# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-013221
**Filing Date:** 2026-6
**Character Count:** 353174
**Document Hash:** ca83c0f56882fad279f517b3ddf080e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013221.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013221

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T-FUND (Series ID: S000001476)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000003935 | PREMIER         |  |
| C000003936 | CAPITAL SHARES  | BCHXX           |
| C000003937 | CASH RESERVE    |  |
| C000003938 | INSTITUTIONAL   | TSTXX           |
| C000003939 | DOLLAR          | TFEXX           |
| C000003940 | ADMINISTRATION  | BTAXX           |
| C000003941 | CASH MANAGEMENT | BPTXX           |
| C000060557 | SELECT          |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** T-FUND

**LEI of Series:** 5493002L9DNZ83RX7V61

**EDGAR Series Identifier:** S000001476

**Total number of share classes in the series:** 8

**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            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

- **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?:** Yes

- **WAM:** 54 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $118213560642.42

- **Amortized Cost of Portfolio Securities:** $118217171960.37

- **Cash:** $3419881296.31

- **Total Other Assets:** $517288477.85

- **Total Liabilities:** $1227074638.56

- **Net Assets of Series:** $120927267095.97

- **Number of Shares Outstanding (Series):** 120968707121.7800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $106014041199.61          | $117165813205.19           | 86.6600%                  | 95.7800%                   |
| 2026-05-04 | $107465896333.06          | $119008961315.12           | 86.5500%                  | 95.8400%                   |
| 2026-05-05 | $110950602139.49          | $120148871329.32           | 88.5400%                  | 95.8800%                   |
| 2026-05-06 | $106936302496.87          | $119050312574.52           | 86.2300%                  | 96.0000%                   |
| 2026-05-07 | $105006205324.12          | $118548797927.34           | 85.0200%                  | 95.9800%                   |
| 2026-05-08 | $101987530970.13          | $116033502281.03           | 84.2900%                  | 95.9000%                   |
| 2026-05-11 | $100687822966.06          | $115124742791.82           | 83.8400%                  | 95.8700%                   |
| 2026-05-12 | $110282247445.82          | $122064374415.47           | 87.7100%                  | 97.0900%                   |
| 2026-05-13 | $109058253815.48          | $121757128319.82           | 85.9300%                  | 95.9300%                   |
| 2026-05-14 | $105789809404.95          | $120709832296.44           | 85.0600%                  | 97.0500%                   |
| 2026-05-15 | $105088995381.48          | $120512516711.83           | 84.6300%                  | 97.0500%                   |
| 2026-05-18 | $111707326814.63          | $125356051463.64           | 86.5800%                  | 97.1600%                   |
| 2026-05-19 | $112662864362.96          | $123573803360.95           | 88.5400%                  | 97.1200%                   |
| 2026-05-20 | $116828403124.27          | $124712452159.62           | 91.0000%                  | 97.1400%                   |
| 2026-05-21 | $112355314608.12          | $119744131324.80           | 90.3100%                  | 96.2500%                   |
| 2026-05-22 | $115195832508.78          | $123585539922.56           | 90.5200%                  | 97.1200%                   |
| 2026-05-26 | $112832373293.86          | $121991166696.11           | 89.7900%                  | 97.0800%                   |
| 2026-05-27 | $114308386725.28          | $123069690469.08           | 90.1900%                  | 97.1000%                   |
| 2026-05-28 | $112734527902.80          | $123197350232.19           | 88.1700%                  | 96.3500%                   |
| 2026-05-29 | $108112661187.97          | $118476424717.38           | 88.5100%                  | 97.0000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9997                      |
|  |  |
| 2026-05-04 | 0.9997                      |
|  |  |
| 2026-05-05 | 0.9997                      |
|  |  |
| 2026-05-06 | 0.9997                      |
|  |  |
| 2026-05-07 | 0.9997                      |
|  |  |
| 2026-05-08 | 0.9997                      |
|  |  |
| 2026-05-11 | 0.9996                      |
|  |  |
| 2026-05-12 | 0.9996                      |
|  |  |
| 2026-05-13 | 0.9997                      |
|  |  |
| 2026-05-14 | 0.9996                      |
|  |  |
| 2026-05-15 | 0.9997                      |
|  |  |
| 2026-05-18 | 0.9996                      |
|  |  |
| 2026-05-19 | 0.9996                      |
|  |  |
| 2026-05-20 | 0.9997                      |
|  |  |
| 2026-05-21 | 0.9996                      |
|  |  |
| 2026-05-22 | 0.9997                      |
|  |  |
| 2026-05-26 | 0.9996                      |
|  |  |
| 2026-05-27 | 0.9996                      |
|  |  |
| 2026-05-28 | 0.9996                      |
|  |  |
| 2026-05-29 | 0.9997                      |
|  |  |

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

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1229619326.82

- **Number of Shares Outstanding:** 1230040932.1100

- **Expense Reimbursement/Waiver:** 14758.11

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $14650096.19              | $2989945.17             |
| 2026-05-04 | $10576099.59              | $2114926.91             |
| 2026-05-05 | $4460434.26               | $7434861.35             |
| 2026-05-06 | $4051195.76               | $9503520.52             |
| 2026-05-07 | $2599726.67               | $4935293.79             |
| 2026-05-08 | $2400576.64               | $7401583.64             |
| 2026-05-11 | $7066104.97               | $5916796.12             |
| 2026-05-12 | $2704920.73               | $7992703.10             |
| 2026-05-13 | $8278606.48               | $4451333.50             |
| 2026-05-14 | $5849542.08               | $3402200.09             |
| 2026-05-15 | $5120876.07               | $6996387.19             |
| 2026-05-18 | $2720448.88               | $6152491.60             |
| 2026-05-19 | $6756155.80               | $4136002.99             |
| 2026-05-20 | $11658172.05              | $9691152.17             |
| 2026-05-21 | $5096239.99               | $4098826.50             |
| 2026-05-22 | $7429364.22               | $4074714.69             |
| 2026-05-26 | $1555928.19               | $4211805.98             |
| 2026-05-27 | $1706651.20               | $7659076.06             |
| 2026-05-28 | $1104308.13               | $3369645.93             |
| 2026-05-29 | $12499365.33              | $6030599.18             |

**Total Gross Subscriptions (Month):** $118284813.23

**Total Gross Redemptions (Month):** $112563866.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 48.5600%         | 0.0000%              |
| Broker-dealer |  | 48.2900%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $382275935.13

- **Number of Shares Outstanding:** 382407063.4800

- **Expense Reimbursement/Waiver:** 4550.09

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $5798926.83               | $3609377.95             |
| 2026-05-04 | $4411685.78               | $4321516.94             |
| 2026-05-05 | $4330469.56               | $4905706.73             |
| 2026-05-06 | $7051469.66               | $4781473.07             |
| 2026-05-07 | $4266376.38               | $5838154.02             |
| 2026-05-08 | $4028306.95               | $2594179.84             |
| 2026-05-11 | $4259110.22               | $4537273.22             |
| 2026-05-12 | $2973259.15               | $6445569.28             |
| 2026-05-13 | $1294663.25               | $2125912.40             |
| 2026-05-14 | $2289659.26               | $1880664.55             |
| 2026-05-15 | $4684765.02               | $1102616.04             |
| 2026-05-18 | $8462769.97               | $4815188.83             |
| 2026-05-19 | $873286.14                | $2094332.83             |
| 2026-05-20 | $2279495.57               | $3278505.05             |
| 2026-05-21 | $2661554.04               | $1808121.44             |
| 2026-05-22 | $4005698.65               | $1600622.07             |
| 2026-05-26 | $2307240.03               | $4968089.91             |
| 2026-05-27 | $3620409.52               | $2907908.02             |
| 2026-05-28 | $3024867.06               | $2886967.08             |
| 2026-05-29 | $3287213.56               | $3168368.90             |

**Total Gross Subscriptions (Month):** $75911226.60

**Total Gross Redemptions (Month):** $69670548.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4900%           |
| 2026-05-04 | 3.4800%           |
| 2026-05-05 | 3.4800%           |
| 2026-05-06 | 3.4800%           |
| 2026-05-07 | 3.4700%           |
| 2026-05-08 | 3.4700%           |
| 2026-05-11 | 3.4600%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4500%           |
| 2026-05-18 | 3.4400%           |
| 2026-05-19 | 3.4400%           |
| 2026-05-20 | 3.4300%           |
| 2026-05-21 | 3.4300%           |
| 2026-05-22 | 3.4200%           |
| 2026-05-26 | 3.4300%           |
| 2026-05-27 | 3.4400%           |
| 2026-05-28 | 3.4400%           |
| 2026-05-29 | 3.4500%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $65122376.97

- **Number of Shares Outstanding:** 65144715.8300

- **Expense Reimbursement/Waiver:** 759.14

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $19307.15                 | $0.00                   |
| 2026-05-04 | $65583.71                 | $0.00                   |
| 2026-05-05 | $102787.73                | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $887824.85              |
| 2026-05-08 | $2238730.83               | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $5000000.00             |
| 2026-05-15 | $5045453.75               | $0.00                   |
| 2026-05-18 | $954990.36                | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $15018098.34            |
| 2026-05-22 | $15136738.53              | $0.00                   |
| 2026-05-26 | $617358.09                | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $412.62                   | $669000.00              |

**Total Gross Subscriptions (Month):** $24181362.77

**Total Gross Redemptions (Month):** $21574923.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.1400%           |
| 2026-05-04 | 3.1300%           |
| 2026-05-05 | 3.1300%           |
| 2026-05-06 | 3.1300%           |
| 2026-05-07 | 3.1200%           |
| 2026-05-08 | 3.1200%           |
| 2026-05-11 | 3.1100%           |
| 2026-05-12 | 3.1100%           |
| 2026-05-13 | 3.1100%           |
| 2026-05-14 | 3.1100%           |
| 2026-05-15 | 3.1000%           |
| 2026-05-18 | 3.0900%           |
| 2026-05-19 | 3.0900%           |
| 2026-05-20 | 3.0800%           |
| 2026-05-21 | 3.0800%           |
| 2026-05-22 | 3.0800%           |
| 2026-05-26 | 3.0800%           |
| 2026-05-27 | 3.0900%           |
| 2026-05-28 | 3.0900%           |
| 2026-05-29 | 3.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.7600%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $110538741611.49

- **Number of Shares Outstanding:** 110576619988.9600

- **Expense Reimbursement/Waiver:** 1342216.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $6661768624.86            | $8031381637.68          |
| 2026-05-04 | $7625823659.74            | $5114290161.06          |
| 2026-05-05 | $6895204465.05            | $5683842325.11          |
| 2026-05-06 | $6629989971.14            | $7978229901.81          |
| 2026-05-07 | $5485180186.44            | $6883766825.29          |
| 2026-05-08 | $5830666789.29            | $7131554513.48          |
| 2026-05-11 | $7709576079.42            | $9174436916.85          |
| 2026-05-12 | $10387553489.49           | $5552762455.60          |
| 2026-05-13 | $7355312959.30            | $6722886372.38          |
| 2026-05-14 | $5442802366.41            | $6949510154.07          |
| 2026-05-15 | $6507124801.83            | $6475558473.76          |
| 2026-05-18 | $6118626794.61            | $4907921920.35          |
| 2026-05-19 | $5575239039.46            | $5074288599.51          |
| 2026-05-20 | $3968754946.19            | $4997088780.90          |
| 2026-05-21 | $3999941483.83            | $6634417081.46          |
| 2026-05-22 | $5890160783.02            | $4865295892.20          |
| 2026-05-26 | $7401541096.82            | $5692553090.88          |
| 2026-05-27 | $7575848989.12            | $6452220498.44          |
| 2026-05-28 | $3936067761.43            | $6015675567.46          |
| 2026-05-29 | $5300544965.45            | $7644091302.11          |

**Total Gross Subscriptions (Month):** $126297729252.90

**Total Gross Redemptions (Month):** $127981772470.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.0500%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8400%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.2500%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3400%          | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $1926208361.98

