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC47, C.4 - ISIN: US3133ETC470, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9723213.91
- **C.18.a - Value (excl. sponsor support):** $9723213.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETE60, C.4 - ISIN: US3133ETE609, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8033975.90
- **C.18.a - Value (excl. sponsor support):** $8033975.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ32, C.4 - ISIN: US3133ETJ327, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8335949.98
- **C.18.a - Value (excl. sponsor support):** $8335949.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP68, C.4 - ISIN: US3133ETP688, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44405554.14
- **C.18.a - Value (excl. sponsor support):** $44405554.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBM1, C.4 - ISIN: US3133EWBM11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000042.00
- **C.18.a - Value (excl. sponsor support):** $2000042.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Fannie Mae Discount Notes

- **C.1 - Title:** Fannie Mae Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589UK7, C.4 - ISIN: US313589UK73, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $62333752.27
- **C.18.a - Value (excl. sponsor support):** $62333752.27
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $900460213.84
- **C.18.a - Value (excl. sponsor support):** $900460213.84
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: 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):** $995462500.00
- **C.18.a - Value (excl. sponsor support):** $995462500.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: 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):** $1059739723.35
- **C.18.a - Value (excl. sponsor support):** $1059739723.35
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: 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):** $1875810019.98
- **C.18.a - Value (excl. sponsor support):** $1875810019.98
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $858643042.89
- **C.18.a - Value (excl. sponsor support):** $858643042.89
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1473527050.25
- **C.18.a - Value (excl. sponsor support):** $1473527050.25
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $997583330.00
- **C.18.a - Value (excl. sponsor support):** $997583330.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: 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):** $2040327339.91
- **C.18.a - Value (excl. sponsor support):** $2040327339.91
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: 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):** $1398014939.51
- **C.18.a - Value (excl. sponsor support):** $1398014939.51
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: 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):** $1391717054.00
- **C.18.a - Value (excl. sponsor support):** $1391717054.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **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 141: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1525071331.82
- **C.18.a - Value (excl. sponsor support):** $1525071331.82
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: 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):** $705362970.96
- **C.18.a - Value (excl. sponsor support):** $705362970.96
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1561082076.72
- **C.18.a - Value (excl. sponsor support):** $1561082076.72
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1488865407.26
- **C.18.a - Value (excl. sponsor support):** $1488865407.26
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1995575560.00
- **C.18.a - Value (excl. sponsor support):** $1995575560.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: 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):** $481446169.21
- **C.18.a - Value (excl. sponsor support):** $481446169.21
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: 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):** $1504439525.09
- **C.18.a - Value (excl. sponsor support):** $1504439525.09
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: 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):** $1989875000.00
- **C.18.a - Value (excl. sponsor support):** $1989875000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: 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):** $541942905.56
- **C.18.a - Value (excl. sponsor support):** $541942905.56
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: 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):** $1583896195.21
- **C.18.a - Value (excl. sponsor support):** $1583896195.21
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: 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):** $1489409160.00
- **C.18.a - Value (excl. sponsor support):** $1489409160.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: 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):** $491959445.00
- **C.18.a - Value (excl. sponsor support):** $491959445.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491628125.00
- **C.18.a - Value (excl. sponsor support):** $491628125.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: 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):** $569905424.80
- **C.18.a - Value (excl. sponsor support):** $569905424.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **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 155: 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):** $1110415852.91
- **C.18.a - Value (excl. sponsor support):** $1110415852.91
- **C.19 - Percentage of Net Assets:** 0.8700%
- **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 156: 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):** $72454609.99
- **C.18.a - Value (excl. sponsor support):** $72454609.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **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 157: 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):** $34081633.50
- **C.18.a - Value (excl. sponsor support):** $34081633.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.857692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5387267809.11
- **C.18.a - Value (excl. sponsor support):** $5387267809.11
- **C.19 - Percentage of Net Assets:** 4.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.762692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $401825025.70
- **C.18.a - Value (excl. sponsor support):** $401825025.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.794692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $834526020.60
- **C.18.a - Value (excl. sponsor support):** $834526020.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.817692%
- **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):** $25022131.18
- **C.18.a - Value (excl. sponsor support):** $25022131.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **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 162: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.710692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129535693.73
- **C.18.a - Value (excl. sponsor support):** $129535693.73
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.772692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41714253.68
- **C.18.a - Value (excl. sponsor support):** $41714253.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 164: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.771692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $551361107.62
- **C.18.a - Value (excl. sponsor support):** $551361107.62
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CR1E8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CR1E8_3.87_0223
- **C.18 - Value (incl. sponsor support):** $661000000.00
- **C.18.a - Value (excl. sponsor support):** $661000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2026-02-28      | 0.5000%  | 0.0000% | $55100.00          | $55084.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 1.2500%  | 0.0000% | $10469200.00       | $10014873.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 1.2500%  | 0.0000% | $297700.00         | $281368.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 0.8750%  | 0.0000% | $2212700.00        | $2179862.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-03-31      | 4.1250%  | 0.0000% | $2903500.00        | $2971545.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $6226500.00        | $5888485.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-02-28      | 4.2500%  | 0.0000% | $15231500.00       | $15776868.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 2.6250%  | 0.0000% | $5122800.00        | $5083959.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $3443400.00        | $3512435.97        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.7947%  | 0.0000% | $65532300.00       | $66210662.04       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 0.3750%  | 0.0000% | $390903300.00      | $522401680.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.1250%  | 0.0000% | $38870900.00       | $39843196.29       | U.S. Treasuries (including strips) |

### Security 166: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CTTU8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CTTU8_3.90_0220
- **C.18 - Value (incl. sponsor support):** $81000000.00
- **C.18.a - Value (excl. sponsor support):** $81000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $57747300.00       | $59444741.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $22875700.00       | $23175348.67       | U.S. Treasuries (including strips) |

### Security 167: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5EO9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D5EO9_3.78_0203
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $141057300.00      | $167280072.96      | U.S. Treasuries (including strips) |

### Security 168: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9VQ7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D9VQ7_3.75_0209
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2026-06-30      | 0.8750%  | 0.0000% | $400.00            | $395.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 4.3750%  | 0.0000% | $900.00            | $921.32            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.7107%  | 0.0000% | $3932100.00        | $3970832.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 5.2500%  | 0.0000% | $10291000.00       | $10848094.02       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $121591600.00      | $134602137.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 2.8750%  | 0.0000% | $12666200.00       | $12616510.50       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2048-02-15      | 1.0000%  | 0.0000% | $1199800.00        | $1160919.13        | U.S. Treasuries (including strips) |

### Security 169: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DIQ75, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DIQ75_3.69_0217
- **C.18 - Value (incl. sponsor support):** $263000000.00
- **C.18.a - Value (excl. sponsor support):** $263000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2026-03-03      | 0.0000%  | 0.0000% | $15800400.00       | $15754326.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 2.5000%  | 0.0000% | $699700.00         | $697220.35         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $225505900.00      | $251808457.16      | U.S. Treasuries (including strips) |

### Security 170: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DQ4Y2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DQ4Y2_3.69_0223
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $35610100.00       | $33845473.76       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $46841200.00       | $51059901.55       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-10      | 0.0000%  | 0.0000% | $700.00            | $697.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $48000000.00       | $49718654.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $45905000.00       | $46275790.41       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $135058400.00      | $183111039.43      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $7855900.00        | $8288518.31        | U.S. Treasuries (including strips) |

### Security 171: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DQZD4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DQZD4_3.70_0224
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $172460000.00      | $150485881.63      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $112.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $12361100.00       | $12190207.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $32884300.00       | $21943717.70       | U.S. Treasuries (including strips) |

### Security 172: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSLZ6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DSLZ6_3.67_0227
- **C.18 - Value (incl. sponsor support):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-12-15      | 4.0000%  | 0.0000% | $30000000.00       | $30398788.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $1391000.00        | $1229191.74        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $1885600.00        | $1990698.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $321300.00         | $303507.93         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $54500800.00       | $85790075.60       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $1151200.00        | $1730078.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $26104000.00       | $24705184.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $7756000.00        | $7848311.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-15      | 2.7500%  | 0.0000% | $75332400.00       | $75093622.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $35075700.00       | $35337743.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $15750500.00       | $15240087.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $28119200.00       | $37578391.72       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $7007800.00        | $7334395.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $1394300.00        | $1341052.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $51706200.00       | $49438925.00       | U.S. Treasuries (including strips) |

### Security 173: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EDUV7, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1EDUV7_3.65_0223
- **C.18 - Value (incl. sponsor support):** $136000000.00
- **C.18.a - Value (excl. sponsor support):** $136000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $190.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 0.7500%  | 0.0000% | $107600.00         | $102255.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 1.1250%  | 0.0000% | $700.00            | $618.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $800.00            | $765.24            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $276100.00         | $300966.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $1800.00           | $1711.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $877700.00         | $889379.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $75000.00          | $78038.59          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $14900.00          | $15704.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-02-15      | 4.6250%  | 0.0000% | $1800.00           | $1895.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2037-02-15      | 4.7500%  | 0.0000% | $35000.00          | $37193.27          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-02-15      | 4.3750%  | 0.0000% | $371900.00         | $380310.45         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $257.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $8048800.00        | $8356130.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-11-15      | 4.5000%  | 0.0000% | $10469600.00       | $9937309.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $141500.00         | $123395.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $132400.00         | $133429.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $4929400.00        | $5000573.56        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $14900.00          | $19687.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $206500.00         | $148224.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $34761700.00       | $25821126.73       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-07-15      | 0.2500%  | 0.0000% | $131000.00         | $161812.40         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $66483800.00       | $70349786.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $423900.00         | $438264.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $82700.00          | $83342.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.5000%  | 0.0000% | $5500.00           | $5544.43           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $300.00            | $300.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-05-15      | 3.0000%  | 0.0000% | $400.00            | $302.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $1318700.00        | $987072.87         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $10448900.00       | $14166530.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.6250%  | 0.0000% | $600.00            | $592.11            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $728300.00         | $813247.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-15      | 3.5000%  | 0.0000% | $200.00            | $200.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-05-15      | 1.2500%  | 0.0000% | $164200.00         | $78954.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $192.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $276500.00         | $283416.23         | U.S. Treasuries (including strips) |