- **Number of Shares Outstanding:** 1926868718.2800

- **Expense Reimbursement/Waiver:** 23653.54

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $5801305.19               | $30191970.78            |
| 2026-05-04 | $9481600.97               | $2134343.13             |
| 2026-05-05 | $10594957.56              | $1081409.94             |
| 2026-05-06 | $13614003.81              | $7625240.56             |
| 2026-05-07 | $7306327.42               | $61858608.77            |
| 2026-05-08 | $1784442.73               | $496472122.12           |
| 2026-05-11 | $37194728.77              | $4404317.26             |
| 2026-05-12 | $39632587.10              | $1762764.81             |
| 2026-05-13 | $30954187.87              | $790013.88              |
| 2026-05-14 | $31717869.91              | $6089959.74             |
| 2026-05-15 | $4971468.70               | $19775721.76            |
| 2026-05-18 | $11114366.63              | $51707610.57            |
| 2026-05-19 | $16675821.14              | $18050003.43            |
| 2026-05-20 | $68448912.70              | $5234625.43             |
| 2026-05-21 | $10813210.89              | $23436841.57            |
| 2026-05-22 | $51270837.75              | $4549405.24             |
| 2026-05-26 | $1997289.08               | $143272257.82           |
| 2026-05-27 | $21364728.67              | $9994344.64             |
| 2026-05-28 | $92954356.84              | $1712685.51             |
| 2026-05-29 | $23694741.91              | $14073037.43            |

**Total Gross Subscriptions (Month):** $491387745.64

**Total Gross Redemptions (Month):** $904217284.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2900%           |
| 2026-05-04 | 3.2800%           |
| 2026-05-05 | 3.2800%           |
| 2026-05-06 | 3.2800%           |
| 2026-05-07 | 3.2700%           |
| 2026-05-08 | 3.2700%           |
| 2026-05-11 | 3.2600%           |
| 2026-05-12 | 3.2600%           |
| 2026-05-13 | 3.2600%           |
| 2026-05-14 | 3.2600%           |
| 2026-05-15 | 3.2500%           |
| 2026-05-18 | 3.2400%           |
| 2026-05-19 | 3.2400%           |
| 2026-05-20 | 3.2300%           |
| 2026-05-21 | 3.2300%           |
| 2026-05-22 | 3.2200%           |
| 2026-05-26 | 3.2300%           |
| 2026-05-27 | 3.2400%           |
| 2026-05-28 | 3.2400%           |
| 2026-05-29 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4900%          | 0.0000%              |
| Depository institution or other banking institution |  | 54.4700%         | 0.0000%              |
| Non-financial corporation                           |  | 9.5900%          | 0.0000%              |

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $5612873544.45

- **Number of Shares Outstanding:** 5614797216.5000

- **Expense Reimbursement/Waiver:** 67537.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $28568089.20              | $140172342.03           |
| 2026-05-04 | $2994741.37               | $507475344.74           |
| 2026-05-05 | $2689404.45               | $16543760.58            |
| 2026-05-06 | $48331973.61              | $327037.51              |
| 2026-05-07 | $20057728.45              | $35448.24               |
| 2026-05-08 | $102517304.66             | $176492.82              |
| 2026-05-11 | $188960351.90             | $15287.00               |
| 2026-05-12 | $64247633.48              | $40194369.12            |
| 2026-05-13 | $10157060.53              | $144485.33              |
| 2026-05-14 | $273020.32                | $33686278.03            |
| 2026-05-15 | $473096.69                | $238726599.10           |
| 2026-05-18 | $58071217.95              | $55984.50               |
| 2026-05-19 | $52216309.25              | $199606.06              |
| 2026-05-20 | $62832850.25              | $35105260.80            |
| 2026-05-21 | $3704666.50               | $48279966.66            |
| 2026-05-22 | $1203947.02               | $51400835.71            |
| 2026-05-26 | $45849348.46              | $822729.77              |
| 2026-05-27 | $3348372.50               | $13662022.74            |
| 2026-05-28 | $612583.25                | $35625306.68            |
| 2026-05-29 | $25859607.08              | $5924308.78             |

**Total Gross Subscriptions (Month):** $722969306.92

**Total Gross Redemptions (Month):** $1168573466.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4400%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4300%           |
| 2026-05-07 | 3.4200%           |
| 2026-05-08 | 3.4200%           |
| 2026-05-11 | 3.4100%           |
| 2026-05-12 | 3.4100%           |
| 2026-05-13 | 3.4100%           |
| 2026-05-14 | 3.4100%           |
| 2026-05-15 | 3.4000%           |
| 2026-05-18 | 3.3900%           |
| 2026-05-19 | 3.3900%           |
| 2026-05-20 | 3.3800%           |
| 2026-05-21 | 3.3800%           |
| 2026-05-22 | 3.3700%           |
| 2026-05-26 | 3.3800%           |
| 2026-05-27 | 3.3900%           |
| 2026-05-28 | 3.3900%           |
| 2026-05-29 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.5900%         | 0.0000%              |
| Depository institution or other banking institution |  | 86.4100%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $1156027938.83

- **Number of Shares Outstanding:** 1156424847.9700

- **Expense Reimbursement/Waiver:** 13068.19

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $7153036.39               | $60266545.33            |
| 2026-05-04 | $17551268.50              | $15102732.45            |
| 2026-05-05 | $11546357.11              | $87935000.70            |
| 2026-05-06 | $24885812.89              | $38851712.36            |
| 2026-05-07 | $25713756.40              | $42898962.85            |
| 2026-05-08 | $125899839.06             | $12366325.10            |
| 2026-05-11 | $20463483.59              | $19429573.78            |
| 2026-05-12 | $18311215.95              | $57333301.90            |
| 2026-05-13 | $12631870.56              | $22733455.37            |
| 2026-05-14 | $21441456.63              | $37178638.96            |
| 2026-05-15 | $23903589.48              | $53526810.79            |
| 2026-05-18 | $69756686.63              | $13053439.18            |
| 2026-05-19 | $20739747.35              | $27851162.07            |
| 2026-05-20 | $12915253.13              | $28991762.10            |
| 2026-05-21 | $8603417.14               | $13469370.70            |
| 2026-05-22 | $33131218.34              | $12762623.19            |
| 2026-05-26 | $19095734.01              | $9533987.89             |
| 2026-05-27 | $38818685.95              | $12513724.03            |
| 2026-05-28 | $44530567.01              | $6534496.10             |
| 2026-05-29 | $39079158.06              | $38871168.06            |

**Total Gross Subscriptions (Month):** $596172154.18

**Total Gross Redemptions (Month):** $611204792.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0400%           |
| 2026-05-04 | 3.0300%           |
| 2026-05-05 | 3.0300%           |
| 2026-05-06 | 3.0300%           |
| 2026-05-07 | 3.0200%           |
| 2026-05-08 | 3.0200%           |
| 2026-05-11 | 3.0100%           |
| 2026-05-12 | 3.0100%           |
| 2026-05-13 | 3.0100%           |
| 2026-05-14 | 3.0100%           |
| 2026-05-15 | 3.0000%           |
| 2026-05-18 | 2.9900%           |
| 2026-05-19 | 2.9900%           |
| 2026-05-20 | 2.9800%           |
| 2026-05-21 | 2.9800%           |
| 2026-05-22 | 2.9800%           |
| 2026-05-26 | 2.9800%           |
| 2026-05-27 | 2.9900%           |
| 2026-05-28 | 2.9900%           |
| 2026-05-29 | 3.0000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 9.3700%          | 0.0000%              |
| Broker-dealer                                       |  | 7.2000%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.3700%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.5300%          | 0.0000%              |
| Non-financial corporation                           |  | 31.4900%         | 0.0000%              |
| Non-financial corporation                           |  | 8.7500%          | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $16398000.30

- **Number of Shares Outstanding:** 16403638.6500

- **Expense Reimbursement/Waiver:** 360.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $3316.84                  | $0.00                   |
| 2026-05-04 | $0.00                     | $34403.03               |
| 2026-05-05 | $437219.48                | $0.00                   |
| 2026-05-06 | $0.00                     | $288560.57              |
| 2026-05-07 | $0.00                     | $175206.01              |
| 2026-05-08 | $0.00                     | $96714.78               |
| 2026-05-11 | $0.00                     | $164148.71              |
| 2026-05-12 | $22935.15                 | $0.00                   |
| 2026-05-13 | $2791.66                  | $0.00                   |
| 2026-05-14 | $11348.98                 | $0.00                   |
| 2026-05-15 | $448117.28                | $0.00                   |
| 2026-05-18 | $407265.75                | $0.00                   |
| 2026-05-19 | $1145239.59               | $0.00                   |
| 2026-05-20 | $303662.12                | $0.00                   |
| 2026-05-21 | $6124507.64               | $0.00                   |
| 2026-05-22 | $0.00                     | $82627.17               |
| 2026-05-26 | $38211.61                 | $0.00                   |
| 2026-05-27 | $0.00                     | $744051.69              |
| 2026-05-28 | $0.00                     | $698320.11              |
| 2026-05-29 | $77315.59                 | $0.00                   |

**Total Gross Subscriptions (Month):** $9021931.69

**Total Gross Redemptions (Month):** $2284032.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7100%           |
| 2026-05-04 | 2.7000%           |
| 2026-05-05 | 2.7000%           |
| 2026-05-06 | 2.7000%           |
| 2026-05-07 | 2.6900%           |
| 2026-05-08 | 2.6900%           |
| 2026-05-11 | 2.6800%           |
| 2026-05-12 | 2.6800%           |
| 2026-05-13 | 2.6800%           |
| 2026-05-14 | 2.6800%           |
| 2026-05-15 | 2.6700%           |
| 2026-05-18 | 2.6600%           |
| 2026-05-19 | 2.6600%           |
| 2026-05-20 | 2.6500%           |
| 2026-05-21 | 2.6500%           |
| 2026-05-22 | 2.6400%           |
| 2026-05-26 | 2.6500%           |
| 2026-05-27 | 2.6600%           |
| 2026-05-28 | 2.6600%           |
| 2026-05-29 | 2.6700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY244P7
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **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 | 2026-12-31      | 1.7500%  | N/A     | $300.00            | $298.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $26040000.00       | $26560359.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | N/A     | $2300900.00        | $2233575.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $200.00            | $58.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-22      | 0.0000%  | N/A     | $306280000.00      | $302705712.40      | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDYFA4A2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $13613600.00       | $14485333.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $15.36             | $14.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $800.00            | $422.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $4203000.00        | $2755192.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $1546.35           | $995.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $595000.00         | $591333.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $4835200.00        | $1204259.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $36700.00          | $11474.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $6203700.00        | $4735313.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $1436100.00        | $1425838.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $58100.00          | $16612.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $25520300.00       | $24408980.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | N/A     | $321.21            | $232.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $457785700.00      | $460238249.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | N/A     | $126000.00         | $125746.49         | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5B20Z0
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $2000.00           | $2000.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $1399600.00        | $1414581.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | N/A     | $64246000.00       | $63993834.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $40700.00          | $41327.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | N/A     | $1000.00           | $991.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $300.00            | $297.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $100.00            | $101.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $600.00            | $611.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-22      | 0.0000%  | N/A     | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $4885000.00        | $6660288.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $4098000.00        | $4102292.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $280900.00         | $282873.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $100.00            | $109.83            | U.S. Treasuries (including strips) |

### Security 4: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5B21B2
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $0.16              | $0.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $2351773.71        | $2038185.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7870%  | N/A     | $300.00            | $301.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $0.48              | $0.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $200.00            | $102.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $4000.00           | $1026.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $600.00            | $190.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $500.00            | $193.27            | U.S. Treasuries (including strips) |

### Security 5: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ0KBAV9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $70157056.00       | $30358712.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $263408844.80      | $151877588.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $84454763.57       | $26640917.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 0.0000%  | N/A     | $183302400.00      | $47653491.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $34054471.68       | $17964653.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | N/A     | $1082444800.00     | $302049726.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $289570160.64      | $206950002.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $98815000.00       | $25973621.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $302732400.00      | $85504647.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $169875865.60      | $84254352.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $87352279.04       | $40772287.71       | U.S. Treasuries (including strips) |

### Security 6: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B2148
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2452900.00        | $1239923.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $3043900.00        | $800092.16         | U.S. Treasuries (including strips) |

### Security 7: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B22Y1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2046-02-15      | 0.0000%  | N/A     | $38112788.00       | $13669608.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $382000.00         | $156750.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $41488220.00       | $28552027.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $71209040.00       | $23493286.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $133007200.00      | $36672213.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $22814720.00       | $6031573.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $2048560.00        | $828665.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $9150857.00        | $3002643.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $42860020.00       | $16238375.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $345487360.00      | $98927196.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $90114621.00       | $47537895.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $41399746.00       | $31078044.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $28124000.00       | $18968934.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $103264289.00      | $70170459.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $19575669.00       | $10964488.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $4006027.00        | $1707837.52        | U.S. Treasuries (including strips) |

### Security 8: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYJ5B2163
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-03-31      | 0.6250%  | N/A     | $1046500.00        | $1020023.04        | U.S. Treasuries (including strips) |

### Security 9: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYJ5B2171
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $1000.00           | $994.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $1203800.00        | $1203430.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $877500.00         | $836206.89         | U.S. Treasuries (including strips) |

### Security 10: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ1LMJM3
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $300.00            | $396.46            | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | N/A     | $61225900.00       | $44711667.79       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $200.00            | $249.50            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $12900.00          | $8723.05           | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $526900.00         | $326319.41         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | N/A     | $300.00            | $327.77            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $200.00            | $277.39            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $36139900.00       | $44064422.09       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $572200.00         | $662378.56         | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $16744500.00       | $18961552.33       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $79141800.00       | $80064510.60       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $1000.00           | $1363.42           | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $3368600.00        | $3584305.02        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $56400.00          | $56459.08          | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | N/A     | $3137100.00        | $3063097.55        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $100.00            | $91.51             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $344200.00         | $343972.12         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $100.00            | $94.68             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $15772700.00       | $13495775.03       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | N/A     | $24999900.00       | $11769591.51       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $7170000.00        | $4500594.58        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $1767000.00        | $1102238.64        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $806100.00         | $539975.99         | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | N/A     | $6800.00           | $10844.17          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $1381800.00        | $886297.71         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $70407500.00       | $34408447.50       | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $206949600.00      | $243858901.01      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $55.51             | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | N/A     | $35694000.00       | $37803992.53       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | N/A     | $7504100.00        | $7701156.76        | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $96856900.00       | $100683999.49      | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $118086500.00      | $114286308.27      | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $23489600.00       | $21951805.00       | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | N/A     | $80667300.00       | $128559726.15      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $14797900.00       | $10732132.26       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $1471400.00        | $960844.70         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $1324800.00        | $824889.28         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $60.23             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $86200.00          | $129784.29         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $122413700.00      | $179915125.09      | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $79185800.00       | $75545186.13       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | N/A     | $1250700.00        | $1334052.24        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $300.00            | $189.63            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $22138800.00       | $13730584.11       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $395893300.00      | $659442189.66      | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $12670400.00       | $12395002.82       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $5000.00           | $5542.48           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $10846800.00       | $7652555.70        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $2762200.00        | $1896655.65        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $3110000.00        | $3117306.59        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $457200.00         | $457027.21         | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $62174000.00       | $53538692.34       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $300.00            | $299.58            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $10081700.00       | $8465078.24        | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $81572900.00       | $166609144.72      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $453000.00         | $363753.67         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $42127500.00       | $89817090.72       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | N/A     | $6400.00           | $6423.21           | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | N/A     | $13600000.00       | $29261241.32       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $24999900.00       | $19020906.52       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $100.00            | $75.05             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $11719000.00       | $8661816.56        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $3200.00           | $3072.07           | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $43243500.00       | $39381158.30       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $1000.00           | $1015.08           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $3000.00           | $3025.92           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $500.00            | $496.72            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $17680000.00       | $17847556.78       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $65700.00          | $64402.43          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $124200.00         | $119689.93         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $81847700.00       | $79865773.77       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $14248500.00       | $13793080.92       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $300.00            | $305.26            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $1505200.00        | $1448545.04        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $521700.00         | $492557.58         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $1282200.00        | $1224960.71        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $800.00            | $804.28            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $200.00            | $203.96            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $300.00            | $304.82            | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $200.00            | $201.90            | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $55751200.00       | $55873244.25       | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $57700.00          | $59424.38          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $66200.00          | $68374.02          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $29200.00          | $31472.45          | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $74911000.00       | $78426484.25       | U.S. Treasuries (including strips) |
| BILL 09/24/26    | 2026-09-24      | 0.0000%  | N/A     | $100.00            | $98.81             | U.S. Treasuries (including strips) |

### Security 11: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ5B21Q9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $100.00            | $124.75            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $100.00            | $61.93             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | N/A     | $900.00            | $1068.67           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $200.00            | $277.39            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $2800.00           | $3413.97           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | N/A     | $100.00            | $114.60            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $18912800.00       | $21416945.68       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $100.00            | $101.17            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $7200.00           | $9397.60           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $69100.00          | $69172.38          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $2000.00           | $1983.61           | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $19942300.00       | $17063457.39       | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | N/A     | $200.00            | $213.63            | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | N/A     | $100.00            | $107.09            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $48.87             | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $447800.00         | $527664.78         | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | N/A     | $100.00            | $106.37            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $4000.00           | $3968.60           | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $60803500.00       | $33750377.80       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36  | 2036-01-15      | 1.8750%  | N/A     | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $2746700.00        | $2855230.15        | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $245200.00         | $237309.11         | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $1433900.00        | $1340026.79        | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | N/A     | $11900.00          | $18965.07          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $65.30             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $51100.00          | $76937.09          | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $5307500.00        | $7800593.61        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $100.00            | $95.40             | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | N/A     | $900.00            | $979.56            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $6707400.00        | $11172562.26       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $100.00            | $96.52             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | N/A     | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $24000.00          | $21466.82          | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $86.11             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $200.00            | $199.72            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | N/A     | $22400.00          | $22346.11          | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $141700.00         | $289416.16         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | N/A     | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | N/A     | $600000.00         | $1290937.12        | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $3364400.00        | $2663842.11        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $1403800.00        | $1351459.10        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $300.00            | $302.59            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $200.00            | $201.84            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $4100.00           | $4207.35           | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $2100.00           | $2203.34           | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $1000.00           | $981.61            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.7870%  | N/A     | $100.00            | $100.40            | U.S. Treasuries (including strips) |

### Security 12: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDXTCQM5
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $4693700.00        | $5722903.99        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $983804100.00      | $853048974.49      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $1111200.00        | $1105856.17        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $112100.00         | $112218.72         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $3885900.00        | $3842414.79        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $2200.00           | $2213.57           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $291095700.00      | $291868330.71      | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $17163200.00       | $17297084.53       | U.S. Treasuries (including strips) |

### Security 13: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ2D35U9
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE B 27 | 2027-02-15      | 2.2500%  | N/A     | $109500.00         | $108973.41         | U.S. Treasuries (including strips) |
| 5 BOND 56       | 2056-05-15      | 5.0000%  | N/A     | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| BILL 06/02/26   | 2026-06-02      | 0.0000%  | N/A     | $200.00            | $199.92            | U.S. Treasuries (including strips) |
| BILL 06/04/26   | 2026-06-04      | 0.0000%  | N/A     | $10500.00          | $10493.70          | U.S. Treasuries (including strips) |
| BILL 06/09/26   | 2026-06-09      | 0.0000%  | N/A     | $536600.00         | $536004.37         | U.S. Treasuries (including strips) |
| BILL 06/11/26   | 2026-06-11      | 0.0000%  | N/A     | $27367500.00       | $27331840.15       | U.S. Treasuries (including strips) |
| BILL 06/16/26   | 2026-06-16      | 0.0000%  | N/A     | $181774300.00      | $181445106.74      | U.S. Treasuries (including strips) |
| BILL 06/18/26   | 2026-06-18      | 0.0000%  | N/A     | $363380600.00      | $362649478.23      | U.S. Treasuries (including strips) |
| BILL 06/23/26   | 2026-06-23      | 0.0000%  | N/A     | $91146600.00       | $90917822.03       | U.S. Treasuries (including strips) |

### Security 14: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21D8
- **C.18 - Value (incl. sponsor support):** $137000000.00
- **C.18.a - Value (excl. sponsor support):** $137000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $139792900.00      | $139740068.98      | U.S. Treasuries (including strips) |

### Security 15: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21G1
- **C.18 - Value (incl. sponsor support):** $167000000.00
- **C.18.a - Value (excl. sponsor support):** $167000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $171263900.00      | $170340015.03      | U.S. Treasuries (including strips) |

### Security 16: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21T3
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN D 26 | 2026-07-15      | 0.1250%  | N/A     | $283144338.40      | $392700036.66      | U.S. Treasuries (including strips) |