### Security 174: 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):** $276000000.00
- **C.18.a - Value (excl. sponsor support):** $276000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2026-06-11      | 0.0000%  | 0.0000% | $195400.00         | $192927.60         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-17      | 0.0000%  | 0.0000% | $25999700.00       | $25960362.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $169300.00         | $118480.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.58             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $127727200.00      | $157874539.96      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $1000.00           | $1050.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $39914100.00       | $41087347.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $2151100.00        | $2174359.45        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $3175800.00        | $4094574.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $5004500.00        | $4706389.33        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $40576900.00       | $45309708.46       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |

### Security 175: 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):** $487000000.00
- **C.18.a - Value (excl. sponsor support):** $487000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $4308500.00        | $9322114.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $9359000.00        | $9470390.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.7500%  | 0.0000% | $17233300.00       | $17338625.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.1250%  | 0.0000% | $185000.00         | $183895.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $1000000.00        | $1019158.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $74500400.00       | $65007876.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $389298400.00      | $394397817.59      | U.S. Treasuries (including strips) |

### Security 176: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH1B4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1EH1B4_3.65_0226
- **C.18 - Value (incl. sponsor support):** $183000000.00
- **C.18.a - Value (excl. sponsor support):** $183000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-08-15      | 0.6250%  | 0.0000% | $4518900.00        | $3943121.02        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-19      | 0.0000%  | 0.0000% | $1400.00           | $1397.61           | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-23      | 0.0000%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-02-15      | 4.2500%  | 0.0000% | $111200.00         | $102366.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $12614200.00       | $13137403.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $25320200.00       | $26029502.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 4.1250%  | 0.0000% | $2900.00           | $2970.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $140509000.00      | $143439638.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $2000.00           | $2033.00           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $186.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $1000.00           | $989.43            | U.S. Treasuries (including strips) |

### Security 177: BNP Paribas Fortis SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EI5U6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EI5U6_3.66_0223
- **C.18 - Value (incl. sponsor support):** $148000000.00
- **C.18.a - Value (excl. sponsor support):** $148000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2033-05-15      | 3.3750%  | 0.0000% | $40991600.00       | $39524085.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $25000000.00       | $23913818.92       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $6632000.00        | $8197345.19        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $800.00            | $948.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $36158400.00       | $35658508.12       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $3200.00           | $3246.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $1600.00           | $1602.94           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $39099000.00       | $43659429.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1016.62           | U.S. Treasuries (including strips) |

### Security 178: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJOM1, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: ARP1EJOM1_3.66_0217
- **C.18 - Value (incl. sponsor support):** $226000000.00
- **C.18.a - Value (excl. sponsor support):** $226000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $19700.00          | $12490.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-08-15      | 2.0000%  | 0.0000% | $1245500.00        | $724023.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $900.00            | $509.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $339900.00         | $297379.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $1517300.00        | $1441936.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $35832700.00       | $31664456.50       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $43800.00          | $47744.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $348800.00         | $336312.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $2695600.00        | $2733488.42        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-26      | 0.0000%  | 0.0000% | $32000.00          | $31922.66          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-12      | 0.0000%  | 0.0000% | $504500.00         | $502563.22         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-23      | 0.0000%  | 0.0000% | $300.00            | $297.62            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-03      | 0.0000%  | 0.0000% | $17298300.00       | $17247858.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $31700.00          | $19521.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $285.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $690600.00         | $718579.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 4.1250%  | 0.0000% | $45400.00          | $46576.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $32400.00          | $33864.16          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $61300.00          | $64609.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-02-15      | 4.6250%  | 0.0000% | $134200.00         | $141339.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 4.1250%  | 0.0000% | $400.00            | $409.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-05-15      | 3.6250%  | 0.0000% | $271300.00         | $220860.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $340100.00         | $306531.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-02-15      | 4.2500%  | 0.0000% | $419900.00         | $386545.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-02-15      | 4.5000%  | 0.0000% | $4073200.00        | $4012022.48        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-10-15      | 0.1250%  | 0.0000% | $228600.00         | $271097.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $15800.00          | $16603.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 4.8750%  | 0.0000% | $70000.00          | $73160.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $204.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-04-30      | 4.0000%  | 0.0000% | $252800.00         | $255919.11         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-04-15      | 1.6250%  | 0.0000% | $20100.00          | $20867.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-02-15      | 3.5000%  | 0.0000% | $361000.00         | $332920.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $193.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-02-15      | 4.7500%  | 0.0000% | $178100.00         | $184414.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $5877200.00        | $5410745.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $409700.00         | $388870.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-11-15      | 4.6250%  | 0.0000% | $300.00            | $295.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $508700.00         | $498856.21         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $66200.00          | $65362.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $2742100.00        | $2712351.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $400.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $15157200.00       | $13217862.64       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $10928900.00       | $11810860.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1010.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $33400.00          | $33788.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $50411600.00       | $50803415.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $1051400.00        | $1057825.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $7955800.00        | $7145309.10        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-04-15      | 0.1250%  | 0.0000% | $160700.00         | $182705.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $6486000.00        | $6133336.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $175500.00         | $179976.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $77200.00          | $78810.18          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $190400.00         | $193149.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $2000.00           | $2042.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $50500.00          | $51333.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 2.8750%  | 0.0000% | $432800.00         | $337718.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-07-15      | 0.3750%  | 0.0000% | $5000.00           | $6606.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-15      | 2.7500%  | 0.0000% | $4334400.00        | $4320661.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $109400.00         | $78526.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $808800.00         | $615906.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $1821600.00        | $1393541.58        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $15375600.00       | $16269680.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $70200.00          | $72578.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $594100.00         | $607390.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $39100.00          | $39629.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-09-30      | 3.8750%  | 0.0000% | $1500.00           | $1508.44           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2030-10-15      | 1.1250%  | 0.0000% | $400.00            | $400.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.5000%  | 0.0000% | $57700.00          | $57966.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $24600.00          | $17844.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $1258100.00        | $941712.57         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $267.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 2.2500%  | 0.0000% | $500.00            | $498.46            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $32202400.00       | $35958423.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-15      | 3.5000%  | 0.0000% | $300700.00         | $301194.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $250200.00         | $124522.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 1.1250%  | 0.0000% | $11500.00          | $7301.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $394.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $205.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.6250%  | 0.0000% | $700.00            | $709.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-15      | 3.3750%  | 0.0000% | $6939000.00        | $7009512.66        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $236000.00         | $238557.70         | U.S. Treasuries (including strips) |

### Security 179: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQ53, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EKQ53_3.65_0203
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.66             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.01            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-09      | 0.0000%  | 0.0000% | $17518200.00       | $17403263.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $22808700.00       | $19108061.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $13437000.00       | $11739097.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $1000.00           | $902.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-11-15      | 4.7500%  | 0.0000% | $17532000.00       | $17337366.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $27773300.00       | $25569021.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $45913000.00       | $41235649.06       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-04-15      | 0.1250%  | 0.0000% | $36301600.00       | $41272528.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 4.5000%  | 0.0000% | $22078200.00       | $22545783.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $1875700.00        | $1418135.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 3.7500%  | 0.0000% | $244900.00         | $249865.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.47             | U.S. Treasuries (including strips) |

### Security 180: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQK0, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: ARP1EKQK0_3.65_0203
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2026-03-24      | 0.0000%  | 0.0000% | $50000000.00       | $49747900.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $900.00            | $924.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $8100000.00        | $6168198.60        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $38592000.00       | $43093293.70       | U.S. Treasuries (including strips) |

### Security 181: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQR5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EKQR5_3.66_0203
- **C.18 - Value (incl. sponsor support):** $1161000000.00
- **C.18.a - Value (excl. sponsor support):** $1161000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $8347100.00        | $8771711.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $16800000.00       | $17158025.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $114404400.00      | $110477833.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $698363000.00      | $711742683.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $565150400.00      | $336069756.83      | U.S. Treasuries (including strips) |

### Security 182: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQS3, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1EKQS3_3.66_0203
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $198773900.00      | $115549541.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $49235800.00       | $45989217.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $52099500.00       | $36341256.97       | U.S. Treasuries (including strips) |

### Security 183: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.655000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EKQW4, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EKQW4_3.65_0203
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $97642100.00       | $98940051.07       | U.S. Treasuries (including strips) |

### Security 184: 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):** $474000000.00
- **C.18.a - Value (excl. sponsor support):** $474000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $27893700.00       | $19652193.44       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 0.7500%  | 0.0000% | $299800.00         | $298247.44         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $1772500.00        | $1868207.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 6.7500%  | 0.0000% | $39000.00          | $40849.19          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $16746400.00       | $16074396.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $4000000.00        | $4093074.37        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $254673600.00      | $276815518.22      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $1964800.00        | $2509917.37        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $154908100.00      | $162127516.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |

### Security 185: TD Securities USA LLC

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $31377800.00       | $31293173.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $71359300.00       | $69686888.94       | U.S. Treasuries (including strips) |

### Security 186: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBF3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EMBF3_3.64_0204
- **C.18 - Value (incl. sponsor support):** $1798000000.00
- **C.18.a - Value (excl. sponsor support):** $1798000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $250890300.00      | $294637573.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $3700.00           | $3696.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $136800.00         | $138443.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $54650700.00       | $56181646.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 4.0000%  | 0.0000% | $9490500.00        | $9646450.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $488149200.00      | $491943254.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $282773200.00      | $284288221.12      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $285068800.00      | $285193659.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.6250%  | 0.0000% | $413798000.00      | $411737759.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $215300.00         | $189155.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |

### Security 187: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBP1, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1EMBP1_3.64_0204
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $62715300.00       | $63881818.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $59809200.00       | $56457422.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $76514700.00       | $66978330.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $65132500.00       | $66090079.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $59597300.00       | $61731199.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $62750100.00       | $61733373.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $65867200.00       | $65474089.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $65211000.00       | $66592072.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $58652400.00       | $58966643.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $57192100.00       | $58943854.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $57830500.00       | $58349983.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $11281700.00       | $11570518.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $52923500.00       | $53461297.50       | U.S. Treasuries (including strips) |

### Security 188: Credit Agricole Corporate & Investment Bank SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $400.00            | $361.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $9901400.00        | $9363030.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $90432100.00       | $91616669.58       | U.S. Treasuries (including strips) |

### Security 189: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMBY2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EMBY2_3.64_0204
- **C.18 - Value (incl. sponsor support):** $395000000.00
- **C.18.a - Value (excl. sponsor support):** $395000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $405613600.00      | $235787823.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $17657100.00       | $15940677.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $56775100.00       | $51975932.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100659400.00      | $99480773.52       | U.S. Treasuries (including strips) |