### Security 17: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B2197
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $2512500.00        | $2437338.61        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $10403125.00       | $10080134.26       | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $520.83            | $688.29            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $24639322.92       | $30738113.16       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $5416.67           | $3662.78           | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $208.33            | $129.03            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | N/A     | $39166.67          | $42792.18          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | N/A     | $30467500.00       | $36925166.82       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $51747812.50       | $71770348.58       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $4755572.92        | $5798344.00        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | N/A     | $52.08             | $59.69             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $520.83            | $494.77            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $104.17            | $135.96            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $46145885.42       | $61966472.92       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $677.08            | $587.83            | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | N/A     | $52.08             | $43.32             | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | N/A     | $16976927.08       | $16576450.80       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $1927.08           | $1648.89           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $104.17            | $99.29             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $520.83            | $496.32            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $4272447.92        | $2681806.96        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | N/A     | $1614.58           | $1625.09           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $248475000.00      | $121430799.16      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | N/A     | $17287135.42       | $18310760.44       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $4775208.33        | $3312891.24        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $52.08             | $28.91             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $52.08             | $28.36             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $7968645.83        | $7991690.19        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | N/A     | $468.75            | $481.06            | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $43096354.17       | $44799217.21       | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $28279687.50       | $27369606.89       | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $44443906.25       | $41534294.47       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $52.08             | $36.58             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $1236145.83        | $853942.22         | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-05-15      | 0.0000%  | N/A     | $104.17            | $37.66             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $2760.42           | $1802.59           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $27993333.33       | $16859459.03       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $520.83            | $518.33            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $104.17            | $101.69            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | N/A     | $52.08             | $49.66             | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | N/A     | $52.08             | $56.69             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $937.50            | $708.67            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $104.17            | $72.94             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $208.33            | $205.60            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $52.08             | $38.10             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $156.25            | $149.03            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $156.25            | $152.85            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  | N/A     | $52.08             | $49.65             | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $52.08             | $57.73             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $52.08             | $50.49             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46    | 2046-11-15      | 0.0000%  | N/A     | $208.33            | $73.33             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | N/A     | $52.08             | $47.64             | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $1979.17           | $1152.77           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $208.33            | $205.65            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $156.25            | $156.61            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $50749635.42       | $48938917.03       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $21917604.17       | $22020881.59       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $29274062.50       | $29262999.15       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $208.33            | $206.10            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $52.08             | $46.59             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $885.42            | $892.18            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | N/A     | $52.08             | $50.93             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $1875.00           | $1825.99           | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 41    | 2041-08-15      | 0.0000%  | N/A     | $468.75            | $223.06            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $29874687.50       | $28252042.88       | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 48    | 2048-11-15      | 0.0000%  | N/A     | $364.58            | $115.64            | U.S. Treasuries (including strips) |
| 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | N/A     | $52.08             | $38.62             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $52.08             | $41.82             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $31185625.00       | $30731642.73       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $156.25            | $156.47            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $625.00            | $628.03            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $52.08             | $51.47             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $520.83            | $520.17            | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 43    | 2043-08-15      | 0.0000%  | N/A     | $104.17            | $43.84             | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53    | 2053-05-15      | 0.0000%  | N/A     | $52.08             | $13.21             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $520.83            | $522.21            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $1041.67           | $1056.70           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $52.08             | $52.65             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $208.33            | $209.03            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $4843.75           | $4809.14           | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $520.83            | $390.90            | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $156.25            | $114.33            | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-02-15      | 0.0000%  | N/A     | $260.42            | $85.74             | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $104.17            | $104.98            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $44517708.33       | $42128391.64       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $22613541.67       | $20292364.31       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $56278645.83       | $57115679.35       | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 39    | 2039-05-15      | 0.0000%  | N/A     | $156.25            | $85.30             | U.S. Treasuries (including strips) |
| 4 1/4 TPRN E 35  | 2035-08-15      | 0.0000%  | N/A     | $3489.58           | $2320.22           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $1666.67           | $1681.07           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $520.83            | $522.61            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $520.83            | $523.11            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $16199166.67       | $16220640.13       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $104.17            | $105.31            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $52.08             | $52.56             | U.S. Treasuries (including strips) |
| 4 1/8 TPRN 53    | 2053-08-15      | 0.0000%  | N/A     | $52.08             | $13.10             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $312.50            | $315.46            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $2085677.08        | $2006696.80        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $67532500.00       | $64028117.31       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $204772395.83      | $210251613.02      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $42199687.50       | $42319298.39       | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39    | 2039-11-15      | 0.0000%  | N/A     | $3281.25           | $1731.15           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $35886875.00       | $34536111.36       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $27437343.75       | $26346339.23       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $3997343.75        | $3823273.46        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $2105052.08        | $2147371.21        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $52.08             | $52.54             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $520.83            | $531.15            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $3334218.75        | $3477356.36        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | N/A     | $208.33            | $108.30            | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55    | 2055-02-15      | 0.0000%  | N/A     | $260.42            | $61.52             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $52.08             | $53.80             | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $36458020.83       | $32803058.28       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $52.08             | $44.29             | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $1145.83           | $1158.53           | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $25978697.92       | $26372956.34       | U.S. Treasuries (including strips) |
| 4 TPRN F 35      | 2035-11-15      | 0.0000%  | N/A     | $104.17            | $68.40             | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $572.92            | $590.04            | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $364.58            | $389.26            | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | N/A     | $49010.42          | $40363.17          | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $52.08             | $52.85             | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | N/A     | $468.75            | $398.31            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $156.25            | $161.38            | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $364.58            | $373.80            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $104.17            | $109.06            | U.S. Treasuries (including strips) |
| BILL 06/16/26    | 2026-06-16      | 0.0000%  | N/A     | $364.58            | $363.92            | U.S. Treasuries (including strips) |
| BILL 06/18/26    | 2026-06-18      | 0.0000%  | N/A     | $52.08             | $51.98             | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | N/A     | $625.00            | $621.10            | U.S. Treasuries (including strips) |
| BILL 08/04/26    | 2026-08-04      | 0.0000%  | N/A     | $520677.08         | $517183.34         | U.S. Treasuries (including strips) |
| TINT 02/15/28    | 2028-02-15      | 0.0000%  | N/A     | $0.79              | $0.73              | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | N/A     | $3.48              | $2.86              | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | N/A     | $37.78             | $23.02             | U.S. Treasuries (including strips) |
| TINT 02/15/38    | 2038-02-15      | 0.0000%  | N/A     | $3.00              | $1.72              | U.S. Treasuries (including strips) |
| TINT 02/15/42    | 2042-02-15      | 0.0000%  | N/A     | $0.80              | $0.36              | U.S. Treasuries (including strips) |
| TINT 02/15/44    | 2044-02-15      | 0.0000%  | N/A     | $0.52              | $0.21              | U.S. Treasuries (including strips) |
| TINT 02/15/45    | 2045-02-15      | 0.0000%  | N/A     | $2.19              | $0.83              | U.S. Treasuries (including strips) |
| TINT 02/15/46    | 2046-02-15      | 0.0000%  | N/A     | $0.52              | $0.19              | U.S. Treasuries (including strips) |
| TINT 02/15/47    | 2047-02-15      | 0.0000%  | N/A     | $1.61              | $0.55              | U.S. Treasuries (including strips) |
| TINT 02/15/48    | 2048-02-15      | 0.0000%  | N/A     | $0.17              | $0.05              | U.S. Treasuries (including strips) |
| TINT 02/15/49    | 2049-02-15      | 0.0000%  | N/A     | $3.74              | $1.15              | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | N/A     | $11.85             | $3.13              | U.S. Treasuries (including strips) |
| TINT 02/15/53    | 2053-02-15      | 0.0000%  | N/A     | $17.22             | $4.32              | U.S. Treasuries (including strips) |
| TINT 02/15/54    | 2054-02-15      | 0.0000%  | N/A     | $2.85              | $0.68              | U.S. Treasuries (including strips) |
| TINT 02/15/55    | 2055-02-15      | 0.0000%  | N/A     | $0.52              | $0.12              | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | N/A     | $503.42            | $390.93            | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | N/A     | $0.52              | $0.39              | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | N/A     | $64.85             | $45.71             | U.S. Treasuries (including strips) |
| TINT 05/15/35    | 2035-05-15      | 0.0000%  | N/A     | $7812500.00        | $5232890.63        | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | N/A     | $0.05              | $0.03              | U.S. Treasuries (including strips) |
| TINT 05/15/38    | 2038-05-15      | 0.0000%  | N/A     | $2.59              | $1.47              | U.S. Treasuries (including strips) |
| TINT 05/15/43    | 2043-05-15      | 0.0000%  | N/A     | $103.72            | $43.46             | U.S. Treasuries (including strips) |
| TINT 05/15/45    | 2045-05-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $3.20              | $0.97              | U.S. Treasuries (including strips) |
| TINT 05/15/50    | 2050-05-15      | 0.0000%  | N/A     | $88.78             | $25.47             | U.S. Treasuries (including strips) |
| TINT 05/15/51    | 2051-05-15      | 0.0000%  | N/A     | $17.99             | $4.93              | U.S. Treasuries (including strips) |
| TINT 05/15/54    | 2054-05-15      | 0.0000%  | N/A     | $2.23              | $0.53              | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | N/A     | $0.52              | $0.49              | U.S. Treasuries (including strips) |
| TINT 08/15/36    | 2036-08-15      | 0.0000%  | N/A     | $36.59             | $22.92             | U.S. Treasuries (including strips) |
| TINT 08/15/37    | 2037-08-15      | 0.0000%  | N/A     | $30.27             | $17.93             | U.S. Treasuries (including strips) |
| TINT 08/15/39    | 2039-08-15      | 0.0000%  | N/A     | $46587.16          | $24521.67          | U.S. Treasuries (including strips) |
| TINT 08/15/40    | 2040-08-15      | 0.0000%  | N/A     | $0.52              | $0.26              | U.S. Treasuries (including strips) |
| TINT 08/15/43    | 2043-08-15      | 0.0000%  | N/A     | $1328128.21        | $548247.34         | U.S. Treasuries (including strips) |
| TINT 08/15/44    | 2044-08-15      | 0.0000%  | N/A     | $0.52              | $0.20              | U.S. Treasuries (including strips) |
| TINT 08/15/45    | 2045-08-15      | 0.0000%  | N/A     | $679292.73         | $249555.17         | U.S. Treasuries (including strips) |
| TINT 08/15/46    | 2046-08-15      | 0.0000%  | N/A     | $0.52              | $0.18              | U.S. Treasuries (including strips) |
| TINT 08/15/47    | 2047-08-15      | 0.0000%  | N/A     | $1.52              | $0.51              | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | N/A     | $366109.33         | $115279.04         | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | N/A     | $1.39              | $0.38              | U.S. Treasuries (including strips) |
| TINT 08/15/52    | 2052-08-15      | 0.0000%  | N/A     | $2.98              | $0.77              | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $0.52              | $0.13              | U.S. Treasuries (including strips) |
| TINT 11/15/29    | 2029-11-15      | 0.0000%  | N/A     | $5695.82           | $4936.33           | U.S. Treasuries (including strips) |
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | N/A     | $4.65              | $3.35              | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | N/A     | $5.73              | $3.93              | U.S. Treasuries (including strips) |
| TINT 11/15/37    | 2037-11-15      | 0.0000%  | N/A     | $0.52              | $0.30              | U.S. Treasuries (including strips) |
| TINT 11/15/38    | 2038-11-15      | 0.0000%  | N/A     | $4.15              | $2.28              | U.S. Treasuries (including strips) |
| TINT 11/15/41    | 2041-11-15      | 0.0000%  | N/A     | $7986515.76        | $3664333.22        | U.S. Treasuries (including strips) |
| TINT 11/15/44    | 2044-11-15      | 0.0000%  | N/A     | $15694.07          | $6020.62           | U.S. Treasuries (including strips) |
| TINT 11/15/45    | 2045-11-15      | 0.0000%  | N/A     | $21.33             | $7.73              | U.S. Treasuries (including strips) |
| TINT 11/15/48    | 2048-11-15      | 0.0000%  | N/A     | $2.60              | $0.81              | U.S. Treasuries (including strips) |
| TINT 11/15/51    | 2051-11-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |

### Security 18: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B21A4
- **C.18 - Value (incl. sponsor support):** $277000000.00
- **C.18.a - Value (excl. sponsor support):** $277000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $58985400.00       | $77950500.06       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $1000.00           | $1386.93           | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $3148300.00        | $4292443.71        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $61057600.00       | $81990497.80       | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | N/A     | $100.00            | $129.27            | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $100.00            | $109.83            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $3488700.00        | $4110906.95        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $70.24             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $1003000.00        | $727962.10         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $11073200.00       | $10971035.25       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $200.00            | $170.58            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $104945200.00      | $102494787.56      | U.S. Treasuries (including strips) |

### Security 19: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B21M8
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $5855100.00        | $5587208.73        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | N/A     | $200.00            | $214.14            | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | N/A     | $3300.00           | $3533.81           | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $209800.00         | $247217.67         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $900.00            | $902.60            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $123800.00         | $123829.44         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $44067200.00       | $25666967.42       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $81.68             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $990700.00         | $844985.10         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $300.00            | $301.85            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $800.00            | $815.01            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $3924800.00        | $3983173.64        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $200.00            | $200.77            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $400.00            | $405.48            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $200.00            | $203.31            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $1000.00           | $986.57            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $8267000.00        | $8488205.05        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $3748200.00        | $3834684.96        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $5900.00           | $6054.48           | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $200.00            | $201.01            | U.S. Treasuries (including strips) |
| TINT 11/15/48    | 2048-11-15      | 0.0000%  | N/A     | $544642.51         | $169467.70         | U.S. Treasuries (including strips) |

### Security 20: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ5CVPJ4
- **C.18 - Value (incl. sponsor support):** $384000000.00
- **C.18.a - Value (excl. sponsor support):** $384000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $111807000.00      | $98230038.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $161966500.00      | $89903222.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $117261900.00      | $103250062.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $108456800.00      | $100296722.57      | U.S. Treasuries (including strips) |

### Security 21: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ5CWBL2
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-01-31      | 3.5000%  | N/A     | $130175600.00      | $128936047.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $155145800.00      | $159676139.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $187753500.00      | $184683401.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $123548700.00      | $117759952.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $42184800.00       | $40679670.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $297077800.00      | $294563882.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $98760000.00       | $96720087.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $145591200.00      | $147756581.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $263088400.00      | $274382753.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $84197900.00       | $84841515.72       | U.S. Treasuries (including strips) |

### Security 22: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21N6
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $1000.00           | $642.72            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $1800.00           | $1555.98           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $5795900.00        | $4078402.46        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $149999000.00      | $85501321.15       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $2859900.00        | $2865514.22        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $12000.00          | $10302.37          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | N/A     | $3750900.00        | $2980026.57        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $100.00            | $88.20             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $3200.00           | $3130.12           | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $14300.00          | $14787.13          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $900.00            | $867.70            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $5845000.00        | $5140121.51        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $59033000.00       | $59387291.87       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $10789000.00       | $10320806.28       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $138560000.00      | $139471670.58      | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $1000.00           | $1003.06           | U.S. Treasuries (including strips) |
| 5 BOND 56        | 2056-05-15      | 5.0000%  | N/A     | $46030600.00       | $46276365.38       | U.S. Treasuries (including strips) |
| BILL 08/20/26    | 2026-08-20      | 0.0000%  | N/A     | $450200.00         | $446606.05         | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8100%  | N/A     | $497300.00         | $498945.60         | U.S. Treasuries (including strips) |

### Security 23: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B89Q8
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $249999800.00      | $217053905.09      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $34000.00          | $33787.58          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $51474000.00       | $49096623.24       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $705058900.00      | $443362180.42      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $480117800.00      | $308579919.03      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $12000.00          | $10373.23          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $6310900.00        | $3507736.71        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $400.00            | $402.48            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $594000.00         | $588179.16         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $1999800.00        | $1535495.61        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $9608100.00        | $7346120.26        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $459699100.00      | $427922284.79      | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $2100200.00        | $1225001.73        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $12811500.00       | $12721731.77       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $400.00            | $396.92            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $964000.00         | $968603.17         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $7166800.00        | $5765415.21        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $20186700.00       | $15096116.08       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $20100000.00       | $15650442.24       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $31254100.00       | $26832620.81       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $81695200.00       | $65683449.48       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $48200000.00       | $47983557.38       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | N/A     | $463474000.00      | $463502953.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $92500800.00       | $90480726.13       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $167735000.00      | $166024589.80      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $21299500.00       | $15761883.71       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $1449400.00        | $1062036.13        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $1083500.00        | $1109128.97        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $3770800.00        | $3811237.44        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $332438300.00      | $337070813.26      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $2077000.00        | $1865824.23        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $71774600.00       | $64470855.57       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $1000.00           | $993.13            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $25331000.00       | $22276204.98       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $100000.00         | $100450.97         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $509000000.00      | $510318101.39      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $39062500.00       | $38150280.99       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $7413100.00        | $7513156.13        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $3090800.00        | $2960851.98        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  | N/A     | $34481600.00       | $33407550.93       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | N/A     | $200.00            | $189.21            | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $59495900.00       | $53614714.76       | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $7000.00           | $7033.53           | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $300.00            | $300.23            | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $19600.00          | $19831.39          | U.S. Treasuries (including strips) |
| BILL 07/23/26    | 2026-07-23      | 0.0000%  | N/A     | $113000.00         | $112407.88         | U.S. Treasuries (including strips) |
| BILL 08/18/26    | 2026-08-18      | 0.0000%  | N/A     | $25836400.00       | $25635599.50       | U.S. Treasuries (including strips) |
| BILL 09/01/26    | 2026-09-01      | 0.0000%  | N/A     | $80498000.00       | $79757901.39       | U.S. Treasuries (including strips) |

### Security 24: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21Y2
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | N/A     | $32000000.00       | $32116050.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 3.8750%  | N/A     | $50000000.00       | $49799209.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $17624000.00       | $19355751.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $1900000000.00     | $1758582545.65     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $10363300.00       | $10315095.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $1639054500.00     | $1632689445.64     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $50000000.00       | $67141926.48       | U.S. Treasuries (including strips) |

### Security 25: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ58CTT5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $39370100.00       | $34224226.37       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $255603000.00      | $139334387.93      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $76589300.00       | $53013524.97       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $32181400.00       | $23373704.12       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $50000000.00       | $35068059.78       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $302112000.00      | $207681380.86      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $74.78             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | N/A     | $32675000.00       | $32404603.54       | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $74999500.00       | $55441078.22       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $38000000.00       | $36636288.22       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $103076300.00      | $103747256.13      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $34992000.00       | $35371984.89       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $63849300.00       | $61901985.88       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | N/A     | $47337800.00       | $45302388.31       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $41780100.00       | $39482299.40       | U.S. Treasuries (including strips) |
| BILL 06/02/26    | 2026-06-02      | 0.0000%  | N/A     | $15427000.00       | $15425488.15       | U.S. Treasuries (including strips) |
| BILL 06/23/26    | 2026-06-23      | 0.0000%  | N/A     | $33511200.00       | $33436905.67       | U.S. Treasuries (including strips) |
| BILL 10/22/26    | 2026-10-22      | 0.0000%  | N/A     | $69148600.00       | $68154312.28       | U.S. Treasuries (including strips) |

### Security 26: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ58CTU2
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $200.00            | $203.95            | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | N/A     | $337283000.00      | $336599891.98      | U.S. Treasuries (including strips) |

### Security 27: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ58CTV0
- **C.18 - Value (incl. sponsor support):** $271000000.00
- **C.18.a - Value (excl. sponsor support):** $271000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $261399900.00      | $262349688.68      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | N/A     | $14012000.00       | $14070382.18       | U.S. Treasuries (including strips) |

### Security 28: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ58CTW8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $139227600.00      | $102000032.80      | U.S. Treasuries (including strips) |

### Security 29: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B8J04
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $7000000.00        | $6785488.69        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $32677000.00       | $31167780.97       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $59702800.00       | $52319054.23       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $380300.00         | $360559.93         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $139800.00         | $139434.11         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $171788500.00      | $89017056.83       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $19651700.00       | $10922846.11       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $900.00            | $633.30            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $1400.00           | $969.05            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $14174000.00       | $8549188.90        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $212282000.00      | $155520679.53      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $53900.00          | $53175.61          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $24055000.00       | $22963878.01       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $1000.00           | $996.50            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $1000.00           | $991.41            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $86.23             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $199999000.00      | $201711169.34      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  | N/A     | $9200.00           | $9185.17           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $25668400.00       | $22037122.93       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $109400.00         | $93429.70          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | N/A     | $100.00            | $91.99             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $79231000.00       | $80631018.74       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $2060600.00        | $2089956.51        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $70415000.00       | $71743314.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $5456800.00        | $5515317.83        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $9900.00           | $10035.24          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $600.00            | $607.31            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $340000.00         | $341533.29         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $599200.00         | $602796.15         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $286806800.00      | $287070857.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $1442300.00        | $1468163.83        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $151873000.00      | $146300637.66      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $17398400.00       | $16867773.20       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $2951500.00        | $3004794.43        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $1863900.00        | $1900728.06        | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $1100.00           | $1117.66           | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $32663000.00       | $31649785.22       | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $1806000.00        | $1852798.52        | U.S. Treasuries (including strips) |
| BILL 09/01/26    | 2026-09-01      | 0.0000%  | N/A     | $21268000.00       | $21072462.01       | U.S. Treasuries (including strips) |
| BILL 11/19/26    | 2026-11-19      | 0.0000%  | N/A     | $1243800.00        | $1222346.94        | U.S. Treasuries (including strips) |

### Security 30: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21W6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $700.00            | $648.64            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $108055000.00      | $108059019.29      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $148454200.00      | $146940398.00      | U.S. Treasuries (including strips) |

### Security 31: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5CUH30
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $48.93             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $62500.00          | $32386.14          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $229975200.00      | $159876216.61      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $54.51             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $100.00            | $68.33             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $25100.00          | $16415.30          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $85600.00          | $53349.68          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $370988400.00      | $280964798.43      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $100.00            | $71.04             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $39369800.00       | $28842850.78       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $8303300.00        | $6348501.82        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $274000.00         | $193518.46         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $68.74             | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $206789600.00      | $117872679.15      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $1000.00           | $992.31            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $40283900.00       | $33092273.68       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $10800.00          | $9678.93           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $130828800.00      | $106366034.22      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $13132500.00       | $10225344.91       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $1735700.00        | $1490152.65        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $172677400.00      | $152309787.22      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $30600.00          | $27354.58          | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $9500.00           | $7534.15           | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $30350700.00       | $22969601.10       | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $17481000.00       | $12922292.66       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $82540900.00       | $61081249.19       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $75616400.00       | $55407305.48       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $1800.00           | $1705.44           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $23900.00          | $21470.00          | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $479677600.00      | $437608377.14      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $24568400.00       | $24128062.17       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $83100.00          | $82106.39          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $74120500.00       | $71400949.57       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $16200.00          | $15705.92          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | N/A     | $466200.00         | $446154.52         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $43100.00          | $41559.02          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $312951200.00      | $300954375.63      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $3111800.00        | $2980969.07        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $91400.00          | $86373.23          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $200.00            | $202.36            | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $50009100.00       | $50117412.53       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $4400.00           | $3965.06           | U.S. Treasuries (including strips) |

### Security 32: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2205
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  | N/A     | $600.00            | $310.91            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41 | 2041-02-15      | 1.8750%  | N/A     | $3000.00           | $2085.57           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42 | 2042-02-15      | 2.3750%  | N/A     | $24989300.00       | $18307500.95       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49 | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $63.28             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43 | 2043-02-15      | 3.1250%  | N/A     | $100.00            | $80.45             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43 | 2043-11-15      | 3.7500%  | N/A     | $16299900.00       | $14055870.44       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44 | 2044-08-15      | 4.1250%  | N/A     | $20425500.00       | $18634119.89       | U.S. Treasuries (including strips) |

### Security 33: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2247
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 3.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $367956000.00      | $356680182.47      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $9884900.00        | $9487120.02        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $550811200.00      | $524990284.54      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $153570000.00      | $151987384.79      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $11808900.00       | $10493402.79       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $631120800.00      | $598711230.86      | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $100750800.00      | $94837500.65       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $421515000.00      | $423686851.46      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $1166716800.00     | $1183338530.80     | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $428678400.00      | $438498176.37      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $1144800.00        | $1171127.80        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $2723400.00        | $2765416.75        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $281500700.00      | $283352864.45      | U.S. Treasuries (including strips) |

### Security 34: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22B1
- **C.18 - Value (incl. sponsor support):** $5586000000.00
- **C.18.a - Value (excl. sponsor support):** $5586000000.00
- **C.19 - Percentage of Net Assets:** 4.6200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $170953100.00      | $162510880.56      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $317730800.00      | $277808487.92      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $116647800.00      | $110988808.57      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $10000000.00       | $9505990.28        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $13791700.00       | $12086011.05       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $322295600.00      | $303278019.14      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $281300.00         | $260659.55         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $86100.00          | $85874.66          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $24106100.00       | $23993016.69       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $34060200.00       | $34222840.06       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $40000000.00       | $39202154.35       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $482666000.00      | $486709333.08      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  | N/A     | $44000000.00       | $43929079.17       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $821900.00         | $821852.66         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $1837248000.00     | $1824004008.08     | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $73273400.00       | $72487878.32       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $630078400.00      | $635671974.95      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | N/A     | $88472000.00       | $87739864.87       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $6800.00           | $6804.48           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $50800000.00       | $51770564.03       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $906438400.00      | $923319789.23      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $225000000.00      | $228609499.45      | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $11112400.00       | $11549452.23       | U.S. Treasuries (including strips) |
| BILL 05/13/27    | 2027-05-13      | 0.0000%  | N/A     | $15610000.00       | $15065413.93       | U.S. Treasuries (including strips) |
| BILL 07/07/26    | 2026-07-07      | 0.0000%  | N/A     | $318259200.00      | $317107101.70      | U.S. Treasuries (including strips) |
| BILL 08/04/26    | 2026-08-04      | 0.0000%  | N/A     | $6000.00           | $5961.63           | U.S. Treasuries (including strips) |
| BILL 08/06/26    | 2026-08-06      | 0.0000%  | N/A     | $6163900.00        | $6123230.59        | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $19144500.00       | $18855456.34       | U.S. Treasuries (including strips) |