### Security 190: Societe Generale SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $120803500.00      | $89156215.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $11989600.00       | $11823843.12       | U.S. Treasuries (including strips) |

### Security 191: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENR98, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1ENR98_3.64_0205
- **C.18 - Value (incl. sponsor support):** $447000000.00
- **C.18.a - Value (excl. sponsor support):** $447000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $459216400.00      | $455940067.61      | U.S. Treasuries (including strips) |

### Security 192: 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):** $1166000000.00
- **C.18.a - Value (excl. sponsor support):** $1166000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2050-11-15      | 1.6250%  | 0.0000% | $104500.00         | $55150.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-08-15      | 1.7500%  | 0.0000% | $57400.00          | $39065.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-11-15      | 1.8750%  | 0.0000% | $16747800.00       | $9306877.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $1546400.00        | $1599217.73        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-02-15      | 1.8750%  | 0.0000% | $47378700.00       | $26846798.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 0.6250%  | 0.0000% | $1407100.00        | $1332634.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 0.7500%  | 0.0000% | $1768500.00        | $1680659.70        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-04-15      | 1.2500%  | 0.0000% | $70433500.00       | $76777016.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $2426900.00        | $2340016.10        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-10-15      | 1.6250%  | 0.0000% | $300.00            | $316.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-11-15      | 4.2500%  | 0.0000% | $7256300.00        | $7358292.03        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-06      | 0.0000%  | 0.0000% | $1515200.00        | $1487841.55        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-24      | 0.0000%  | 0.0000% | $33000000.00       | $32926971.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-18      | 0.0000%  | 0.0000% | $22401200.00       | $22101516.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-02-15      | 2.2500%  | 0.0000% | $4862300.00        | $2994324.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 2.3750%  | 0.0000% | $7900.00           | $5881.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $85.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-03-31      | 0.7500%  | 0.0000% | $601900.00         | $600625.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $171100.00         | $176458.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $74094500.00       | $77096402.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $649000.00         | $678328.38         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-01-15      | 2.1250%  | 0.0000% | $673100.00         | $709444.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-05-15      | 3.6250%  | 0.0000% | $4013100.00        | $3266990.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $180.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-11-15      | 4.7500%  | 0.0000% | $2685600.00        | $2703350.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $542800.00         | $475148.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 1.1250%  | 0.0000% | $2998400.00        | $2832362.87        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2026-10-15      | 0.1250%  | 0.0000% | $753000.00         | $892983.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $67966200.00       | $71421966.83       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-10-15      | 2.3750%  | 0.0000% | $300.00            | $332.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-11-15      | 4.5000%  | 0.0000% | $49952600.00       | $51772448.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-30      | 4.3750%  | 0.0000% | $43400.00          | $44802.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-03-31      | 4.0000%  | 0.0000% | $208982600.00      | $213845331.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-04-15      | 3.7500%  | 0.0000% | $3598900.00        | $3652679.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $306700.00         | $310383.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2039-05-15      | 4.2500%  | 0.0000% | $335000.00         | $329919.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-02-15      | 4.7500%  | 0.0000% | $95900.00          | $99300.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-11-15      | 3.1250%  | 0.0000% | $499800.00         | $415205.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-08-15      | 4.2500%  | 0.0000% | $1214300.00        | $1117924.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2054-11-15      | 4.5000%  | 0.0000% | $2723700.00        | $2585223.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-02-15      | 4.6250%  | 0.0000% | $204200.00         | $200248.55         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2055-02-15      | 2.3750%  | 0.0000% | $35600.00          | $35149.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $74772900.00       | $65205837.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 1.3750%  | 0.0000% | $949700.00         | $892610.21         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-01-15      | 0.1250%  | 0.0000% | $41200.00          | $44524.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-15      | 4.0000%  | 0.0000% | $5827500.00        | $5860154.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 4.0000%  | 0.0000% | $3506200.00        | $3613862.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-05-15      | 4.2500%  | 0.0000% | $1509800.00        | $1527349.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 3.7500%  | 0.0000% | $805500.00         | $815062.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $2677600.00        | $2719621.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-31      | 4.0000%  | 0.0000% | $60500.00          | $61494.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-06-30      | 3.8750%  | 0.0000% | $366100.00         | $368945.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $3847500.00        | $3871014.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-02-15      | 1.8750%  | 0.0000% | $1500700.00        | $1347817.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-15      | 2.8750%  | 0.0000% | $34022400.00       | $32172497.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $180536500.00      | $185632422.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-07-31      | 4.0000%  | 0.0000% | $468400.00         | $478169.56         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2035-07-15      | 1.8750%  | 0.0000% | $1275800.00        | $1294220.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2035-08-15      | 4.2500%  | 0.0000% | $11000.00          | $11230.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 3.6250%  | 0.0000% | $602300.00         | $612238.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $924700.00         | $933484.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.1250%  | 0.0000% | $10753200.00       | $8833402.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 3.3750%  | 0.0000% | $392500.00         | $326097.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $115100.00         | $92577.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $12200.00          | $12089.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-02-15      | 2.5000%  | 0.0000% | $403900.00         | $289917.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2045-08-15      | 2.8750%  | 0.0000% | $7783200.00        | $5926953.50        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-07-15      | 0.2500%  | 0.0000% | $476800.00         | $588947.71         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2032-07-15      | 0.6250%  | 0.0000% | $571900.00         | $605155.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $22526000.00       | $21209227.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-05-15      | 4.3750%  | 0.0000% | $192700.00         | $197615.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-06-30      | 4.2500%  | 0.0000% | $3847900.00        | $3933981.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 4.6250%  | 0.0000% | $5200.00           | $5240.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $151.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $53608000.00       | $38887529.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-02-15      | 3.0000%  | 0.0000% | $608700.00         | $460211.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-05-15      | 3.1250%  | 0.0000% | $19090000.00       | $14590024.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-05-15      | 2.8750%  | 0.0000% | $6419800.00        | $4632706.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 1.6250%  | 0.0000% | $4998800.00        | $4701028.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $394.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $12235400.00       | $12469813.59       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $2311400.00        | $2580997.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-11-15      | 4.1250%  | 0.0000% | $11848600.00       | $12031829.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.8750%  | 0.0000% | $307900.00         | $311672.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-12-31      | 3.8750%  | 0.0000% | $1415000.00        | $1427595.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $779400.00         | $803272.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $692000.00         | $690156.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $1588500.00        | $1620707.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-15      | 3.5000%  | 0.0000% | $5167000.00        | $5175489.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2050-08-15      | 1.3750%  | 0.0000% | $100923000.00      | $50228688.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2040-05-15      | 1.1250%  | 0.0000% | $1102500.00        | $699968.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $1946200.00        | $1921431.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-12-31      | 3.8750%  | 0.0000% | $2008100.00        | $2026541.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-31      | 3.5000%  | 0.0000% | $267800.00         | $272252.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-02-15      | 3.5000%  | 0.0000% | $867600.00         | $853119.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $3409500.00        | $3496785.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-31      | 3.6250%  | 0.0000% | $7438700.00        | $7536139.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $22912100.00       | $23031283.46       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $26976900.00       | $27269267.72       | U.S. Treasuries (including strips) |

### Security 193: 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):** $777000000.00
- **C.18.a - Value (excl. sponsor support):** $777000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $1000.00           | $947.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $1500.00           | $1546.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-01-31      | 4.3750%  | 0.0000% | $139620200.00      | $145929652.77      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.7727%  | 0.0000% | $39737000.00       | $40166753.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 1.7500%  | 0.0000% | $31244500.00       | $29868943.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $200.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-04-30      | 2.8750%  | 0.0000% | $165947800.00      | $163258982.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-04-30      | 4.6250%  | 0.0000% | $314283200.00      | $329532340.67      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.7717%  | 0.0000% | $3088400.00        | $3121895.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $252400.00         | $203010.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-05-15      | 2.5000%  | 0.0000% | $3707400.00        | $2586043.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.2500%  | 0.0000% | $1748200.00        | $1746099.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-15      | 3.5000%  | 0.0000% | $48269000.00       | $48491861.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $36848800.00       | $27582050.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-15      | 3.5000%  | 0.0000% | $49700.00          | $49620.94          | U.S. Treasuries (including strips) |

### Security 194: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJS0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1EPJS0_3.66_0202
- **C.18 - Value (incl. sponsor support):** $59000000.00
- **C.18.a - Value (excl. sponsor support):** $59000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2026-02-10      | 0.0000%  | 0.0000% | $22302300.00       | $22284413.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $104.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2038-05-15      | 4.5000%  | 0.0000% | $2499600.00        | $2553647.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY      | 2045-05-15      | 5.0000%  | 0.0000% | $34206000.00       | $35341852.56       | U.S. Treasuries (including strips) |

### Security 195: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJT8, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPJT8_3.66_0202
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $600.00            | $590.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $181898000.00      | $163367283.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $108185600.00      | $102303214.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $25892000.00       | $25285182.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1600.00           | $1590.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $45983700.00       | $46068198.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $2000.00           | $1512.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $19713900.00       | $19972132.27       | U.S. Treasuries (including strips) |

### Security 196: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJU5, C.3 - LEI: 5493009W53901OCHI065, C.5 - Other ID: ARP1EPJU5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2936000000.00
- **C.18.a - Value (excl. sponsor support):** $2936000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $35904700.00       | $36887185.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $88300.00          | $57345.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $9122500.00        | $9250722.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-15      | 4.1250%  | 0.0000% | $11408000.00       | $11620191.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 4.1250%  | 0.0000% | $75000000.00       | $76612933.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $174.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $80127500.00       | $76416896.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 4.1250%  | 0.0000% | $58061700.00       | $60010883.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $6700000.00        | $6731545.06        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $249997000.00      | $263495751.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $51361322.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2038-02-15      | 4.3750%  | 0.0000% | $5000000.00        | $5113074.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $137638800.00      | $120484259.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52257391.71       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $72803500.00       | $63488418.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.2500%  | 0.0000% | $10000000.00       | $9804329.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-15      | 3.8750%  | 0.0000% | $109999900.00      | $111309116.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $14797900.00       | $13993292.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $10417500.00       | $10636248.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $6000000.00        | $5291873.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $446100.00         | $444349.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49471118.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 2.6250%  | 0.0000% | $7000000.00        | $6853354.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52230584.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $800000000.00      | $817841679.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $100000000.00      | $100562463.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-10-31      | 3.6250%  | 0.0000% | $4840000.00        | $4848893.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50230853.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 4.1250%  | 0.0000% | $525000.00         | $537164.54         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $474750000.00      | $496875491.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50654949.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-08-15      | 1.3750%  | 0.0000% | $145000000.00      | $72165510.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $289300.00         | $285618.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $22236500.00       | $22440139.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $277015700.00      | $284454840.31      | U.S. Treasuries (including strips) |