### Security 35: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B8B36
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 4.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $40217900.00       | $39023710.77       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $1000.00           | $969.36            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $55498800.00       | $53627769.57       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $90277000.00       | $86644147.54       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $219999600.00      | $218764794.85      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $137985400.00      | $131171232.69      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $179701400.00      | $172706231.11      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $700.00            | $682.44            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $400.00            | $381.90            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $317498400.00      | $302095445.76      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $73150000.00       | $73242645.89       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $19661100.00       | $17091293.57       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $24335600.00       | $24322652.39       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $1400.00           | $1386.71           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $7067000.00        | $6740603.73        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $3400.00           | $3365.44           | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $22312900.00       | $20675685.63       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $27157600.00       | $25747941.86       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $26360700.00       | $24576545.05       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $4800.00           | $4778.98           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $4800.00           | $4763.08           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $115200.00         | $114910.93         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $13783500.00       | $12240105.61       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $400.00            | $402.48            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $15770200.00       | $15615661.47       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $159900.00         | $159149.90         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $27021700.00       | $26662255.56       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $85784800.00       | $83778463.23       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $70468900.00       | $70153276.03       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $44446000.00       | $43428848.89       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $1300100.00        | $1289766.96        | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $20670300.00       | $20518908.03       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | N/A     | $238781600.00      | $237854545.61      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $175755400.00      | $174523908.66      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $179415400.00      | $178035094.58      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $66474900.00       | $66677607.54       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $5459800.00        | $5271931.36        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $32000000.00       | $32152802.45       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $120199200.00      | $120200170.79      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $28600500.00       | $28354960.13       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $41412800.00       | $41759718.46       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $4580900.00        | $4565850.05        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $2771300.00        | $2786877.36        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $5982300.00        | $5833688.68        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $103058400.00      | $102068313.42      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $20201900.00       | $19131845.10       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $222367200.00      | $220095605.45      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $70475100.00       | $69525700.27       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $201908000.00      | $198472870.06      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $8878800.00        | $8924547.92        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $52784600.00       | $51736222.85       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $9489800.00        | $9483010.80        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | N/A     | $101478600.00      | $101484939.36      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $23683900.00       | $23769954.74       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $21089900.00       | $21228219.90       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | N/A     | $3219100.00        | $3232512.65        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $41840300.00       | $42629579.10       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $10396300.00       | $10290287.91       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $98138600.00       | $99363770.91       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | N/A     | $76486400.00       | $76107454.61       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $23891400.00       | $23907148.59       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $926100.00         | $948005.85         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $98705400.00       | $99763900.53       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $16417400.00       | $16646175.76       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $338456800.00      | $349986364.55      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $3464200.00        | $3520675.26        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $90868700.00       | $91958368.81       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $32629000.00       | $33393382.73       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $78105000.00       | $77568406.76       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $48163400.00       | $49232198.53       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $2515400.00        | $2554801.56        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $18685000.00       | $18852297.83       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $89400.00          | $90488.83          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  | N/A     | $332400.00         | $328289.50         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $20730700.00       | $20824188.81       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $89879100.00       | $90464151.39       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | N/A     | $147400.00         | $146545.47         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $83700.00          | $84542.89          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $24930100.00       | $25377155.32       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $75170100.00       | $75814803.14       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 36  | 2036-05-15      | 4.3750%  | N/A     | $36854100.00       | $36731095.84       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $9492000.00        | $9727294.35        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $442300.00         | $454407.79         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $338934400.00      | $346693188.66      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $4070100.00        | $4207883.92        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $13006600.00       | $13248833.20       | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $78120000.00       | $75696697.22       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $57799700.00       | $58179999.41       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $320914400.00      | $318448228.65      | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $527500.00         | $530026.77         | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $260181600.00      | $263253219.16      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $74431100.00       | $75166450.14       | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $182200.00         | $184961.94         | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8100%  | N/A     | $45000.00          | $45148.91          | U.S. Treasuries (including strips) |

### Security 36: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22N5
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $691148000.00      | $670625757.46      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $407752000.00      | $405463385.53      | U.S. Treasuries (including strips) |
| BILL 08/27/26    | 2026-08-27      | 0.0000%  | N/A     | $149205900.00      | $147910941.99      | U.S. Treasuries (including strips) |

### Security 37: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B21Z9
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 4.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-08-31      | 1.3750%  | N/A     | $75552900.00       | $75355160.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $19479200.00       | $19784324.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $68400.00          | $68810.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $1500000.00        | $1502875.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $2409100.00        | $2300243.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $9044500.00        | $9213772.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $62985000.00       | $60450409.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $10000.00          | $10154.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $31010000.00       | $30300333.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $554400.00         | $529252.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $100000.00         | $95062.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $920000.00         | $938177.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $411100.00         | $416956.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $74839900.00       | $73341436.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $31200.00          | $29658.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $5700000.00        | $5623395.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $16095000.00       | $15300176.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $860000.00         | $885419.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $1875000.00        | $1860090.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $26478000.00       | $25583563.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $210653100.00      | $213588541.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $450985700.00      | $450838716.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $38264000.00       | $37781283.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $27831000.00       | $28266564.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $50000000.00       | $47065383.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $116906500.00      | $109973363.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $800000.00         | $801013.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $500000.00         | $505891.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $347756800.00      | $345367657.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $246947700.00      | $235496813.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $1877300.00        | $1833393.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $259700.00         | $264878.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $16367600.00       | $15573550.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $439214300.00      | $418928760.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $500000.00         | $497810.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $35049400.00       | $30432785.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $1000.00           | $974.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $1800000.00        | $1805527.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $1100000.00        | $1093127.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $1100.00           | $1130.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $44589000.00       | $45115403.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $4000.00           | $3763.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $1025000.00        | $1020409.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $947100.00         | $918076.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $6527700.00        | $6307631.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $1000.00           | $1013.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $135904000.00      | $136646535.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $321739600.00      | $305039197.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $16941000.00       | $17002239.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $868000.00         | $816219.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $8993400.00        | $9137674.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $1400000.00        | $1406313.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $1407000.00        | $1393165.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $31000.00          | $31306.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $2100000.00        | $2088213.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $51782700.00       | $53366138.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $5132400.00        | $5187439.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $16120000.00       | $15656387.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $44777000.00       | $45802710.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $812000.00         | $809962.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $1170000.00        | $1158892.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $58800.00          | $60177.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $5063000.00        | $5029898.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $52932700.00       | $52661223.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $425475300.00      | $425508717.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $4956200.00        | $4932950.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $6489400.00        | $6534987.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $323649300.00      | $318898954.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $178997600.00      | $172838393.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $333303000.00      | $336161603.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $186300.00         | $190584.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2000000.00        | $1984617.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $2118000.00        | $2156244.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $252536100.00      | $258317083.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $2527400.00        | $2493780.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $185697200.00      | $183978915.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $2011000.00        | $2032382.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $10226500.00       | $10122543.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $93313800.00       | $91350726.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $2878800.00        | $2902396.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $38624900.00       | $38790268.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $260248800.00      | $268497545.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $1915100.00        | $1940948.50        | U.S. Treasuries (including strips) |

### Security 38: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5CTGX8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $3137500.00        | $3041352.97        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $6454700.00        | $6237092.77        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $86.83             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $15283300.00       | $14577425.92       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $10158700.00       | $9657155.37        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $58932700.00       | $56021367.32       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $3262100.00        | $3068641.25        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $9557600.00        | $9061497.67        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $5323300.00        | $4727228.51        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $18539500.00       | $18115221.71       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $80900.00          | $78573.31          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $1500.00           | $1449.33           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $4078700.00        | $3796758.84        | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $3858400.00        | $2199336.65        | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $1493300.00        | $1482362.88        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $5870000.00        | $5804687.57        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $17437500.00       | $17287796.27       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $29892900.00       | $29328078.20       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $200.00            | $201.27            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $3800.00           | $3762.63           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $1589500.00        | $1557795.61        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  | N/A     | $13481100.00       | $13459370.66       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $37023500.00       | $37231607.47       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $1200.00           | $1199.61           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $11089000.00       | $10501637.49       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $1798700.00        | $1446166.00        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $42248400.00       | $42058683.10       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $200.00            | $197.96            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $52185500.00       | $51626049.48       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $5538800.00        | $5602340.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $118449900.00      | $116711357.81      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $3130300.00        | $3061939.11        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $51019900.00       | $51656836.92       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $200.00            | $151.36            | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $19612400.00       | $14443079.55       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $5430200.00        | $5433779.45        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $13933300.00       | $14031180.83       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $36339800.00       | $32641881.63       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $300.00            | $297.94            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $13362100.00       | $13567088.27       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $8871900.00        | $9010434.91        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $15139000.00       | $15061356.51       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $50255400.00       | $50582528.24       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $2532100.00        | $2538657.10        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $113288400.00      | $115061403.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $58297600.00       | $58884675.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $7532300.00        | $7667371.85        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  | N/A     | $6606600.00        | $6459518.54        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $3175000.00        | $3223984.06        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $48323300.00       | $49854936.73       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $12626500.00       | $13182430.64       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $15759800.00       | $16061327.54       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $15402300.00       | $15689150.40       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $37000000.00       | $37274527.94       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $487900.00         | $491110.19         | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $100600.00         | $99826.91          | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $7857000.00        | $7934624.09        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $14229600.00       | $14457874.37       | U.S. Treasuries (including strips) |
| BILL 04/15/27    | 2027-04-15      | 0.0000%  | N/A     | $1300.00           | $1258.35           | U.S. Treasuries (including strips) |
| BILL 06/25/26    | 2026-06-25      | 0.0000%  | N/A     | $100.00            | $99.76             | U.S. Treasuries (including strips) |

### Security 39: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ4R5JE6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2035-02-15      | 4.6250%  | N/A     | $694256100.00      | $715485431.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $308795300.00      | $304514651.31      | U.S. Treasuries (including strips) |

### Security 40: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ4Y6436
- **C.18 - Value (incl. sponsor support):** $767800000.00
- **C.18.a - Value (excl. sponsor support):** $767800000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** 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 | 2034-02-15      | 4.0000%  | N/A     | $302702400.00      | $299776241.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $481638800.00      | $483379847.09      | U.S. Treasuries (including strips) |

### Security 41: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2270
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2033-05-15      | 3.3750%  | N/A     | $98844400.00       | $93608806.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $199466400.00      | $202191286.24      | U.S. Treasuries (including strips) |

### Security 42: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ5B22K1
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 TPRN 40    | 2040-05-15      | 0.0000%  | N/A     | $11250000.00       | $5760855.00        | U.S. Treasuries (including strips) |
| 1 1/8 TPRN 40    | 2040-08-15      | 0.0000%  | N/A     | $3205000.00        | $1615781.52        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $40983100.00       | $35427271.04       | U.S. Treasuries (including strips) |
| 1 5/8 TPRN 50    | 2050-11-15      | 0.0000%  | N/A     | $163314200.00      | $46763551.34       | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | N/A     | $698000.00         | $652094.63         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  | N/A     | $3800000.00        | $2957342.40        | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 41    | 2041-11-15      | 0.0000%  | N/A     | $1928500.00        | $904561.00         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43    | 2043-02-15      | 0.0000%  | N/A     | $11655000.00       | $5062722.21        | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | N/A     | $126000.00         | $114173.14         | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 40    | 2040-08-15      | 0.0000%  | N/A     | $5983500.00        | $3024617.37        | U.S. Treasuries (including strips) |
| 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  | N/A     | $5135000.00        | $3590458.75        | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-05-15      | 0.0000%  | N/A     | $79015000.00       | $30220867.05       | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-08-15      | 0.0000%  | N/A     | $16635200.00       | $5347335.13        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 39    | 2039-08-15      | 0.0000%  | N/A     | $19805100.00       | $10631397.49       | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 44    | 2044-02-15      | 0.0000%  | N/A     | $1480000.00        | $607306.16         | U.S. Treasuries (including strips) |
| 4 1/4 TPRN C 35  | 2035-05-15      | 0.0000%  | N/A     | $456000.00         | $307560.60         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | N/A     | $408200.00         | $415839.66         | U.S. Treasuries (including strips) |
| 4 1/8 TPRN 53    | 2053-08-15      | 0.0000%  | N/A     | $47999700.00       | $12086612.46       | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | N/A     | $1034000.00        | $786902.95         | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 56    | 2056-02-15      | 0.0000%  | N/A     | $380000.00         | $86355.38          | U.S. Treasuries (including strips) |
| 4 TPRN 52        | 2052-11-15      | 0.0000%  | N/A     | $51243000.00       | $13321745.20       | U.S. Treasuries (including strips) |
| 5 TPRN 37        | 2037-05-15      | 0.0000%  | N/A     | $1500400.00        | $925233.66         | U.S. Treasuries (including strips) |
| 5 TPRN 56        | 2056-05-15      | 0.0000%  | N/A     | $300000.00         | $67434.00          | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | N/A     | $1928000.00        | $1640608.46        | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | N/A     | $33963417.60       | $27942688.60       | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | N/A     | $66955182.08       | $47851529.53       | U.S. Treasuries (including strips) |
| TINT 02/15/35    | 2035-02-15      | 0.0000%  | N/A     | $45966376.96       | $31235210.37       | U.S. Treasuries (including strips) |
| TINT 02/15/54    | 2054-02-15      | 0.0000%  | N/A     | $16796813.66       | $4031957.54        | U.S. Treasuries (including strips) |
| TINT 05/15/39    | 2039-05-15      | 0.0000%  | N/A     | $43109171.20       | $23089875.62       | U.S. Treasuries (including strips) |
| TINT 05/15/51    | 2051-05-15      | 0.0000%  | N/A     | $36236574.72       | $9934039.54        | U.S. Treasuries (including strips) |
| TINT 05/15/54    | 2054-05-15      | 0.0000%  | N/A     | $2414840.32        | $574166.92         | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | N/A     | $626715.52         | $616278.83         | U.S. Treasuries (including strips) |
| TINT 11/15/39    | 2039-11-15      | 0.0000%  | N/A     | $55266099.20       | $28723836.60       | U.S. Treasuries (including strips) |
| TINT 11/15/53    | 2053-11-15      | 0.0000%  | N/A     | $2804592.64        | $681790.86         | U.S. Treasuries (including strips) |

### Security 43: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ5B22M7
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $3266000.00        | $3303282.31        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $1400.00           | $1878.14           | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $100100.00         | $106488.84         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $5300400.00        | $4536382.41        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $86.83             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $300.00            | $286.14            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| 1 1/8 TPRN H 27  | 2027-02-28      | 0.0000%  | N/A     | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | N/A     | $2848400.00        | $2963963.07        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36  | 2036-01-15      | 1.8750%  | N/A     | $6000.00           | $6041.14           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $43749900.00       | $30282773.39       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $295800.00         | $434648.68         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $3262300.00        | $2390005.34        | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 51    | 2051-05-15      | 0.0000%  | N/A     | $100.00            | $27.90             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  | N/A     | $3087000.00        | $2943798.42        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $19683200.00       | $15049297.40       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43    | 2043-05-15      | 0.0000%  | N/A     | $400.00            | $171.36            | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45    | 2045-08-15      | 0.0000%  | N/A     | $200.00            | $75.44             | U.S. Treasuries (including strips) |
| 3 1/2 TPRN 39    | 2039-02-15      | 0.0000%  | N/A     | $200.00            | $111.62            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  | N/A     | $500.00            | $499.19            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $13468000.00       | $11327152.32       | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $5596600.00        | $11424324.76       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  | N/A     | $3800.00           | $3787.96           | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $763700.00         | $574068.18         | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $8160600.00        | $6032473.06        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $1000.00           | $993.13            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $5567000.00        | $5643050.11        | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 53    | 2053-11-15      | 0.0000%  | N/A     | $800.00            | $199.48            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $1939700.00        | $1870348.96        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $95739200.00       | $91713989.99       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $5633900.00        | $5324049.65        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $200.00            | $193.80            | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | N/A     | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $196300.00         | $209755.09         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $474700.00         | $511939.50         | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $627600.00         | $652283.59         | U.S. Treasuries (including strips) |
| TINT 01/31/27    | 2027-01-31      | 0.0000%  | N/A     | $192.55            | $187.78            | U.S. Treasuries (including strips) |
| TINT 02/15/30    | 2030-02-15      | 0.0000%  | N/A     | $245.76            | $210.95            | U.S. Treasuries (including strips) |
| TINT 02/15/36    | 2036-02-15      | 0.0000%  | N/A     | $4920791.04        | $3174126.74        | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | N/A     | $163.84            | $100.04            | U.S. Treasuries (including strips) |
| TINT 02/15/44    | 2044-02-15      | 0.0000%  | N/A     | $163.84            | $65.82             | U.S. Treasuries (including strips) |
| TINT 02/15/48    | 2048-02-15      | 0.0000%  | N/A     | $102.40            | $33.13             | U.S. Treasuries (including strips) |
| TINT 02/15/50    | 2050-02-15      | 0.0000%  | N/A     | $663892.48         | $193982.08         | U.S. Treasuries (including strips) |
| TINT 02/15/51    | 2051-02-15      | 0.0000%  | N/A     | $1966.08           | $545.68            | U.S. Treasuries (including strips) |
| TINT 02/15/54    | 2054-02-15      | 0.0000%  | N/A     | $7434.24           | $1784.54           | U.S. Treasuries (including strips) |
| TINT 02/28/27    | 2027-02-28      | 0.0000%  | N/A     | $2.76              | $2.68              | U.S. Treasuries (including strips) |
| TINT 04/30/27    | 2027-04-30      | 0.0000%  | N/A     | $2.76              | $2.66              | U.S. Treasuries (including strips) |
| TINT 04/30/30    | 2030-04-30      | 0.0000%  | N/A     | $5.90              | $5.02              | U.S. Treasuries (including strips) |
| TINT 05/15/43    | 2043-05-15      | 0.0000%  | N/A     | $122.88            | $51.64             | U.S. Treasuries (including strips) |
| TINT 05/15/45    | 2045-05-15      | 0.0000%  | N/A     | $81.92             | $30.60             | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $81.92             | $24.90             | U.S. Treasuries (including strips) |
| TINT 05/15/55    | 2055-05-15      | 0.0000%  | N/A     | $2091980.80        | $487216.05         | U.S. Treasuries (including strips) |
| TINT 07/31/26    | 2026-07-31      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | N/A     | $102.40            | $101.64            | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | N/A     | $327.68            | $312.79            | U.S. Treasuries (including strips) |
| TINT 08/15/37    | 2037-08-15      | 0.0000%  | N/A     | $39052328.96       | $23186344.01       | U.S. Treasuries (including strips) |
| TINT 10/31/27    | 2027-10-31      | 0.0000%  | N/A     | $24374.90          | $23064.99          | U.S. Treasuries (including strips) |
| TINT 10/31/28    | 2028-10-31      | 0.0000%  | N/A     | $24375.00          | $22120.07          | U.S. Treasuries (including strips) |
| TINT 10/31/30    | 2030-10-31      | 0.0000%  | N/A     | $3.60              | $3.00              | U.S. Treasuries (including strips) |
| TINT 11/15/29    | 2029-11-15      | 0.0000%  | N/A     | $64.00             | $55.53             | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | N/A     | $512.00            | $352.36            | U.S. Treasuries (including strips) |
| TINT 11/15/37    | 2037-11-15      | 0.0000%  | N/A     | $102.40            | $59.86             | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.7880%  | N/A     | $200.00            | $200.82            | U.S. Treasuries (including strips) |

### Security 44: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **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 | 2029-01-31      | 4.0000%  | N/A     | $68259000.00       | $69064843.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $1980848000.00     | $1970935179.92     | U.S. Treasuries (including strips) |

### Security 45: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDZ0X2C3
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **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 | 2030-05-31      | 4.0000%  | N/A     | $45625600.00       | $46357535.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $1046116000.00     | $610177084.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $633276500.00      | $618465415.45      | U.S. Treasuries (including strips) |

### Security 46: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22P0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-06-30      | 4.2500%  | N/A     | $4892800.00        | $5004879.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $3000.00           | $3631.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $67200.00          | $91546.36          | U.S. Treasuries (including strips) |

### Security 47: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22Q8
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $200.00            | $194.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $19251.20          | $17983.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $104247200.00      | $137681758.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $64.95             | $63.87             | U.S. Treasuries (including strips) |

### Security 48: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ3H2NN1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $35416300.00       | $11821465.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $12848600.00       | $12843568.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $13568100.00       | $6387665.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $33132000.00       | $10508940.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $300.00            | $302.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $6001000.00        | $6047811.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $1300.00           | $1343.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $7046500.00        | $6973283.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | N/A     | $73025100.00       | $70656676.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $85674200.00       | $62999315.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $14839000.00       | $11921245.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $900.00            | $906.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $36014200.00       | $24729033.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $1000000.00        | $1098261.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $27192000.00       | $26178142.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $31744700.00       | $32243412.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $700.00            | $710.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | N/A     | $987000.00         | $990579.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $52968000.00       | $27945281.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $74900.00          | $76628.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $1000.00           | $1017.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $6687100.00        | $6946413.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $400.00            | $394.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $6300300.00        | $6331036.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $31988100.00       | $30237695.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $123845400.00      | $108806590.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $60478600.00       | $44252307.23       | U.S. Treasuries (including strips) |

### Security 49: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ5B2346
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $70625500.00       | $67751594.87       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $270001000.00      | $256738959.61      | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | N/A     | $119140100.00      | $56089436.73       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $9966600.00        | $7000801.56        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $200.00            | $136.44            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $300.00            | $219.44            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $35016600.00       | $21717454.04       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $335300.00         | $249612.49         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $3496900.00        | $2036771.53        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $4440000.00        | $4387481.56        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $199600.00         | $163668.69         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $15811800.00       | $15642520.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $999500.00         | $785825.47         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $68479600.00       | $51139117.53       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $49998900.00       | $42644923.12       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | N/A     | $1100.00           | $872.86            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $50000000.00       | $44025409.24       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | N/A     | $1000.00           | $1011.73           | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $900.00            | $684.76            | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $2700.00           | $1992.56           | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $265545200.00      | $195264921.71      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $10922300.00       | $10485635.92       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $14875000.00       | $13755834.10       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $400000600.00      | $406321626.06      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $1134000.00        | $1133651.50        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $80900.00          | $78941.02          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | N/A     | $184992700.00      | $176745984.83      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $49999000.00       | $48010865.31       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  | N/A     | $704500.00         | $681432.93         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $716400.00         | $684418.85         | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $3988300.00        | $3391242.47        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $999400.00         | $1067042.90        | U.S. Treasuries (including strips) |

### Security 50: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BRTAJB2S9
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $200.00            | $205.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $76.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $700.00            | $697.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $600.00            | $608.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $300.00            | $299.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $18196000.00       | $18288093.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $4999800.00        | $2353833.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $13576000.00       | $13065006.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $51538200.00       | $52320355.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $600.00            | $619.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $3300.00           | $1331.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $800.00            | $795.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $14999500.00       | $10582338.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $63451000.00       | $57783802.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $4784000.00        | $4765046.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $400.00            | $406.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $67619600.00       | $24760877.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $700.00            | $696.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $7000000.00        | $6830496.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $7700.00           | $7784.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $1100.00           | $1085.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $900.00            | $953.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $52127500.00       | $52249967.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | N/A     | $200.00            | $196.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $99.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $209600.00         | $207390.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $100.00            | $96.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $1000.00           | $1003.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $4999600.00        | $3658216.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $300.00            | $301.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $100.00            | $83.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $200.00            | $214.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $1200.00           | $1134.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $100.00            | $102.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | N/A     | $1100.00           | $1075.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $958300.00         | $974149.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $101.45            | U.S. Treasuries (including strips) |

### Security 51: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ5B2361
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 7/8 NOTE F 30 | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29 | 2029-01-31      | 1.7500%  | N/A     | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34 | 2034-01-15      | 1.7500%  | N/A     | $100.00            | $107.09            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30 | 2030-04-15      | 1.6250%  | N/A     | $20762900.00       | $21615234.98       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36 | 2036-01-15      | 1.8750%  | N/A     | $600.00            | $604.03            | U.S. Treasuries (including strips) |
| 1 TRIB 49       | 2049-02-15      | 1.0000%  | N/A     | $200.00            | $186.91            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28 | 2028-11-15      | 3.1250%  | N/A     | $200.00            | $195.87            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41   | 2041-08-15      | 3.7500%  | N/A     | $900.00            | $805.01            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43   | 2043-11-15      | 3.7500%  | N/A     | $5103400.00        | $4394591.99        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28 | 2028-05-31      | 3.6250%  | N/A     | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31 | 2031-11-30      | 4.1250%  | N/A     | $19927200.00       | $20256782.97       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30     | 2030-05-31      | 4.0000%  | N/A     | $14708000.00       | $14931211.84       | U.S. Treasuries (including strips) |