### Security 197: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJV3, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1EPJV3_3.66_0202
- **C.18 - Value (incl. sponsor support):** $919000000.00
- **C.18.a - Value (excl. sponsor support):** $919000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $232288600.00      | $203229996.86      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $9367400.00        | $10211064.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-15      | 4.2500%  | 0.0000% | $300.00            | $304.46            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-14      | 0.0000%  | 0.0000% | $1700.00           | $1683.02           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $87971200.00       | $75497296.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $1999800.00        | $2062430.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $15699700.00       | $14150116.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $11109500.00       | $11242933.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-05-15      | 4.6250%  | 0.0000% | $3694000.00        | $3580239.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 4.6250%  | 0.0000% | $23527500.00       | $23252015.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $94302000.00       | $82236223.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $10973000.00       | $10489907.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-02-15      | 1.8750%  | 0.0000% | $11145000.00       | $10009611.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $51160800.00       | $51176492.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $200.00            | $206.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 3.7500%  | 0.0000% | $11972900.00       | $12115041.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $36108900.00       | $36862034.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $232.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $6626600.00        | $5046195.66        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $25999900.00       | $33213355.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $26753400.00       | $25835174.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $1963900.00        | $2013993.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-31      | 4.6250%  | 0.0000% | $999900.00         | $1044507.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-15      | 4.6250%  | 0.0000% | $6349200.00        | $6476493.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-02-15      | 3.0000%  | 0.0000% | $200000.00         | $151211.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $2326300.00        | $2303537.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-11-30      | 3.8750%  | 0.0000% | $88445600.00       | $89529131.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $600.00            | $618.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $29231900.00       | $29154032.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $17493600.00       | $11122723.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $999900.00         | $630533.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $49999900.00       | $31744530.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 3.8750%  | 0.0000% | $3999800.00        | $4036531.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $11481300.00       | $11289680.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $39999900.00       | $40542727.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $96149500.00       | $97126551.03       | U.S. Treasuries (including strips) |

### Security 198: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJW1, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1EPJW1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $184000000.00
- **C.18.a - Value (excl. sponsor support):** $184000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $65084300.00       | $66889265.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $119517200.00      | $120847996.44      | U.S. Treasuries (including strips) |

### Security 199: Citigroup Global Markets Ltd.

- **C.1 - Title:** Citigroup Global Markets Ltd. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJX9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EPJX9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2878000000.00
- **C.18.a - Value (excl. sponsor support):** $2878000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-01-15      | 0.1250%  | 0.0000% | $2743900.00        | $3222348.72        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $470108100.00      | $494022191.73      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $151758300.00      | $172093089.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $1954700.00        | $1978177.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $159860000.00      | $164338206.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-31      | 4.1250%  | 0.0000% | $258836200.00      | $262898317.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $172333100.00      | $162962817.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $255491200.00      | $262456796.97      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $31570400.00       | $33406196.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $1200.00           | $1200.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $158521900.00      | $163773081.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $526309400.00      | $521280166.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.6250%  | 0.0000% | $63500.00          | $63183.84          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-01-15      | 1.1250%  | 0.0000% | $656889700.00      | $693064105.08      | U.S. Treasuries (including strips) |

### Security 200: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPJY7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EPJY7_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1934000000.00
- **C.18.a - Value (excl. sponsor support):** $1934000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $206.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $137500.00         | $119980.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-31      | 0.5000%  | 0.0000% | $4824000.00        | $4611437.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 0.3750%  | 0.0000% | $4604400.00        | $4378097.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $47499719.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-04-30      | 3.5000%  | 0.0000% | $1253600.00        | $1252383.18        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-10-29      | 0.0000%  | 0.0000% | $6991300.00        | $6812057.05        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-17      | 0.0000%  | 0.0000% | $400.00            | $398.27            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-24      | 0.0000%  | 0.0000% | $5900000.00        | $5870252.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-31      | 4.3750%  | 0.0000% | $25705500.00       | $26668560.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 4.2500%  | 0.0000% | $900.00            | $936.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-15      | 3.8750%  | 0.0000% | $180662000.00      | $184512097.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $106.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-08-15      | 6.1250%  | 0.0000% | $40000.00          | $44332.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $53715900.00       | $54611163.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $261.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 3.8750%  | 0.0000% | $14320100.00       | $14474940.64       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.7717%  | 0.0000% | $3451600.00        | $3489034.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2055-11-15      | 4.6250%  | 0.0000% | $713160700.00      | $691560449.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2046-02-15      | 2.5000%  | 0.0000% | $4539000.00        | $3206068.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-02-15      | 3.0000%  | 0.0000% | $136329000.00      | $104293000.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-05-15      | 2.8750%  | 0.0000% | $12907600.00       | $12790307.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $76901400.00       | $75099101.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-15      | 2.7500%  | 0.0000% | $51003000.00       | $48021586.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 4.5000%  | 0.0000% | $166141800.00      | $171771881.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-05-15      | 3.1250%  | 0.0000% | $639323200.00      | $488619233.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $10485600.00       | $7848677.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-02-15      | 1.6250%  | 0.0000% | $4000000.00        | $4025385.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 4.1250%  | 0.0000% | $100000.00         | $102317.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $3044800.00        | $2675055.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $402.08            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $8230700.00        | $8319901.91        | U.S. Treasuries (including strips) |

### Security 201: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPK17, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPK17_3.67_0206
- **C.18 - Value (incl. sponsor support):** $304000000.00
- **C.18.a - Value (excl. sponsor support):** $304000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2042-02-15      | 3.1250%  | 0.0000% | $53100.00          | $44299.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $145647600.00      | $145692275.19      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $12226900.00       | $14379069.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $150555000.00      | $149964372.74      | U.S. Treasuries (including strips) |

### Security 202: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPK25, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1EPK25_3.66_0202
- **C.18 - Value (incl. sponsor support):** $733000000.00
- **C.18.a - Value (excl. sponsor support):** $733000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $300.00            | $169.99            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $2160000.00        | $1455681.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 0.5000%  | 0.0000% | $4199800.00        | $3991682.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $5400.00           | $5886.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-11-15      | 4.2500%  | 0.0000% | $121790400.00      | $123502243.47      | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-17      | 0.0000%  | 0.0000% | $200.00            | $199.13            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-31      | 0.0000%  | 0.0000% | $19747300.00       | $19634641.65       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $1190300.00        | $732792.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $496600.00         | $613812.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $2334400.00        | $2219311.23        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 0.7500%  | 0.0000% | $485900.00         | $481824.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $65530300.00       | $66402306.27       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $15366000.00       | $16147658.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $1200.00           | $1205.65           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-14      | 0.0000%  | 0.0000% | $16578300.00       | $16461373.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $194.41            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $59624100.00       | $57231489.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $400.00            | $378.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-15      | 4.6250%  | 0.0000% | $200.00            | $204.05            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $15400000.00       | $17047829.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $196.97            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $1489500.00        | $2238492.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $600.00            | $593.49            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $12002500.00       | $14233783.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.64             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $8946800.00        | $9668805.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $4524400.00        | $4525787.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $5297300.00        | $5445694.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-02-15      | 4.0000%  | 0.0000% | $2000.00           | $2020.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-28      | 4.2500%  | 0.0000% | $13306600.00       | $13800891.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 3.8750%  | 0.0000% | $4900100.00        | $4953083.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 2.7500%  | 0.0000% | $600.00            | $598.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $4272300.00        | $4040001.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 4.2500%  | 0.0000% | $3599700.00        | $3728588.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $7187400.00        | $7383354.04        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $39093000.00       | $42491836.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $3318500.00        | $3455654.87        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-07-15      | 1.8750%  | 0.0000% | $2300.00           | $2333.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $64500.00          | $65854.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $161.85            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $500.00            | $529.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $500500.00         | $498238.65         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $1176000.00        | $1553891.20        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.36            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $20438500.00       | $20660315.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 2.8750%  | 0.0000% | $2500.00           | $2490.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $2000.00           | $1978.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $27010000.00       | $25431112.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-31      | 4.5000%  | 0.0000% | $4928200.00        | $5095202.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $8390300.00        | $8578000.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $59900.00          | $59926.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 3.5000%  | 0.0000% | $4373600.00        | $4393793.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $1000.00           | $990.44            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $2959800.00        | $2886033.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.61             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $126621000.00      | $169215821.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $311900.00         | $308848.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 1.6250%  | 0.0000% | $82100.00          | $77209.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-30      | 1.6250%  | 0.0000% | $800.00            | $794.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.8750%  | 0.0000% | $30261700.00       | $30841472.94       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $13253100.00       | $14798915.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $3000.00           | $3139.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $193.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $118.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $845900.00         | $819830.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $289.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 0.5000%  | 0.0000% | $1100.00           | $1054.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $4950100.00        | $5032394.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-09-30      | 3.6250%  | 0.0000% | $700.00            | $698.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $15168900.00       | $15425008.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $700.00            | $709.68            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLJ7, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EPLJ7_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2486000000.00
- **C.18.a - Value (excl. sponsor support):** $2486000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $208999200.00      | $231362520.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $93492300.00       | $67819814.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 1.1250%  | 0.0000% | $1121112000.00     | $706969717.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.1250%  | 0.0000% | $684116800.00      | $669920525.98      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-07-15      | 0.1250%  | 0.0000% | $26892000.00       | $32463334.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-02-29      | 4.0000%  | 0.0000% | $316087200.00      | $324179215.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $492356000.00      | $503004909.51      | U.S. Treasuries (including strips) |

### Security 204: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLK4, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPLK4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $5270000000.00
- **C.18.a - Value (excl. sponsor support):** $5270000000.00
- **C.19 - Percentage of Net Assets:** 4.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $1158700000.00     | $857962609.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $466010500.00      | $484890687.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-11-15      | 4.0000%  | 0.0000% | $728181500.00      | $638438802.70      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $745000000.00      | $845094558.95      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $801010000.00      | $851239053.85      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 0.3750%  | 0.0000% | $630065000.00      | $841561431.67      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $816953000.00      | $856212862.15      | U.S. Treasuries (including strips) |

### Security 205: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLL2, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1EPLL2_3.66_0202
- **C.18 - Value (incl. sponsor support):** $804000000.00
- **C.18.a - Value (excl. sponsor support):** $804000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-08-31      | 0.5000%  | 0.0000% | $3549800.00        | $3393383.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $28398300.00       | $24845758.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $47752600.00       | $45225482.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-04-30      | 1.2500%  | 0.0000% | $2650900.00        | $2528140.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $684400.00         | $704517.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $7058300.00        | $7377265.38        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $43000.00          | $45321.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-10-31      | 4.8750%  | 0.0000% | $153638000.00      | $160574422.96      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $14985000.00       | $16588424.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 3.8750%  | 0.0000% | $163100.00         | $165818.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $64100.00          | $60246.72          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-02-28      | 4.6250%  | 0.0000% | $4999900.00        | $5098797.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $97.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 4.1250%  | 0.0000% | $28800.00          | $29612.92          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $16884200.00       | $17236358.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2035-08-15      | 4.2500%  | 0.0000% | $7577100.00        | $7736205.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 3.6250%  | 0.0000% | $24758100.00       | $21616567.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-05-15      | 3.3750%  | 0.0000% | $327353300.00      | $271971876.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-15      | 1.5000%  | 0.0000% | $3699500.00        | $3682785.02        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $48032900.00       | $63467602.71       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 0.8750%  | 0.0000% | $358600.00         | $458090.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 2.2500%  | 0.0000% | $3985200.00        | $4006095.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $99300.00          | $98249.64          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $9999700.00        | $10581175.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $9999200.00        | $9339761.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-15      | 2.3750%  | 0.0000% | $33676100.00       | $33346585.69       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $601300.00         | $775259.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $3194400.00        | $3160628.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $16421300.00       | $16636402.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-11-30      | 3.7500%  | 0.0000% | $100000.00         | $99044.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-15      | 3.5000%  | 0.0000% | $4000.00           | $3993.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.7500%  | 0.0000% | $521200.00         | $513461.89         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $9999100.00        | $12080919.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $370700.00         | $354445.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-15      | 3.3750%  | 0.0000% | $60183900.00       | $60795476.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-09-30      | 3.5000%  | 0.0000% | $14348900.00       | $14423539.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-15      | 3.8750%  | 0.0000% | $1286000.00        | $1307712.56        | U.S. Treasuries (including strips) |

### Security 206: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLM0, C.3 - LEI: 571474TGEMMWANRLN572, C.5 - Other ID: ARP1EPLM0_3.66_0202
- **C.18 - Value (incl. sponsor support):** $6335000000.00
- **C.18.a - Value (excl. sponsor support):** $6335000000.00
- **C.19 - Percentage of Net Assets:** 4.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $14000000.00       | $14208042.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $557872200.00      | $588065325.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $103600000.00      | $107427762.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $15000000.00       | $15187746.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $521000000.00      | $526586063.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $100000000.00      | $101574089.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $8000000.00        | $8039956.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $329705700.00      | $311746004.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $471000000.00      | $480865561.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $150000000.00      | $151415217.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $354000000.00      | $333304710.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $1273500000.00     | $1307085480.63     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $169000000.00      | $169973622.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $325000000.00      | $323137928.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $350000000.00      | $349382985.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $1400000000.00     | $1386923076.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $298000000.00      | $293111444.10      | U.S. Treasuries (including strips) |

### Security 207: Natixis SA

- **C.1 - Title:** Natixis SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLN8, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: ARP1EPLN8_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1429000000.00
- **C.18.a - Value (excl. sponsor support):** $1429000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2041-05-15      | 2.2500%  | 0.0000% | $383801200.00      | $283255554.93      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $75000100.00       | $50544572.36       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $28469500.00       | $31033574.44       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $383800.00         | $329378.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $150000000.00      | $150406910.22      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2033-07-15      | 1.3750%  | 0.0000% | $54636600.00       | $57415928.13       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2035-01-15      | 2.1250%  | 0.0000% | $38000000.00       | $40051834.86       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $3620800.00        | $4105967.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $500.00            | $494.21            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-10-15      | 2.3750%  | 0.0000% | $60879300.00       | $67393503.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $31297900.00       | $32165876.23       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-04-15      | 1.6250%  | 0.0000% | $99285100.00       | $103076144.09      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-10-15      | 0.1250%  | 0.0000% | $3410900.00        | $4044991.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $121165400.00      | $121844345.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-28      | 1.8750%  | 0.0000% | $195400.00         | $187068.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-05-15      | 2.8750%  | 0.0000% | $75000000.00       | $70922018.37       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $91328800.00       | $92694515.74       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $98283400.00       | $115583169.99      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $60049800.00       | $79345965.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-08-15      | 2.2500%  | 0.0000% | $1000.00           | $667.30            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $72392400.00       | $76601967.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 4.2500%  | 0.0000% | $60678300.00       | $62031553.48       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $1713500.00        | $1714250.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-05-15      | 2.8750%  | 0.0000% | $37600.00          | $27133.21          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $7830100.00        | $10095386.20       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $2818100.00        | $3146797.55        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $6900.00           | $5023.57           | U.S. Treasuries (including strips) |

### Security 208: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 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: ARP1EPLO6, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: ARP1EPLO6_3.66_0202
- **C.18 - Value (incl. sponsor support):** $403000000.00
- **C.18.a - Value (excl. sponsor support):** $403000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $55545200.00       | $55885155.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $60000000.00       | $59363408.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $10369100.00       | $10789199.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $5666800.00        | $5990295.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $10187200.00       | $9623081.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $16080500.00       | $15743624.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $99675000.00       | $101673362.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $173000000.00      | $151991771.76      | U.S. Treasuries (including strips) |

### Security 209: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLP3, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1EPLP3_3.66_0202
- **C.18 - Value (incl. sponsor support):** $536000000.00
- **C.18.a - Value (excl. sponsor support):** $536000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $212600.00         | $134796.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $662100.00         | $466475.13         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 1.3750%  | 0.0000% | $41316000.00       | $26832004.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-31      | 3.6250%  | 0.0000% | $974700.00         | $987927.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 3.6250%  | 0.0000% | $1899700.00        | $1913497.26        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-30      | 0.0000%  | 0.0000% | $41348400.00       | $40990570.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 3.3750%  | 0.0000% | $42400.00          | $36380.92          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $55463700.00       | $47599207.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-31      | 1.2500%  | 0.0000% | $88700000.00       | $84326981.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-06-30      | 1.2500%  | 0.0000% | $53900.00          | $51088.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $156900.00         | $161813.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $29399900.00       | $30084636.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $180.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $1864000.00        | $1680020.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $704.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-02-15      | 4.5000%  | 0.0000% | $585000.00         | $576213.58         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $719800.00         | $816249.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $83568000.00       | $78983589.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 4.6250%  | 0.0000% | $200.00            | $210.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $4408600.00        | $4274704.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $62067800.00       | $64268462.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 4.1250%  | 0.0000% | $10865700.00       | $10149221.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 1.3750%  | 0.0000% | $999900.00         | $939792.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-03-31      | 2.3750%  | 0.0000% | $26471200.00       | $25690012.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.0000%  | 0.0000% | $4936700.00        | $3995075.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 3.6250%  | 0.0000% | $628800.00         | $551749.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $1999900.00        | $1763869.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $48032000.00       | $49416687.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-02-15      | 2.5000%  | 0.0000% | $404500.00         | $290348.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $771500.00         | $573073.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $193.14            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-07-15      | 0.6250%  | 0.0000% | $21114500.00       | $22342293.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-15      | 4.3750%  | 0.0000% | $8160100.00        | $8270594.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2047-08-15      | 2.7500%  | 0.0000% | $1125000.00        | $816081.02         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2048-08-15      | 3.0000%  | 0.0000% | $16408000.00       | $12344799.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-15      | 2.2500%  | 0.0000% | $2999900.00        | $2990647.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2050-02-15      | 2.0000%  | 0.0000% | $6001000.00        | $3568527.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 1.1250%  | 0.0000% | $3812800.00        | $2420715.75        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 0.5000%  | 0.0000% | $4432800.00        | $4276060.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 0.6250%  | 0.0000% | $13999900.00       | $12299824.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $300.00            | $304.99            | U.S. Treasuries (including strips) |

### Security 210: Fixed Income Clearing Corp. - The Bank of New York Mellon

- **C.1 - Title:** Fixed Income Clearing Corp. - The Bank of New York Mellon 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLQ1, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPLQ1_3.60_0202
- **C.18 - Value (incl. sponsor support):** $1065000000.00
- **C.18.a - Value (excl. sponsor support):** $1065000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $498975300.00      | $435337617.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $636217100.00      | $650962445.05      | U.S. Treasuries (including strips) |

### Security 211: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLR9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1EPLR9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $59000000.00
- **C.18.a - Value (excl. sponsor support):** $59000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-19      | 0.0000%  | 0.0000% | $800.00            | $798.64            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-02-15      | 2.2500%  | 0.0000% | $2134400.00        | $1314416.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $31902800.00       | $22432036.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $6814200.00        | $7122134.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $800.00            | $833.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 4.7500%  | 0.0000% | $2499200.00        | $2587811.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $3464700.00        | $3021397.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $7100.00           | $7298.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-07-31      | 4.0000%  | 0.0000% | $8525000.00        | $8702808.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.6250%  | 0.0000% | $3000.00           | $3049.50           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $30800.00          | $36221.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-05-15      | 2.8750%  | 0.0000% | $13465800.00       | $13343435.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $663100.00         | $674123.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-10-31      | 4.1250%  | 0.0000% | $913600.00         | $933359.77         | U.S. Treasuries (including strips) |

### Security 212: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLS7, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: ARP1EPLS7_3.66_0202
- **C.18 - Value (incl. sponsor support):** $5424000000.00
- **C.18.a - Value (excl. sponsor support):** $5424000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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 | 2029-11-30      | 4.1250%  | 0.0000% | $583398700.00      | $596182580.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $150000000.00      | $152211152.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $307451800.00      | $309560217.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51557064.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $200000000.00      | $203340659.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $107587200.00      | $108470633.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $50000000.00       | $48523005.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100000000.00      | $98347716.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $314991600.00      | $307780961.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1240000000.00     | $1283828146.38     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $200000000.00      | $205765099.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1100000000.00     | $1137170275.61     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $49947513.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $876240300.00      | $899719665.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-01      | 3.6250%  | 0.0000% | $79408300.00       | $80075308.13       | U.S. Treasuries (including strips) |

### Security 213: Nomura Securities International Inc.

- **C.1 - Title:** Nomura Securities International Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLT5, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: ARP1EPLT5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $714000000.00
- **C.18.a - Value (excl. sponsor support):** $714000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $32374800.00       | $20526827.15       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $240900.00         | $162348.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-02-15      | 1.8750%  | 0.0000% | $109924300.00      | $77445932.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-02-15      | 1.8750%  | 0.0000% | $183821600.00      | $104161182.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-31      | 3.7500%  | 0.0000% | $23120000.00       | $23261502.28       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-08-06      | 0.0000%  | 0.0000% | $520400.00         | $511003.66         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-05-07      | 0.0000%  | 0.0000% | $6747700.00        | $6684804.69        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-02      | 0.0000%  | 0.0000% | $20783000.00       | $20476035.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-11-15      | 2.0000%  | 0.0000% | $245900.00         | $172087.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2052-05-15      | 2.8750%  | 0.0000% | $193146500.00      | $135808433.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-05-15      | 3.2500%  | 0.0000% | $326000.00         | $273107.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $10500.00          | $10477.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $4747200.00        | $4858011.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-05-15      | 3.6250%  | 0.0000% | $4438200.00        | $3613056.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 1.2500%  | 0.0000% | $31800.00          | $30055.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 4.3750%  | 0.0000% | $23641800.00       | $24297451.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $972700.00         | $957948.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $371900.00         | $378679.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-05-15      | 4.3750%  | 0.0000% | $122300.00         | $120838.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-11-15      | 4.2500%  | 0.0000% | $52400.00          | $50808.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2041-05-15      | 4.3750%  | 0.0000% | $10927400.00       | $10709967.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $5498100.00        | $5422088.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-02-15      | 4.6250%  | 0.0000% | $59300.00          | $58152.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $38374500.00       | $37958189.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $193400.00         | $199822.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-08-15      | 4.7500%  | 0.0000% | $14800.00          | $14821.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 1.7500%  | 0.0000% | $37100.00          | $35466.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $1724900.00        | $1733213.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $10000000.00       | $10242340.22       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $748100.00         | $813141.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-02-15      | 3.1250%  | 0.0000% | $480100.00         | $394386.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-11-15      | 3.7500%  | 0.0000% | $330200.00         | $291229.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $18747800.00       | $15079254.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 4.8750%  | 0.0000% | $221500.00         | $227885.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $175081000.00      | $134551209.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2046-11-15      | 2.8750%  | 0.0000% | $1062600.00        | $789303.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-02-15      | 2.6250%  | 0.0000% | $4449000.00        | $4375536.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $16570400.00       | $16433990.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-08-31      | 1.3750%  | 0.0000% | $24800.00          | $24627.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-15      | 1.7500%  | 0.0000% | $17205100.00       | $16104834.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $74259400.00       | $47215369.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-11-15      | 2.3750%  | 0.0000% | $2793800.00        | $1804580.20        | U.S. Treasuries (including strips) |

### Security 214: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLU2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EPLU2_3.66_0206
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $5800.00           | $5958.71           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-09-30      | 0.3750%  | 0.0000% | $500.00            | $475.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-12-31      | 0.6250%  | 0.0000% | $500.00            | $473.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $199.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-05-15      | 3.6250%  | 0.0000% | $1800.00           | $1813.23           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $30265000.00       | $30804164.16       | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-09      | 0.0000%  | 0.0000% | $998300.00         | $982943.15         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-09      | 0.0000%  | 0.0000% | $396900.00         | $394295.94         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-04      | 0.0000%  | 0.0000% | $300.00            | $296.40            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-03-31      | 0.0000%  | 0.0000% | $200.00            | $198.86            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $61.56             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $171.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 0.7500%  | 0.0000% | $1300.00           | $1297.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 0.8750%  | 0.0000% | $900.00            | $890.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $300.00            | $302.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-07-31      | 4.0000%  | 0.0000% | $1100.00           | $1132.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 4.1250%  | 0.0000% | $300.00            | $309.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $2000.00           | $2081.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-01-31      | 4.3750%  | 0.0000% | $250000.00         | $261297.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-03-15      | 3.8750%  | 0.0000% | $5929800.00        | $6056170.30        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-04-21      | 0.0000%  | 0.0000% | $200.00            | $198.46            | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2027-01-21      | 0.0000%  | 0.0000% | $936400.00         | $905664.54         | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-07-23      | 0.0000%  | 0.0000% | $998400.00         | $981683.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 6.0000%  | 0.0000% | $2749000.00        | $2827077.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-15      | 6.3750%  | 0.0000% | $2000.00           | $2142.16           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $85000.00          | $181842.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-15      | 5.2500%  | 0.0000% | $1000.00           | $1054.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-15      | 6.1250%  | 0.0000% | $200.00            | $221.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-05-15      | 6.2500%  | 0.0000% | $800.00            | $888.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-02-15      | 5.3750%  | 0.0000% | $2300.00           | $2517.96           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $484000.00         | $790071.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2037-05-15      | 5.0000%  | 0.0000% | $390000.00         | $418715.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 0.6250%  | 0.0000% | $400.00            | $395.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $875.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-08-31      | 1.1250%  | 0.0000% | $2200.00           | $2078.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-30      | 4.6250%  | 0.0000% | $400.00            | $416.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-11-30      | 4.3750%  | 0.0000% | $500.00            | $516.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-30      | 3.7500%  | 0.0000% | $300.00            | $303.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-05-15      | 4.2500%  | 0.0000% | $300.00            | $295.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $203.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2040-08-15      | 3.8750%  | 0.0000% | $398000.00         | $374220.78         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $1600.00           | $1801.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2054-08-15      | 4.2500%  | 0.0000% | $25800.00          | $23752.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-05-15      | 5.0000%  | 0.0000% | $3219500.00        | $3326407.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $174.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-11-30      | 1.5000%  | 0.0000% | $1300.00           | $1230.34           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.7500%  | 0.0000% | $6770300.00        | $6772376.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $300.00            | $302.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-01-15      | 4.0000%  | 0.0000% | $64700.00          | $65062.54          | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-01-15      | 1.7500%  | 0.0000% | $900.00            | $952.62            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-02-28      | 4.6250%  | 0.0000% | $2000.00           | $2039.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-06-30      | 4.0000%  | 0.0000% | $2040900.00        | $2050736.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-06-30      | 3.8750%  | 0.0000% | $1000.00           | $1007.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $1000.00           | $1023.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-04-15      | 4.5000%  | 0.0000% | $1000.00           | $1024.23           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-04-30      | 4.8750%  | 0.0000% | $262400.00         | $266323.89         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $56759700.00       | $57251976.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-08-15      | 2.7500%  | 0.0000% | $400.00            | $313.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2042-11-15      | 2.7500%  | 0.0000% | $334900.00         | $258476.32         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $446500.00         | $525092.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 4.6250%  | 0.0000% | $226400.00         | $222598.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $160.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $155.61            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $200.00            | $202.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-08-15      | 2.8750%  | 0.0000% | $4700.00           | $3579.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2045-11-15      | 3.0000%  | 0.0000% | $300.00            | $230.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-28      | 2.5000%  | 0.0000% | $700.00            | $706.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-31      | 2.2500%  | 0.0000% | $829700.00         | $834050.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-05-15      | 2.3750%  | 0.0000% | $800.00            | $772.54            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 2.1250%  | 0.0000% | $600.00            | $599.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $199.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $188.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-07-31      | 4.3750%  | 0.0000% | $900.00            | $922.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-09-15      | 3.3750%  | 0.0000% | $5755700.00        | $5798699.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $3812400.00        | $3833843.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-10-31      | 3.8027%  | 0.0000% | $6000.00           | $6069.38           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2030-10-15      | 1.1250%  | 0.0000% | $992800.00         | $993234.85         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $12767700.00       | $12353948.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 1.6250%  | 0.0000% | $2771400.00        | $2742100.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-08-31      | 3.1250%  | 0.0000% | $2900.00           | $2919.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-07-31      | 4.0000%  | 0.0000% | $9999100.00        | $10305365.48       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2034-07-15      | 1.8750%  | 0.0000% | $4800.00           | $5023.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-08-31      | 3.6250%  | 0.0000% | $1400.00           | $1418.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-12-31      | 3.6250%  | 0.0000% | $505000.00         | $502485.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-15      | 3.5000%  | 0.0000% | $995000.00         | $993417.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2049-08-15      | 2.2500%  | 0.0000% | $1500.00           | $953.73            | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $291.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-12-31      | 1.7500%  | 0.0000% | $200.00            | $197.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-31      | 0.6250%  | 0.0000% | $2800.00           | $2713.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $192.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-07-31      | 0.3750%  | 0.0000% | $300.00            | $286.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-12-31      | 3.8750%  | 0.0000% | $1900.00           | $1916.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-01-31      | 3.5000%  | 0.0000% | $8277000.00        | $8414604.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1009.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-02-15      | 4.0000%  | 0.0000% | $374300.00         | $381128.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-02-15      | 3.5000%  | 0.0000% | $400.00            | $393.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-02-28      | 4.0000%  | 0.0000% | $1767500.00        | $1814965.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-03-15      | 4.6250%  | 0.0000% | $2000.00           | $2036.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-10-31      | 4.1250%  | 0.0000% | $4400.00           | $4510.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-10-31      | 4.1250%  | 0.0000% | $41697400.00       | $42274011.46       | U.S. Treasuries (including strips) |

### Security 215: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLV0, C.3 - LEI: 85M6SLXL8PVZZO6V3174, C.5 - Other ID: ARP1EPLV0_3.66_0206
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $261300.00         | $169697.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $12679100.00       | $9231775.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $204300.00         | $178484.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $63100.00          | $64892.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $539600.00         | $565185.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $1140700.00        | $1183023.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $1548600.00        | $1645397.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $479000.00         | $513047.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $10700.00          | $11310.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $52800.00          | $56544.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $813500.00         | $857538.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $640300.00         | $686578.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $40800.00          | $45218.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $2522400.00        | $2801441.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $156800.00         | $171659.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $80000.00          | $83544.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $294400.00         | $312848.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $254500.00         | $273238.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $82500.00          | $67161.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $126500.00         | $116660.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $378700.00         | $374174.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $13571600.00       | $13301553.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $13610700.00       | $11354853.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $523700.00         | $517567.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $579200.00         | $533230.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $990700.00         | $971529.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $2050100.00        | $2053068.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $11053700.00       | $9699233.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $3733900.00        | $3102201.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $112300.00         | $115537.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $13150000.00       | $10231559.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $12146600.00       | $9394488.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $19120000.00       | $14559994.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $304972300.00      | $302796439.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $355700.00         | $171037.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $6662200.00        | $3315731.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $19834300.00       | $12592635.98       | U.S. Treasuries (including strips) |

### Security 216: HSBC Securities USA Inc.

- **C.1 - Title:** HSBC Securities USA Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLW8, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: ARP1EPLW8_3.67_0202
- **C.18 - Value (incl. sponsor support):** $536000000.00
- **C.18.a - Value (excl. sponsor support):** $536000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $74718800.00       | $75732788.31       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2029-10-15      | 1.6250%  | 0.0000% | $229200400.00      | $241975460.21      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 0.7500%  | 0.0000% | $79993200.00       | $79578943.94       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-05-31      | 0.7500%  | 0.0000% | $3621000.00        | $3590626.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-12-31      | 1.2500%  | 0.0000% | $9400.00           | $9216.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 2.2500%  | 0.0000% | $22820600.00       | $22419841.90       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2028-01-15      | 0.5000%  | 0.0000% | $14511200.00       | $18917128.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-15      | 4.6250%  | 0.0000% | $479700.00         | $489317.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.3750%  | 0.0000% | $21758400.00       | $21818494.67       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND      | 2027-10-15      | 1.6250%  | 0.0000% | $4692100.00        | $5239377.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-02-28      | 1.1250%  | 0.0000% | $19448900.00       | $19045311.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $55801000.00       | $56572642.74       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $1316600.00        | $1330868.92        | U.S. Treasuries (including strips) |

### Security 217: Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLX6, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1EPLX6_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2907000000.00
- **C.18.a - Value (excl. sponsor support):** $2907000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                    | 2027-12-15      | 4.0000%  | 0.0000% | $210382400.00      | $213179001.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2051-05-15      | 2.3750%  | 0.0000% | $26718000.00       | $16940205.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-15      | 0.6250%  | 0.0000% | $656700.00         | $573026.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-11-15      | 0.8750%  | 0.0000% | $20920700.00       | $18303583.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-03-31      | 3.6250%  | 0.0000% | $20877600.00       | $21160924.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2033-05-15      | 3.3750%  | 0.0000% | $147673800.00      | $142387024.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-15      | 4.1250%  | 0.0000% | $51593100.00       | $52552743.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-01-15      | 4.2500%  | 0.0000% | $127580500.00      | $129479286.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2041-11-15      | 2.0000%  | 0.0000% | $1157900.00        | $810329.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-02-15      | 2.3750%  | 0.0000% | $120136800.00      | $89445979.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 3.3750%  | 0.0000% | $39557000.00       | $33941512.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2052-11-15      | 4.0000%  | 0.0000% | $361500.00         | $315820.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 4.1250%  | 0.0000% | $1688500.00        | $1745184.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-08-31      | 4.1250%  | 0.0000% | $6271000.00        | $6467397.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-02-15      | 3.8750%  | 0.0000% | $642700.00         | $587783.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2043-05-15      | 3.8750%  | 0.0000% | $174359800.00      | $157410520.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-08-15      | 1.2500%  | 0.0000% | $1566100.00        | $1370909.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 0.7500%  | 0.0000% | $10700.00          | $10559.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-15      | 4.6250%  | 0.0000% | $5000000.00        | $5116712.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-09-30      | 4.6250%  | 0.0000% | $11500.00          | $12084.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-09-30      | 4.6250%  | 0.0000% | $21100900.00       | $21976109.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-03-31      | 3.8750%  | 0.0000% | $1000000.00        | $1016666.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 3.7500%  | 0.0000% | $400.00            | $404.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-05-15      | 4.6250%  | 0.0000% | $89382600.00       | $88336014.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-10-31      | 1.3750%  | 0.0000% | $1000.00           | $945.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-11-15      | 1.3750%  | 0.0000% | $1618600.00        | $1411502.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-11-30      | 1.5000%  | 0.0000% | $79100800.00       | $74862083.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-12-31      | 3.7500%  | 0.0000% | $144710900.00      | $145715444.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-02-15      | 4.0000%  | 0.0000% | $500.00            | $505.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 3.8750%  | 0.0000% | $307875400.00      | $311204400.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-05-31      | 4.1250%  | 0.0000% | $142007600.00      | $144236235.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-06-30      | 3.7500%  | 0.0000% | $14938700.00       | $15030001.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-03-31      | 4.1250%  | 0.0000% | $105003800.00      | $107967694.95      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.7627%  | 0.0000% | $400.00            | $403.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2032-08-31      | 3.8750%  | 0.0000% | $441646900.00      | $445842421.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2042-08-15      | 2.7500%  | 0.0000% | $100000000.00      | $78273334.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2044-08-15      | 3.1250%  | 0.0000% | $338700.00         | $272423.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-15      | 1.5000%  | 0.0000% | $30501000.00       | $30363191.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 2.2500%  | 0.0000% | $19400.00          | $19225.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-15      | 2.3750%  | 0.0000% | $800.00            | $772.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-05-31      | 2.7500%  | 0.0000% | $1410600.00        | $1377540.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-31      | 2.7500%  | 0.0000% | $105039800.00      | $105276168.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 4.5000%  | 0.0000% | $54221600.00       | $55369932.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-05-31      | 4.6250%  | 0.0000% | $8165400.00        | $8529672.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-07-15      | 4.3750%  | 0.0000% | $32038400.00       | $32472227.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 3.5000%  | 0.0000% | $33241600.00       | $33611737.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-11-30      | 3.3750%  | 0.0000% | $15324700.00       | $15367025.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2047-08-15      | 2.7500%  | 0.0000% | $10100.00          | $7326.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-05-15      | 3.1250%  | 0.0000% | $1092000.00        | $834589.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $150.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2049-02-15      | 3.0000%  | 0.0000% | $7600900.00        | $5689423.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-15      | 2.3750%  | 0.0000% | $4593300.00        | $4548355.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-07-31      | 1.8750%  | 0.0000% | $300.00            | $300.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $613.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-07-31      | 4.0000%  | 0.0000% | $191160100.00      | $197015200.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-07-31      | 4.1250%  | 0.0000% | $9755200.00        | $10078349.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2034-08-15      | 3.8750%  | 0.0000% | $2919200.00        | $2911423.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $204.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-08-31      | 3.7500%  | 0.0000% | $1891600.00        | $1922945.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-05-15      | 0.6250%  | 0.0000% | $5806700.00        | $5101564.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $192.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-01-31      | 3.5000%  | 0.0000% | $61305600.00       | $61867030.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $205.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2030-02-28      | 4.0000%  | 0.0000% | $2480900.00        | $2547523.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2031-09-30      | 3.6250%  | 0.0000% | $25194000.00       | $25154236.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1005.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-09-30      | 3.5000%  | 0.0000% | $36708100.00       | $37113055.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                    | 2026-10-31      | 4.1250%  | 0.0000% | $800.00            | $811.06            | U.S. Treasuries (including strips) |

### Security 218: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLY4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EPLY4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1252000000.00
- **C.18.a - Value (excl. sponsor support):** $1252000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $50849300.00       | $44370298.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $49655800.00       | $50329665.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $47964500.00       | $47917942.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $259500.00         | $262949.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $100309200.00      | $101802106.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $31675800.00       | $30114144.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $46607200.00       | $44176210.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $24402700.00       | $25928028.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $260815000.00      | $272590232.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $895200.00         | $908577.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $97659000.00       | $92357433.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $38727400.00       | $36399360.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $27584400.00       | $27592861.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $9999800.00        | $10243010.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $192943800.00      | $194123021.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $25000100.00       | $24595028.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $11683700.00       | $12013490.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $3994800.00        | $3958909.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $50000700.00       | $49122625.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $75809400.00       | $76018778.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $800000.00         | $797532.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $633900.00         | $627697.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $16076200.00       | $16185478.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1076500.00        | $1098020.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $2326000.00        | $2314419.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $23018000.00       | $20222812.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $69706500.00       | $70865362.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $20000000.00       | $20104035.38       | U.S. Treasuries (including strips) |

### Security 219: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPLZ1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1EPLZ1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $357000000.00
- **C.18.a - Value (excl. sponsor support):** $357000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $144909100.00      | $97658116.32       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $61800000.00       | $59320074.08       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $182000000.00      | $183975212.64      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $32000000.00       | $23297707.40       | U.S. Treasuries (including strips) |

### Security 220: Smbc Nikko Securities America

- **C.1 - Title:** Smbc Nikko Securities America 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM15, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EPM15_3.66_0202
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2029-12-31      | 4.3750%  | 0.0000% | $25012000.00       | $25696420.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 1.2500%  | 0.0000% | $700.00            | $763.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-11-30      | 4.1250%  | 0.0000% | $1030200.00        | $1048552.78        | U.S. Treasuries (including strips) |
| United States Treasury Bill          | 2026-10-29      | 0.0000%  | 0.0000% | $36514600.00       | $35578438.69       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond     | 2026-05-31      | 0.7500%  | 0.0000% | $775000.00         | $768499.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-01-31      | 4.2500%  | 0.0000% | $11619700.00       | $12090466.46       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $4300.00           | $6764.40           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.99             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2031-07-15      | 0.1250%  | 0.0000% | $1300.00           | $1474.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2039-08-15      | 4.5000%  | 0.0000% | $7897300.00        | $8041263.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-30      | 1.2500%  | 0.0000% | $2930000.00        | $2880543.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-01-31      | 4.0000%  | 0.0000% | $30603400.00       | $31543117.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-01-31      | 4.0000%  | 0.0000% | $1106000.00        | $1136982.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-03-15      | 4.2500%  | 0.0000% | $3140300.00        | $3214572.03        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-04-30      | 4.6250%  | 0.0000% | $18800.00          | $19712.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-04-30      | 4.6250%  | 0.0000% | $2100.00           | $2186.79           | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-05-15      | 4.3750%  | 0.0000% | $41966800.00       | $43037250.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2031-06-30      | 4.2500%  | 0.0000% | $17128800.00       | $17511990.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $218.42            | U.S. Treasuries (including strips) |

### Security 221: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM23, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EPM23_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1780000000.00
- **C.18.a - Value (excl. sponsor support):** $1780000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $494925600.00      | $470600436.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $74852600.00       | $71600460.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $297004800.00      | $300669319.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $54795200.00       | $47784249.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $920508800.00      | $924945576.13      | U.S. Treasuries (including strips) |

### Security 222: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM31, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EPM31_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1781000000.00
- **C.18.a - Value (excl. sponsor support):** $1781000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $12057900.00       | $8899052.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $119391400.00      | $81256489.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $549215000.00      | $460106626.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $404874100.00      | $347398419.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $238500.00         | $256060.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $121638500.00      | $99023652.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $81756900.00       | $80849265.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $338800.00         | $335913.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $2611900.00        | $2455847.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $519491800.00      | $503493501.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $24837000.00       | $21905710.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $77742800.00       | $55803474.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1937400.00        | $1405400.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $33398800.00       | $24101506.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $139002100.00      | $89784679.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $63158000.00       | $40098501.26       | U.S. Treasuries (including strips) |

### Security 223: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM49, C.3 - LEI: YVE6V0WZG64JLXC7QM27, C.5 - Other ID: ARP1EPM49_3.66_0202
- **C.18 - Value (incl. sponsor support):** $3820000000.00
- **C.18.a - Value (excl. sponsor support):** $3820000000.00
- **C.19 - Percentage of Net Assets:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY           | 2030-08-15      | 0.6250%  | 0.0000% | $285000000.00      | $248686514.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-08-31      | 0.5000%  | 0.0000% | $2416100.00        | $2309638.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 0.3750%  | 0.0000% | $444024400.00      | $422200986.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-10-31      | 0.5000%  | 0.0000% | $64294700.00       | $61108634.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-03-31      | 3.6250%  | 0.0000% | $709000.00         | $718621.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-04-15      | 3.7500%  | 0.0000% | $39647600.00       | $40090755.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-04-30      | 3.5000%  | 0.0000% | $70539100.00       | $71058644.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2033-05-15      | 3.3750%  | 0.0000% | $60000000.00       | $57851978.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-05-31      | 3.6250%  | 0.0000% | $372200.00         | $374903.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-11-30      | 4.1250%  | 0.0000% | $40194600.00       | $41059016.01       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $26394600.00       | $26257911.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-05-31      | 1.2500%  | 0.0000% | $89038700.00       | $84648983.48       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-31      | 0.7500%  | 0.0000% | $115952800.00      | $114980172.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-07-31      | 4.1250%  | 0.0000% | $79320100.00       | $81982947.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-08-15      | 4.3750%  | 0.0000% | $54880200.00       | $56180082.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-01-31      | 4.2500%  | 0.0000% | $14365300.00       | $14947303.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-07-31      | 0.6250%  | 0.0000% | $22546100.00       | $22285039.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-07-31      | 1.0000%  | 0.0000% | $43112500.00       | $40696424.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-08-31      | 1.1250%  | 0.0000% | $23548900.00       | $22244873.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-08-31      | 0.7500%  | 0.0000% | $93817000.00       | $92580695.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47257078.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-09-30      | 0.8750%  | 0.0000% | $200200.00         | $197228.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-09-15      | 4.6250%  | 0.0000% | $89705100.00       | $91799037.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-09-30      | 4.6250%  | 0.0000% | $95944300.00       | $99923817.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 4.8750%  | 0.0000% | $13458000.00       | $14065599.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-04-30      | 3.8750%  | 0.0000% | $321300.00         | $326023.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-10-31      | 1.3750%  | 0.0000% | $1219300.00        | $1153108.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2031-11-15      | 1.3750%  | 0.0000% | $17204500.00       | $15003214.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-30      | 1.2500%  | 0.0000% | $15000000.00       | $14746811.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-30      | 1.5000%  | 0.0000% | $179600.00         | $169975.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-12-31      | 1.2500%  | 0.0000% | $82857000.00       | $81235729.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2032-02-15      | 1.8750%  | 0.0000% | $15164000.00       | $13619179.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-05-31      | 4.0000%  | 0.0000% | $44914200.00       | $45652243.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-06-30      | 3.8750%  | 0.0000% | $37630000.00       | $37922472.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2035-08-15      | 4.2500%  | 0.0000% | $53144600.00       | $54260539.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-08-15      | 2.2500%  | 0.0000% | $15404800.00       | $15266399.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-11-15      | 2.2500%  | 0.0000% | $387500.00         | $380695.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-05-15      | 2.8750%  | 0.0000% | $3752700.00        | $3718598.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-08-15      | 2.8750%  | 0.0000% | $2014500.00        | $2006597.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-15      | 3.1250%  | 0.0000% | $24025400.00       | $23882010.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-06-30      | 3.2500%  | 0.0000% | $73800500.00       | $73711819.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2032-08-15      | 2.7500%  | 0.0000% | $92899300.00       | $87468810.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-07-31      | 4.3750%  | 0.0000% | $1316600.00        | $1350062.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-09-15      | 3.3750%  | 0.0000% | $290250400.00      | $292418799.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-02-15      | 2.2500%  | 0.0000% | $29387700.00       | $29297060.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-09-30      | 4.1250%  | 0.0000% | $60712800.00       | $62119548.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-11-30      | 3.8750%  | 0.0000% | $25942900.00       | $26260721.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-08-31      | 3.6250%  | 0.0000% | $227734800.00      | $230717896.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-11-30      | 3.5000%  | 0.0000% | $228483500.00      | $226853358.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-01-31      | 1.5000%  | 0.0000% | $65000000.00       | $64172760.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-05-15      | 0.6250%  | 0.0000% | $258242300.00      | $226882686.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-05-31      | 0.5000%  | 0.0000% | $8109600.00        | $7799901.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2027-12-31      | 3.8750%  | 0.0000% | $100337200.00      | $101258629.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2030-02-28      | 4.0000%  | 0.0000% | $12093800.00       | $12418573.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-03-15      | 4.6250%  | 0.0000% | $329968700.00      | $335979889.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2029-09-30      | 3.5000%  | 0.0000% | $52565600.00       | $52839034.12       | U.S. Treasuries (including strips) |

### Security 224: 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):** $1014000000.00
- **C.18.a - Value (excl. sponsor support):** $1014000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY           | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.04             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-02      | 0.0000%  | 0.0000% | $2422000.00        | $2407671.45        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-03      | 0.0000%  | 0.0000% | $48250100.00       | $48109402.71       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-07      | 0.0000%  | 0.0000% | $14588000.00       | $14495161.97       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-12-31      | 3.7500%  | 0.0000% | $621243100.00      | $625555604.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2028-11-15      | 3.5000%  | 0.0000% | $237452500.00      | $238548833.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY           | 2026-11-15      | 2.0000%  | 0.0000% | $106036100.00      | $105163199.69      | U.S. Treasuries (including strips) |

### Security 225: 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: ARP1EPSW1, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1EPSW1_3.63_0202
- **C.18 - Value (incl. sponsor support):** $2197914000.00
- **C.18.a - Value (excl. sponsor support):** $2197914000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION INDEXED NOTE/BOND | 2051-02-15      | 0.1250%  | 0.0000% | $3916200.00        | $2639231.87        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2052-02-15      | 0.1250%  | 0.0000% | $5285000.00        | $3253640.48        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-04-15      | 0.1250%  | 0.0000% | $731564000.00      | $904234414.83      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-04-15      | 3.6250%  | 0.0000% | $121056600.00      | $258979504.36      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-04-15      | 3.8750%  | 0.0000% | $16147600.00       | $34937860.45       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2032-04-15      | 3.3750%  | 0.0000% | $3591500.00        | $7364089.75        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-01-15      | 2.3750%  | 0.0000% | $21644200.00       | $35331543.32       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-01-15      | 1.7500%  | 0.0000% | $29650600.00       | $46643866.26       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2053-02-15      | 1.5000%  | 0.0000% | $14863100.00       | $12755582.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2054-02-15      | 2.1250%  | 0.0000% | $144013900.00      | $138234874.06      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2029-01-15      | 2.5000%  | 0.0000% | $21343700.00       | $33597261.63       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2040-02-15      | 2.1250%  | 0.0000% | $6428300.00        | $9660758.31        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2042-02-15      | 0.7500%  | 0.0000% | $19705200.00       | $22181700.10       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2055-02-15      | 2.3750%  | 0.0000% | $3870300.00        | $3821332.86        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2043-02-15      | 0.6250%  | 0.0000% | $17442300.00       | $18458368.16       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2044-02-15      | 1.3750%  | 0.0000% | $5105800.00        | $6004519.07        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-07-15      | 0.3750%  | 0.0000% | $748200.00         | $988623.64         | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2045-02-15      | 0.7500%  | 0.0000% | $16503400.00       | $16682508.38       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2046-02-15      | 1.0000%  | 0.0000% | $3206700.00        | $3333158.72        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $24468800.00       | $23858970.19       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2048-02-15      | 1.0000%  | 0.0000% | $18261000.00       | $17669231.80       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2049-02-15      | 1.0000%  | 0.0000% | $11851100.00       | $11069530.02       | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2026-07-15      | 0.1250%  | 0.0000% | $172009200.00      | $233208622.37      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2027-10-15      | 1.6250%  | 0.0000% | $349148600.00      | $389872594.40      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2050-02-15      | 0.2500%  | 0.0000% | $10670500.00       | $7768693.34        | U.S. Treasuries (including strips) |

### Security 226: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNR5, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1EQNR5_3.54_0202
- **C.18 - Value (incl. sponsor support):** $452000000.00
- **C.18.a - Value (excl. sponsor support):** $452000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2027-02-28      | 4.1250%  | 0.0000% | $132900.00         | $135995.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2028-12-31      | 3.7500%  | 0.0000% | $325779300.00      | $328040773.51      | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2047-02-15      | 0.8750%  | 0.0000% | $2143700.00        | $2090273.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $129783300.00      | $130908909.84      | U.S. Treasuries (including strips) |

### Security 227: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.570000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUP1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1EQUP1_3.57_0202
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill          | 2026-04-02      | 0.0000%  | 0.0000% | $600.00            | $596.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2026-06-15      | 4.1250%  | 0.0000% | $400.00            | $402.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2030-08-31      | 3.6250%  | 0.0000% | $113307900.00      | $114290618.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2032-09-30      | 3.8750%  | 0.0000% | $9683000.00        | $9737463.36        | U.S. Treasuries (including strips) |
| TREASURY INFLATION INDEXED NOTE/BOND | 2028-07-15      | 0.7500%  | 0.0000% | $2721500.00        | $3508843.25        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Vanguard CMT Funds

**Date:** 2026-02-06

**By:** Ashley Grim

**Name of Signing Officer:** Ashley Grim

**Title of Signing Officer:** Treasurer