### Security 52: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ5B2312
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 TPRN 42   | 2042-08-15      | 0.0000%  | N/A     | $36500.00          | $16319.95          | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 41   | 2041-11-15      | 0.0000%  | N/A     | $639500.00         | $299262.34         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 42   | 2042-02-15      | 0.0000%  | N/A     | $910800.00         | $419396.99         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36   | 2036-02-15      | 0.0000%  | N/A     | $11500000.00       | $7538595.00        | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32 | 2032-11-15      | 0.0000%  | N/A     | $90900.00          | $69046.55          | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 41   | 2041-02-15      | 0.0000%  | N/A     | $247600.00         | $121318.55         | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40   | 2040-02-15      | 0.0000%  | N/A     | $97700.00          | $50788.37          | U.S. Treasuries (including strips) |
| 4 TPRN B 34     | 2034-02-15      | 0.0000%  | N/A     | $196700.00         | $140604.90         | U.S. Treasuries (including strips) |
| TINT 02/15/29   | 2029-02-15      | 0.0000%  | N/A     | $61885.06          | $55404.52          | U.S. Treasuries (including strips) |
| TINT 02/15/31   | 2031-02-15      | 0.0000%  | N/A     | $20424994.36       | $16778458.84       | U.S. Treasuries (including strips) |
| TINT 02/15/39   | 2039-02-15      | 0.0000%  | N/A     | $38894930.64       | $21108823.39       | U.S. Treasuries (including strips) |
| TINT 02/15/40   | 2040-02-15      | 0.0000%  | N/A     | $21120322.46       | $10784564.66       | U.S. Treasuries (including strips) |
| TINT 02/15/41   | 2041-02-15      | 0.0000%  | N/A     | $18545782.17       | $8904312.21        | U.S. Treasuries (including strips) |
| TINT 02/15/42   | 2042-02-15      | 0.0000%  | N/A     | $18146862.17       | $8202345.41        | U.S. Treasuries (including strips) |
| TINT 05/15/37   | 2037-05-15      | 0.0000%  | N/A     | $27078.98          | $16272.41          | U.S. Treasuries (including strips) |
| TINT 05/15/39   | 2039-05-15      | 0.0000%  | N/A     | $16728446.76       | $8941689.36        | U.S. Treasuries (including strips) |
| TINT 05/15/40   | 2040-05-15      | 0.0000%  | N/A     | $10946385.42       | $5505966.19        | U.S. Treasuries (including strips) |
| TINT 05/15/41   | 2041-05-15      | 0.0000%  | N/A     | $8105817.07        | $3830193.11        | U.S. Treasuries (including strips) |
| TINT 05/15/42   | 2042-05-15      | 0.0000%  | N/A     | $73336977.83       | $32685410.98       | U.S. Treasuries (including strips) |
| TINT 08/15/26   | 2026-08-15      | 0.0000%  | N/A     | $8808063.11        | $8738831.73        | U.S. Treasuries (including strips) |
| TINT 08/15/39   | 2039-08-15      | 0.0000%  | N/A     | $37544854.79       | $19762147.31       | U.S. Treasuries (including strips) |
| TINT 08/15/40   | 2040-08-15      | 0.0000%  | N/A     | $18170058.14       | $8997340.37        | U.S. Treasuries (including strips) |
| TINT 08/15/41   | 2041-08-15      | 0.0000%  | N/A     | $27393294.80       | $12760399.37       | U.S. Treasuries (including strips) |
| TINT 08/15/42   | 2042-08-15      | 0.0000%  | N/A     | $31438430.05       | $13786223.15       | U.S. Treasuries (including strips) |
| TINT 11/15/39   | 2039-11-15      | 0.0000%  | N/A     | $108184674.38      | $56109981.37       | U.S. Treasuries (including strips) |
| TINT 11/15/40   | 2040-11-15      | 0.0000%  | N/A     | $18420561.13       | $8981110.36        | U.S. Treasuries (including strips) |
| TINT 11/15/41   | 2041-11-15      | 0.0000%  | N/A     | $873887.37         | $400952.63         | U.S. Treasuries (including strips) |

### Security 53: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYJ5B2320
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $36800.00          | $35449.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $14716300.00       | $15182742.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $24782400.00       | $24700980.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $60312400.00       | $59960512.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $2143000.00        | $2081367.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $100000.00         | $39012.80          | U.S. Treasuries (including strips) |

### Security 54: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ57DZQ3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2035-08-15      | 4.2500%  | N/A     | $221730900.00      | $221407958.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $215273400.00      | $221503975.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $142210600.00      | $134486426.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $241364300.00      | $239779572.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $203922200.00      | $202822139.48      | U.S. Treasuries (including strips) |

### Security 55: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ5B2395
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $7427400.00        | $5100000.07        | U.S. Treasuries (including strips) |

### Security 56: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ5B23C8
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 3.8750%  | N/A     | $3035600.00        | $3060062.64        | U.S. Treasuries (including strips) |

### Security 57: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $781757324.17
- **C.18.a - Value (excl. sponsor support):** $781757324.17
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 58: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1866226695.20
- **C.18.a - Value (excl. sponsor support):** $1866226695.20
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 59: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $894689370.63
- **C.18.a - Value (excl. sponsor support):** $894689370.63
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 60: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1748005416.00
- **C.18.a - Value (excl. sponsor support):** $1748005416.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 61: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1918939949.69
- **C.18.a - Value (excl. sponsor support):** $1918939949.69
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 62: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2918195724.59
- **C.18.a - Value (excl. sponsor support):** $2918195724.59
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 63: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $418419691.68
- **C.18.a - Value (excl. sponsor support):** $418419691.68
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 64: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $565612966.36
- **C.18.a - Value (excl. sponsor support):** $565612966.36
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 65: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1202225356.33
- **C.18.a - Value (excl. sponsor support):** $1202225356.33
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 66: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $385099265.76
- **C.18.a - Value (excl. sponsor support):** $385099265.76
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 67: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $530953663.66
- **C.18.a - Value (excl. sponsor support):** $530953663.66
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 68: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $303918167.89
- **C.18.a - Value (excl. sponsor support):** $303918167.89
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 69: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192570006.62
- **C.18.a - Value (excl. sponsor support):** $192570006.62
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 70: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2828873711.17
- **C.18.a - Value (excl. sponsor support):** $2828873711.17
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $62569430.46
- **C.18.a - Value (excl. sponsor support):** $62569430.46
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 72: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251253700.07
- **C.18.a - Value (excl. sponsor support):** $251253700.07
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 73: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $98198361.82
- **C.18.a - Value (excl. sponsor support):** $98198361.82
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 74: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1731995018.78
- **C.18.a - Value (excl. sponsor support):** $1731995018.78
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 75: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1321045711.56
- **C.18.a - Value (excl. sponsor support):** $1321045711.56
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 76: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1518464940.29
- **C.18.a - Value (excl. sponsor support):** $1518464940.29
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 77: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2101784340.11
- **C.18.a - Value (excl. sponsor support):** $2101784340.11
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 78: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2464845756.74
- **C.18.a - Value (excl. sponsor support):** $2464845756.74
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 79: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $520275743.93
- **C.18.a - Value (excl. sponsor support):** $520275743.93
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1155879657.29
- **C.18.a - Value (excl. sponsor support):** $1155879657.29
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 81: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192824740.59
- **C.18.a - Value (excl. sponsor support):** $192824740.59
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $528145929.10
- **C.18.a - Value (excl. sponsor support):** $528145929.10
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1309933915.25
- **C.18.a - Value (excl. sponsor support):** $1309933915.25
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40868940.46
- **C.18.a - Value (excl. sponsor support):** $40868940.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154106398.82
- **C.18.a - Value (excl. sponsor support):** $154106398.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712956652.17
- **C.18.a - Value (excl. sponsor support):** $712956652.17
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $3148381139.00
- **C.18.a - Value (excl. sponsor support):** $3148381139.00
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1950266653.93
- **C.18.a - Value (excl. sponsor support):** $1950266653.93
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75947341.27
- **C.18.a - Value (excl. sponsor support):** $75947341.27
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1515534381.19
- **C.18.a - Value (excl. sponsor support):** $1515534381.19
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $312007064.05
- **C.18.a - Value (excl. sponsor support):** $312007064.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1304892290.09
- **C.18.a - Value (excl. sponsor support):** $1304892290.09
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $948531909.22
- **C.18.a - Value (excl. sponsor support):** $948531909.22
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $864580918.92
- **C.18.a - Value (excl. sponsor support):** $864580918.92
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $388632312.87
- **C.18.a - Value (excl. sponsor support):** $388632312.87
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEW7, C.4 - ISIN: US91282CEW73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $203292687.50
- **C.18.a - Value (excl. sponsor support):** $203292687.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $411584827.00
- **C.18.a - Value (excl. sponsor support):** $411584827.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1668478515.00
- **C.18.a - Value (excl. sponsor support):** $1668478515.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246435547.50
- **C.18.a - Value (excl. sponsor support):** $246435547.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24585475.61
- **C.18.a - Value (excl. sponsor support):** $24585475.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135174585.59
- **C.18.a - Value (excl. sponsor support):** $135174585.59
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $860374740.08
- **C.18.a - Value (excl. sponsor support):** $860374740.08
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107043020.44
- **C.18.a - Value (excl. sponsor support):** $107043020.44
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1739577114.80
- **C.18.a - Value (excl. sponsor support):** $1739577114.80
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $678107094.20
- **C.18.a - Value (excl. sponsor support):** $678107094.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351962712.50
- **C.18.a - Value (excl. sponsor support):** $351962712.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $839335116.39
- **C.18.a - Value (excl. sponsor support):** $839335116.39
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $3726215520.38
- **C.18.a - Value (excl. sponsor support):** $3726215520.38
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1485203700.14
- **C.18.a - Value (excl. sponsor support):** $1485203700.14
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $116633495.80
- **C.18.a - Value (excl. sponsor support):** $116633495.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50465002.50
- **C.18.a - Value (excl. sponsor support):** $50465002.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $116626330.08
- **C.18.a - Value (excl. sponsor support):** $116626330.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $941603352.75
- **C.18.a - Value (excl. sponsor support):** $941603352.75
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3918962646.22
- **C.18.a - Value (excl. sponsor support):** $3918962646.22
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNL1, C.4 - ISIN: US91282CNL18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $541688600.21
- **C.18.a - Value (excl. sponsor support):** $541688600.21
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDXTD3X4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $38083400.00       | $38092455.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-04-30      | 4.1250%  | N/A     | $900.00            | $893.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $10645900.00       | $10738371.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $456379100.00      | $453566702.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $112986100.00      | $111674579.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $54303100.00       | $54772365.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $95882900.00       | $96154670.70       | U.S. Treasuries (including strips) |

### Security 117: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23H7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-01-15      | 3.5000%  | N/A     | $3243048.00        | $3239336.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $3095.00           | $3093.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $41569524.00       | $42333143.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $344857.00         | $338048.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $92905.00          | $93653.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $3207714.00        | $3243248.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $63331667.00       | $64242525.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $13886572.00       | $13148188.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $1268857.00        | $1263112.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $66754620.00       | $68502429.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $73234429.00       | $73038359.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $19980667.00       | $19504965.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $84598667.00       | $86353674.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $89680953.00       | $88650599.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $47802096.00       | $45820677.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $228095.00         | $224984.46         | U.S. Treasuries (including strips) |

### Security 118: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23J3
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-01-15      | 4.2500%  | N/A     | $79214300.00       | $80748050.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $20878700.00       | $20707547.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $982200.00         | $980769.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $13540100.00       | $13668576.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $214699500.00      | $186139878.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $27083300.00       | $27201672.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $165193300.00      | $167569168.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $219800.00         | $220977.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $67936400.00       | $69503946.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $188148800.00      | $186556656.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $76856800.00       | $73340333.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $284912200.00      | $283546641.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7361%  | N/A     | $32486000.00       | $32586469.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $80877100.00       | $83238754.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $280181500.00      | $273639416.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $44384800.00       | $42162544.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $91053900.00       | $86769114.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $347687800.00      | $329531750.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $349574000.00      | $352794036.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $15748000.00       | $15672266.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $892400.00         | $882530.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $79469800.00       | $69538933.28       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2026-06-04

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer