# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-057303
**Filing Date:** 2026-6
**Character Count:** 281795
**Document Hash:** 72111a9bb4c7c41d155ad43b9cd912d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057303.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057303

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 261068877

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Treasury Portfolio (Series ID: S000004153)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011684 | Administrative Class       | MTTXX           |
| C000011685 | Advisory Class             | MAOXX           |
| C000011686 | Institutional Class        | MISXX           |
| C000011687 | Investor Class             | MTNXX           |
| C000011688 | Participant Class          | MTCXX           |
| C000011689 | Institutional Select Class | MTSXX           |
| C000017912 | Cash Management Class      | MREXX           |
| C000167932 | Select Class               | MSTXX           |
| C000248994 | Advisor Class              | MATXX           |
| C000263899 | Institutional Plus Class   | MRXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

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

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Treasury Portfolio

**LEI of Series:** 549300D1XR6GP7EZ0T47

**EDGAR Series Identifier:** S000004153

**Total number of share classes in the series:** 10

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 49 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $34880458900.88

- **Amortized Cost of Portfolio Securities:** $34881092864.41

- **Cash:** $2247011515.41

- **Total Other Assets:** $140853432.88

- **Total Liabilities:** $1149968691.95

- **Net Assets of Series:** $36118989120.75

- **Number of Shares Outstanding (Series):** 36127390393.3900

- **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 | $24401571421.47           | $33386872499.91            | 69.7400%                  | 95.4200%                   |
| 2026-05-04 | $24750295992.13           | $33635880109.77            | 70.0500%                  | 95.1900%                   |
| 2026-05-05 | $24867764809.16           | $33753354220.93            | 70.1500%                  | 95.2100%                   |
| 2026-05-06 | $25242338185.31           | $34227852891.19            | 70.4500%                  | 95.5300%                   |
| 2026-05-07 | $25558042771.64           | $34543646301.05            | 70.7100%                  | 95.5700%                   |
| 2026-05-08 | $25767308700.27           | $34752717915.96            | 70.8600%                  | 95.5700%                   |
| 2026-05-11 | $26562859083.65           | $35548150456.20            | 71.4900%                  | 95.6700%                   |
| 2026-05-12 | $27511749587.28           | $36346926351.98            | 72.4800%                  | 95.7600%                   |
| 2026-05-13 | $28484588867.32           | $37659847298.70            | 72.5400%                  | 95.9000%                   |
| 2026-05-14 | $27909001692.91           | $37144183751.73            | 72.1000%                  | 95.9600%                   |
| 2026-05-15 | $26789149165.36           | $36025313577.13            | 71.2600%                  | 95.8300%                   |
| 2026-05-18 | $26249751882.53           | $35487689725.67            | 70.8400%                  | 95.7700%                   |
| 2026-05-19 | $26154143675.92           | $35298049950.43            | 70.9400%                  | 95.7400%                   |
| 2026-05-20 | $25812189156.76           | $34998943176.37            | 70.5900%                  | 95.7100%                   |
| 2026-05-21 | $25216903826.19           | $34404543041.87            | 70.1000%                  | 95.6300%                   |
| 2026-05-22 | $25878395029.85           | $35213964245.54            | 70.4200%                  | 95.8300%                   |
| 2026-05-26 | $25565875997.82           | $34900883350.76            | 70.1800%                  | 95.8000%                   |
| 2026-05-27 | $25165082505.76           | $34425219858.70            | 69.9900%                  | 95.7400%                   |
| 2026-05-28 | $25785768835.09           | $35045904913.52            | 70.4900%                  | 95.8100%                   |
| 2026-05-29 | $26542360808.44           | $35727470416.29            | 71.2200%                  | 95.8600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7100%             |
| 2026-05-06 | 3.7100%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6900%             |
| 2026-05-12 | 3.6900%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6700%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6600%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9998                      |
|  |  |
| 2026-05-04 | 0.9998                      |
|  |  |
| 2026-05-05 | 0.9998                      |
|  |  |
| 2026-05-06 | 0.9998                      |
|  |  |
| 2026-05-07 | 0.9998                      |
|  |  |
| 2026-05-08 | 0.9998                      |
|  |  |
| 2026-05-11 | 0.9998                      |
|  |  |
| 2026-05-12 | 0.9998                      |
|  |  |
| 2026-05-13 | 0.9998                      |
|  |  |
| 2026-05-14 | 0.9998                      |
|  |  |
| 2026-05-15 | 0.9998                      |
|  |  |
| 2026-05-18 | 0.9998                      |
|  |  |
| 2026-05-19 | 0.9998                      |
|  |  |
| 2026-05-20 | 0.9998                      |
|  |  |
| 2026-05-21 | 0.9997                      |
|  |  |
| 2026-05-22 | 0.9997                      |
|  |  |
| 2026-05-26 | 0.9998                      |
|  |  |
| 2026-05-27 | 0.9997                      |
|  |  |
| 2026-05-28 | 0.9997                      |
|  |  |
| 2026-05-29 | 0.9998                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $47163467.86

- **Number of Shares Outstanding:** 47164169.2900

- **Expense Reimbursement/Waiver:** 242.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $443876.35                | $0.00                   |
| 2026-05-04 | $4.70                     | $0.00                   |
| 2026-05-11 | $1987920.15               | $0.00                   |
| 2026-05-15 | $0.00                     | $1987000.00             |
| 2026-05-21 | $112546.34                | $0.00                   |
| 2026-05-28 | $0.00                     | $1074134.15             |

**Total Gross Subscriptions (Month):** $2544347.54

**Total Gross Redemptions (Month):** $3061134.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3700%           |
| 2026-05-04 | 3.3700%           |
| 2026-05-05 | 3.3600%           |
| 2026-05-06 | 3.3600%           |
| 2026-05-07 | 3.3600%           |
| 2026-05-08 | 3.3400%           |
| 2026-05-11 | 3.3400%           |
| 2026-05-12 | 3.3400%           |
| 2026-05-13 | 3.3400%           |
| 2026-05-14 | 3.3300%           |
| 2026-05-15 | 3.3200%           |
| 2026-05-18 | 3.3200%           |
| 2026-05-19 | 3.3100%           |
| 2026-05-20 | 3.3100%           |
| 2026-05-21 | 3.3000%           |
| 2026-05-22 | 3.3000%           |
| 2026-05-26 | 3.3000%           |
| 2026-05-27 | 3.3100%           |
| 2026-05-28 | 3.3200%           |
| 2026-05-29 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 90.9000%         | 0.0000%              |
| Non-financial corporation                           |  | 5.0000%          | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $501805914.66

- **Number of Shares Outstanding:** 501927939.2200

- **Expense Reimbursement/Waiver:** 2410.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9997          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9997          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9997          |
|  |  |
| 2026-05-19 | 0.9997          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9997          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9997          |
|  |  |
| 2026-05-27 | 0.9997          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1614161.32               | $27465302.12            |
| 2026-05-04 | $2798443.60               | $2011954.68             |
| 2026-05-05 | $3649876.72               | $4816448.26             |
| 2026-05-06 | $16316596.20              | $239494.30              |
| 2026-05-07 | $17717197.57              | $5271800.04             |
| 2026-05-08 | $268562.70                | $27925195.91            |
| 2026-05-11 | $1079598.59               | $1294880.28             |
| 2026-05-12 | $1799645.90               | $635443.13              |
| 2026-05-13 | $4336843.65               | $59022968.07            |
| 2026-05-14 | $52041264.12              | $255438.94              |
| 2026-05-15 | $4680470.49               | $50315089.31            |
| 2026-05-18 | $62310751.84              | $4334170.44             |
| 2026-05-19 | $1062654.03               | $5293162.48             |
| 2026-05-20 | $9635221.69               | $1760003.44             |
| 2026-05-21 | $10036354.35              | $5511822.98             |
| 2026-05-22 | $1780965.65               | $8813553.51             |
| 2026-05-26 | $12293272.78              | $8908866.56             |
| 2026-05-27 | $6324556.28               | $511766.79              |
| 2026-05-28 | $9492406.32               | $2483058.79             |
| 2026-05-29 | $7260350.09               | $10492362.25            |

**Total Gross Subscriptions (Month):** $226499193.89

**Total Gross Redemptions (Month):** $227362782.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2700%           |
| 2026-05-04 | 3.2700%           |
| 2026-05-05 | 3.2600%           |
| 2026-05-06 | 3.2600%           |
| 2026-05-07 | 3.2600%           |
| 2026-05-08 | 3.2400%           |
| 2026-05-11 | 3.2400%           |
| 2026-05-12 | 3.2400%           |
| 2026-05-13 | 3.2400%           |
| 2026-05-14 | 3.2300%           |
| 2026-05-15 | 3.2200%           |
| 2026-05-18 | 3.2200%           |
| 2026-05-19 | 3.2100%           |
| 2026-05-20 | 3.2100%           |
| 2026-05-21 | 3.2000%           |
| 2026-05-22 | 3.2000%           |
| 2026-05-26 | 3.2000%           |
| 2026-05-27 | 3.2100%           |
| 2026-05-28 | 3.2200%           |
| 2026-05-29 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 49.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.2700%          | 0.0000%              |
| Non-financial corporation                           |  | 11.7100%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $24293441763.20

- **Number of Shares Outstanding:** 24298921863.5100

- **Expense Reimbursement/Waiver:** 121810.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9997          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $800848031.32             | $465827016.14           |
| 2026-05-04 | $1127665610.47            | $1304697666.91          |
| 2026-05-05 | $581374543.61             | $247648222.62           |
| 2026-05-06 | $500177155.21             | $311790191.38           |
| 2026-05-07 | $242758703.45             | $1144274132.15          |
| 2026-05-08 | $512760434.02             | $499427921.84           |
| 2026-05-11 | $519128070.92             | $467975623.39           |
| 2026-05-12 | $436595601.09             | $313838481.66           |
| 2026-05-13 | $1241720404.58            | $191960972.54           |
| 2026-05-14 | $845007617.58             | $621534366.64           |
| 2026-05-15 | $462478158.68             | $837931617.47           |
| 2026-05-18 | $266349249.72             | $1026823078.60          |
| 2026-05-19 | $532127157.02             | $581494893.13           |
| 2026-05-20 | $354648823.72             | $949038919.68           |
| 2026-05-21 | $563867860.55             | $691598940.29           |
| 2026-05-22 | $1357855204.34            | $588320955.48           |
| 2026-05-26 | $496553605.17             | $903637908.27           |
| 2026-05-27 | $319269065.91             | $948041062.90           |
| 2026-05-28 | $1486905595.33            | $916006405.43           |
| 2026-05-29 | $1330072724.85            | $818187455.02           |

**Total Gross Subscriptions (Month):** $13978163617.54

**Total Gross Redemptions (Month):** $13830055831.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5200%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5100%           |
| 2026-05-06 | 3.5100%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.4900%           |
| 2026-05-11 | 3.4900%           |
| 2026-05-12 | 3.4900%           |
| 2026-05-13 | 3.4900%           |
| 2026-05-14 | 3.4800%           |
| 2026-05-15 | 3.4700%           |
| 2026-05-18 | 3.4700%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4600%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4500%           |
| 2026-05-27 | 3.4600%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.0900%         | 0.0000%              |
| Broker-dealer                                       |  | 27.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.9300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.8200%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $76684589.67

- **Number of Shares Outstanding:** 76709210.3300

- **Expense Reimbursement/Waiver:** 390.00

**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 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9997          |
|  |  |
| 2026-05-12 | 0.9997          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 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 | $167.62                   | $12030299.12            |
| 2026-05-04 | $235128.78                | $0.00                   |
| 2026-05-05 | $0.00                     | $4500.00                |
| 2026-05-06 | $0.00                     | $45.60                  |
| 2026-05-07 | $90599192.20              | $0.00                   |
| 2026-05-08 | $0.00                     | $86348145.69            |
| 2026-05-11 | $0.00                     | $2700072.28             |
| 2026-05-13 | $1164335.15               | $0.00                   |
| 2026-05-14 | $1492605.00               | $0.00                   |
| 2026-05-15 | $44983893.73              | $0.00                   |
| 2026-05-18 | $0.00                     | $52340447.42            |
| 2026-05-19 | $244216.94                | $0.00                   |
| 2026-05-21 | $617115.12                | $0.00                   |
| 2026-05-26 | $0.00                     | $15061.30               |
| 2026-05-27 | $1058429.52               | $0.00                   |
| 2026-05-28 | $0.00                     | $85969.85               |
| 2026-05-29 | $8185945.48               | $0.00                   |

**Total Gross Subscriptions (Month):** $148581029.54

**Total Gross Redemptions (Month):** $153524541.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4200%           |
| 2026-05-04 | 3.4100%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4100%           |
| 2026-05-07 | 3.4100%           |
| 2026-05-08 | 3.3900%           |
| 2026-05-11 | 3.3900%           |
| 2026-05-12 | 3.3900%           |
| 2026-05-13 | 3.3900%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3700%           |
| 2026-05-18 | 3.3700%           |
| 2026-05-19 | 3.3600%           |
| 2026-05-20 | 3.3600%           |
| 2026-05-21 | 3.3500%           |
| 2026-05-22 | 3.3500%           |
| 2026-05-26 | 3.3500%           |
| 2026-05-27 | 3.3600%           |
| 2026-05-28 | 3.3700%           |
| 2026-05-29 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9200%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6484943742.57

- **Number of Shares Outstanding:** 6485446086.3800

- **Expense Reimbursement/Waiver:** 29586.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1047196.52               | $248714141.60           |
| 2026-05-04 | $99357482.12              | $11287.85               |
| 2026-05-05 | $101112497.61             | $28278.81               |
| 2026-05-06 | $12567326.38              | $125849.85              |
| 2026-05-07 | $1284572278.75            | $0.00                   |
| 2026-05-08 | $155877149.22             | $1360999.88             |
| 2026-05-11 | $6443146.16               | $1451626.04             |
| 2026-05-12 | $817703845.24             | $59880.90               |
| 2026-05-13 | $121434140.90             | $23109.91               |
| 2026-05-14 | $221541.78                | $67172250.14            |
| 2026-05-15 | $739679.48                | $371544162.08           |
| 2026-05-18 | $751058.11                | $226793012.59           |
| 2026-05-19 | $1898682.28               | $113676399.74           |
| 2026-05-20 | $6769316.60               | $74888767.72            |
| 2026-05-21 | $318147.60                | $34044009.76            |
| 2026-05-22 | $23299708.82              | $0.00                   |
| 2026-05-26 | $19876653.62              | $7699954.10             |
| 2026-05-27 | $278388.51                | $144559091.41           |
| 2026-05-28 | $35038737.08              | $1154119.40             |
| 2026-05-29 | $495347488.86             | $4412897.26             |

**Total Gross Subscriptions (Month):** $3184654465.64

**Total Gross Redemptions (Month):** $1297719839.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0200%           |
| 2026-05-04 | 3.0200%           |
| 2026-05-05 | 3.0100%           |
| 2026-05-06 | 3.0100%           |
| 2026-05-07 | 3.0100%           |
| 2026-05-08 | 2.9900%           |
| 2026-05-11 | 2.9900%           |
| 2026-05-12 | 2.9900%           |
| 2026-05-13 | 2.9900%           |
| 2026-05-14 | 2.9800%           |
| 2026-05-15 | 2.9700%           |
| 2026-05-18 | 2.9700%           |
| 2026-05-19 | 2.9600%           |
| 2026-05-20 | 2.9600%           |
| 2026-05-21 | 2.9500%           |
| 2026-05-22 | 2.9500%           |
| 2026-05-26 | 2.9500%           |
| 2026-05-27 | 2.9600%           |
| 2026-05-28 | 2.9700%           |
| 2026-05-29 | 2.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 98.4800%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4575772719.75

- **Number of Shares Outstanding:** 4578049196.2700

- **Expense Reimbursement/Waiver:** 23324.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9995          |
|  |  |
| 2026-05-04 | 0.9995          |
|  |  |
| 2026-05-05 | 0.9995          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9995          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9995          |
|  |  |
| 2026-05-15 | 0.9995          |
|  |  |
| 2026-05-18 | 0.9995          |
|  |  |
| 2026-05-19 | 0.9995          |
|  |  |
| 2026-05-20 | 0.9995          |
|  |  |
| 2026-05-21 | 0.9995          |
|  |  |
| 2026-05-22 | 0.9994          |
|  |  |
| 2026-05-26 | 0.9995          |
|  |  |
| 2026-05-27 | 0.9995          |
|  |  |
| 2026-05-28 | 0.9995          |
|  |  |
| 2026-05-29 | 0.9995          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $12581720.19              | $49175681.26            |
| 2026-05-04 | $43192545.92              | $0.00                   |
| 2026-05-05 | $10775616.72              | $0.00                   |
| 2026-05-06 | $6930441.40               | $0.00                   |
| 2026-05-07 | $26443230.90              | $0.00                   |
| 2026-05-08 | $152748626.72             | $0.00                   |
| 2026-05-11 | $117194150.46             | $0.00                   |
| 2026-05-12 | $32762879.66              | $0.00                   |
| 2026-05-13 | $17536760.37              | $0.00                   |
| 2026-05-14 | $0.00                     | $205893337.51           |
| 2026-05-15 | $0.00                     | $210841892.25           |
| 2026-05-18 | $0.00                     | $22068625.62            |
| 2026-05-19 | $33684410.04              | $0.00                   |
| 2026-05-20 | $40855558.06              | $0.00                   |
| 2026-05-21 | $0.00                     | $36562412.78            |
| 2026-05-22 | $0.00                     | $25769583.81            |
| 2026-05-26 | $124822899.43             | $0.00                   |
| 2026-05-27 | $225106683.03             | $0.00                   |
| 2026-05-28 | $11884197.77              | $0.00                   |
| 2026-05-29 | $0.00                     | $316165765.78           |

**Total Gross Subscriptions (Month):** $856519720.67

**Total Gross Redemptions (Month):** $866477299.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4700%           |
| 2026-05-04 | 3.4600%           |
| 2026-05-05 | 3.4600%           |
| 2026-05-06 | 3.4600%           |
| 2026-05-07 | 3.4600%           |
| 2026-05-08 | 3.4400%           |
| 2026-05-11 | 3.4400%           |
| 2026-05-12 | 3.4400%           |
| 2026-05-13 | 3.4400%           |
| 2026-05-14 | 3.4300%           |
| 2026-05-15 | 3.4200%           |
| 2026-05-18 | 3.4200%           |
| 2026-05-19 | 3.4100%           |
| 2026-05-20 | 3.4000%           |
| 2026-05-21 | 3.4000%           |
| 2026-05-22 | 3.4000%           |
| 2026-05-26 | 3.4000%           |
| 2026-05-27 | 3.4100%           |
| 2026-05-28 | 3.4200%           |
| 2026-05-29 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9300%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2013997.65

- **Number of Shares Outstanding:** 2014445.6000

- **Expense Reimbursement/Waiver:** 10.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $5555.45                  | $0.00                   |

**Total Gross Subscriptions (Month):** $5555.45

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3700%           |
| 2026-05-04 | 3.3700%           |
| 2026-05-05 | 3.3600%           |
| 2026-05-06 | 3.3600%           |
| 2026-05-07 | 3.3600%           |
| 2026-05-08 | 3.3400%           |
| 2026-05-11 | 3.3400%           |
| 2026-05-12 | 3.3400%           |
| 2026-05-13 | 3.3400%           |
| 2026-05-14 | 3.3300%           |
| 2026-05-15 | 3.3200%           |
| 2026-05-18 | 3.3200%           |
| 2026-05-19 | 3.3100%           |
| 2026-05-20 | 3.3100%           |
| 2026-05-21 | 3.3000%           |
| 2026-05-22 | 3.3000%           |
| 2026-05-26 | 3.3000%           |
| 2026-05-27 | 3.3100%           |
| 2026-05-28 | 3.3200%           |
| 2026-05-29 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57817.71

- **Number of Shares Outstanding:** 57830.9700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9997          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9997          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $128.73                   | $0.00                   |

**Total Gross Subscriptions (Month):** $128.73

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7200%           |
| 2026-05-04 | 2.7200%           |
| 2026-05-05 | 2.7200%           |
| 2026-05-06 | 2.7100%           |
| 2026-05-07 | 2.7100%           |
| 2026-05-08 | 2.6900%           |
| 2026-05-11 | 2.6900%           |
| 2026-05-12 | 2.6900%           |
| 2026-05-13 | 2.6900%           |
| 2026-05-14 | 2.6900%           |
| 2026-05-15 | 2.6700%           |
| 2026-05-18 | 2.6700%           |
| 2026-05-19 | 2.6700%           |
| 2026-05-20 | 2.6600%           |
| 2026-05-21 | 2.6600%           |
| 2026-05-22 | 2.6500%           |
| 2026-05-26 | 2.6600%           |
| 2026-05-27 | 2.6700%           |
| 2026-05-28 | 2.6700%           |
| 2026-05-29 | 2.7000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $137053833.54

- **Number of Shares Outstanding:** 137048378.8000

- **Expense Reimbursement/Waiver:** 774.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0001          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0001          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0001          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0001          |
|  |  |
| 2026-05-13 | 1.0001          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1658877.25               | $416056.05              |
| 2026-05-04 | $44576583.83              | $275743.62              |
| 2026-05-05 | $40045.77                 | $1851473.08             |
| 2026-05-06 | $302129.23                | $781331.33              |
| 2026-05-07 | $885908.99                | $183344.00              |
| 2026-05-08 | $400553.46                | $191889.04              |
| 2026-05-11 | $2050320.83               | $165167.72              |
| 2026-05-12 | $334634.53                | $43928041.00            |
| 2026-05-13 | $836205.31                | $3870322.95             |
| 2026-05-14 | $2068167.53               | $19410256.56            |
| 2026-05-15 | $596389.16                | $1853239.57             |
| 2026-05-18 | $307488.72                | $154571.00              |
| 2026-05-19 | $3873559.34               | $856188.17              |
| 2026-05-20 | $969777.47                | $77726.50               |
| 2026-05-21 | $1083024.00               | $1099211.94             |
| 2026-05-22 | $770695.15                | $416321.48              |
| 2026-05-26 | $32466.66                 | $147345.02              |
| 2026-05-27 | $1143920.32               | $405578.13              |
| 2026-05-28 | $246763.89                | $320441.14              |
| 2026-05-29 | $23826.00                 | $657090.89              |

**Total Gross Subscriptions (Month):** $62201337.44

**Total Gross Redemptions (Month):** $77061339.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5200%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5100%           |
| 2026-05-06 | 3.5100%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.4900%           |
| 2026-05-11 | 3.4900%           |
| 2026-05-12 | 3.4900%           |
| 2026-05-13 | 3.4900%           |
| 2026-05-14 | 3.4800%           |
| 2026-05-15 | 3.4700%           |
| 2026-05-18 | 3.4700%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4600%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4500%           |
| 2026-05-27 | 3.4600%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $51274.14

- **Number of Shares Outstanding:** 51273.0200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0001          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0001          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0001          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $146.80                   | $0.00                   |

**Total Gross Subscriptions (Month):** $146.80

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5000%           |
| 2026-05-04 | 3.4900%           |
| 2026-05-05 | 3.4900%           |
| 2026-05-06 | 3.4900%           |
| 2026-05-07 | 3.4900%           |
| 2026-05-08 | 3.4700%           |
| 2026-05-11 | 3.4700%           |
| 2026-05-12 | 3.4700%           |
| 2026-05-13 | 3.4700%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4500%           |
| 2026-05-18 | 3.4500%           |
| 2026-05-19 | 3.4500%           |
| 2026-05-20 | 3.4400%           |
| 2026-05-21 | 3.4300%           |
| 2026-05-22 | 3.4300%           |
| 2026-05-26 | 3.4300%           |
| 2026-05-27 | 3.4400%           |
| 2026-05-28 | 3.4500%           |
| 2026-05-29 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $78920692.69
- **C.18.a - Value (excl. sponsor support):** $78920692.69
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 2: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $231112890.00
- **C.18.a - Value (excl. sponsor support):** $231112890.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 3: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $168873542.60
- **C.18.a - Value (excl. sponsor support):** $168873542.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 4: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $318160123.56
- **C.18.a - Value (excl. sponsor support):** $318160123.56
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 5: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $263919810.00
- **C.18.a - Value (excl. sponsor support):** $263919810.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 6: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $62804157.57
- **C.18.a - Value (excl. sponsor support):** $62804157.57
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 7: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $81817845.48
- **C.18.a - Value (excl. sponsor support):** $81817845.48
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 8: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $126629525.76
- **C.18.a - Value (excl. sponsor support):** $126629525.76
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 9: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $92929674.24
- **C.18.a - Value (excl. sponsor support):** $92929674.24
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 10: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $137772616.80
- **C.18.a - Value (excl. sponsor support):** $137772616.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 11: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $126270470.09
- **C.18.a - Value (excl. sponsor support):** $126270470.09
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 12: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $106164925.90
- **C.18.a - Value (excl. sponsor support):** $106164925.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 13: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $309796590.60
- **C.18.a - Value (excl. sponsor support):** $309796590.60
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 14: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $417678665.25
- **C.18.a - Value (excl. sponsor support):** $417678665.25
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 15: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $123668558.75
- **C.18.a - Value (excl. sponsor support):** $123668558.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 16: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $123580633.75
- **C.18.a - Value (excl. sponsor support):** $123580633.75
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 17: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $125476631.19
- **C.18.a - Value (excl. sponsor support):** $125476631.19
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 18: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87584100.56
- **C.18.a - Value (excl. sponsor support):** $87584100.56
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 19: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $16974792.40
- **C.18.a - Value (excl. sponsor support):** $16974792.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 20: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $79125248.80
- **C.18.a - Value (excl. sponsor support):** $79125248.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 21: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $167441010.40
- **C.18.a - Value (excl. sponsor support):** $167441010.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 22: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $93799827.41
- **C.18.a - Value (excl. sponsor support):** $93799827.41
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 23: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $58702045.28
- **C.18.a - Value (excl. sponsor support):** $58702045.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 24: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56381743.23
- **C.18.a - Value (excl. sponsor support):** $56381743.23
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 25: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $181338009.44
- **C.18.a - Value (excl. sponsor support):** $181338009.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 26: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $344560900.44
- **C.18.a - Value (excl. sponsor support):** $344560900.44
- **C.19 - Percentage of Net Assets:** 0.9500%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 27: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $49006542.97
- **C.18.a - Value (excl. sponsor support):** $49006542.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 28: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $101095824.76
- **C.18.a - Value (excl. sponsor support):** $101095824.76
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 29: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $22857456.91
- **C.18.a - Value (excl. sponsor support):** $22857456.91
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 30: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $84272454.84
- **C.18.a - Value (excl. sponsor support):** $84272454.84
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 31: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $85324302.20
- **C.18.a - Value (excl. sponsor support):** $85324302.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 32: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $163532343.33
- **C.18.a - Value (excl. sponsor support):** $163532343.33
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 33: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $188262998.84
- **C.18.a - Value (excl. sponsor support):** $188262998.84
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 34: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $312067883.81
- **C.18.a - Value (excl. sponsor support):** $312067883.81
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 35: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $480617532.78
- **C.18.a - Value (excl. sponsor support):** $480617532.78
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 36: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $104569501.92
- **C.18.a - Value (excl. sponsor support):** $104569501.92
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 37: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 38: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $215577995.34
- **C.18.a - Value (excl. sponsor support):** $215577995.34
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 39: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54036697.32
- **C.18.a - Value (excl. sponsor support):** $54036697.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 40: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $468088671.96
- **C.18.a - Value (excl. sponsor support):** $468088671.96
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 41: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $62003228.96
- **C.18.a - Value (excl. sponsor support):** $62003228.96
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 42: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $82931591.40
- **C.18.a - Value (excl. sponsor support):** $82931591.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 43: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $151107149.60
- **C.18.a - Value (excl. sponsor support):** $151107149.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 44: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $170408085.00
- **C.18.a - Value (excl. sponsor support):** $170408085.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 45: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.726000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $143049284.95
- **C.18.a - Value (excl. sponsor support):** $143049284.95
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 46: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $78165673.56
- **C.18.a - Value (excl. sponsor support):** $78165673.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 47: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $379152884.81
- **C.18.a - Value (excl. sponsor support):** $379152884.81
- **C.19 - Percentage of Net Assets:** 1.0500%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 48: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $608604424.96
- **C.18.a - Value (excl. sponsor support):** $608604424.96
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 49: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $165835782.84
- **C.18.a - Value (excl. sponsor support):** $165835782.84
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 50: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $130972775.58
- **C.18.a - Value (excl. sponsor support):** $130972775.58
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 51: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNL1, C.4 - ISIN: US91282CNL18, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $50916328.38
- **C.18.a - Value (excl. sponsor support):** $50916328.38
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 52: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $536512538.10
- **C.18.a - Value (excl. sponsor support):** $536512538.10
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 53: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.818000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1127011095.00
- **C.18.a - Value (excl. sponsor support):** $1127011095.00
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 54: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $936614658.69
- **C.18.a - Value (excl. sponsor support):** $936614658.69
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 55: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.736100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $720232473.60
- **C.18.a - Value (excl. sponsor support):** $720232473.60
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 56: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1993H3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993H3_3.71_0605
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $103.16            | $34.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $4.10              | $1.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $32.31             | $9.43              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $123587.43         | $33480.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-02-28      | 3.5000%  | 0.0000% | $196608000.00      | $192802609.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $142.84            | $104.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $9.62              | $6.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $9526084.92        | $6460295.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $433526.00         | $279159.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $97.39             | $70.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $3977.76           | $3909.54           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $11.49             | $10.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $6.95              | $4.54              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $44.14             | $23.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $20.96             | $7.81              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $29.95             | $13.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $117.42            | $53.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $212.64            | $82.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $21.07             | $7.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2027-03-18      | N/A      | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-09-10      | N/A      | 0.0000% | $174600.00         | $172792.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-07      | N/A      | 0.0000% | $503100.00         | $501125.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-11      | N/A      | 0.0000% | $1614700.00        | $1602799.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-25      | N/A      | 0.0000% | $400.00            | $396.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $1735000.00        | $901922.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $100.00            | $35.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $800.00            | $277.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $68.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $100.00            | $32.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $200.00            | $58.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $300.00            | $87.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $100.00            | $25.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $52900.00          | $56480.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $1300.00           | $1531.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $1800.00           | $1757.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $300.00            | $291.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 0.5000%  | 0.0000% | $1000.00           | $959.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 0.7500%  | 0.0000% | $21200.00          | $21270.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $198.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 4.3750%  | 0.0000% | $653700.00         | $673793.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $416000.00         | $424715.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $54000.00          | $57192.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 4.2500%  | 0.0000% | $2100.00           | $2141.97           | U.S. Treasuries (including strips) |

### Security 57: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.635000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.63_0605
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 4.8500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $680949600.00      | $522849844.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $215139200.00      | $216587124.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $1051440000.00     | $1051097317.54     | U.S. Treasuries (including strips) |

### Security 58: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19VYE7_3.71_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $159.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 2.3750%  | 0.0000% | $1000.00           | $978.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $8641500.00        | $9902837.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 3.8750%  | 0.0000% | $9575000.00        | $9652160.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 4.2500%  | 0.0000% | $2804300.00        | $2860338.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $71455000.00       | $72838514.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 4.2500%  | 0.0000% | $1000.00           | $1015.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-03-31      | 3.8750%  | 0.0000% | $6785600.00        | $6743784.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $307.20            | $111.38            | U.S. Treasuries (including strips) |

### Security 59: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BU6Q0_3.69_0605
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2052-02-15      | 0.1250%  | 0.0000% | $16712900.00       | $10350623.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $6124400.00        | $6235697.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $124153295.30      | $34413679.47       | U.S. Treasuries (including strips) |

### Security 60: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1CNAQ0_3.77_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $18400.00          | $17724.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $107197500.00      | $101905058.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $77500.00          | $77245.38          | U.S. Treasuries (including strips) |

### Security 61: Natixis SA

- **C.1 - Title:** Natixis SA 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D4HP6, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D4HP6_3.75_0601
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-18      | N/A      | 0.0000% | $400.00            | $399.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $1000.00           | $725.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $4948400.00        | $2980257.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $910.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $27427000.00       | $27728316.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $19985000.00       | $20288296.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $1000.00           | $1006.72           | U.S. Treasuries (including strips) |

### Security 62: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9NT0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9NT0_3.72_0608
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $2633900.00        | $1960794.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $700.00            | $703.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $38400.00          | $38422.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $104552900.00      | $99999988.27       | U.S. Treasuries (including strips) |

### Security 63: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DLDF4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1DLDF4_3.53_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $92077900.00       | $93361001.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $8667500.00        | $8639024.06        | U.S. Treasuries (including strips) |

### Security 64: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? 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?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $104277300.00      | $102000045.64      | U.S. Treasuries (including strips) |

### Security 65: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E1W82, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E1W82_3.64_0708
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $100694700.00      | $99999906.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $38700.00          | $38458.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $800.00            | $795.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $1973400.00        | $1960158.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $600.00            | $597.11            | U.S. Treasuries (including strips) |

### Security 66: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? 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?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50788400.00       | $51000014.17       | U.S. Treasuries (including strips) |

### Security 67: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.490000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E41L1, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1E41L1_3.49_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $107197500.00      | $101905058.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $93700.00          | $95005.71          | U.S. Treasuries (including strips) |

### Security 68: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ECH51_3.64_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $75999400.00       | $71475434.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $179794800.00      | $183524660.02      | U.S. Treasuries (including strips) |

### Security 69: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ECH69_3.61_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2045-05-15      | 3.0000%  | 0.0000% | $26735700.00       | $20207679.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $42269100.00       | $48438813.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $161889600.00      | $162943081.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $26444391.63       | $23410426.58       | U.S. Treasuries (including strips) |

### Security 70: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJJA3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EJJA3_3.59_0126
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $371200.00         | $369666.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-02      | N/A      | 0.0000% | $200.00            | $199.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-16      | N/A      | 0.0000% | $42899200.00       | $42692769.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $28154400.00       | $27998706.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-30      | N/A      | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-07      | N/A      | 0.0000% | $7300.00           | $7271.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-14      | N/A      | 0.0000% | $18940500.00       | $18852994.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-21      | N/A      | 0.0000% | $3847300.00        | $3826832.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $8301600.00        | $8251541.35        | U.S. Treasuries (including strips) |

### Security 71: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.520000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJPZ1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJPZ1_3.52_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $15237800.00       | $18467491.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $466613700.00      | $464801666.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $26634300.00       | $26730891.54       | U.S. Treasuries (including strips) |

### Security 72: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ELAO7_3.67_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $235886400.00      | $249853967.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $5190000.00        | $5146132.30        | U.S. Treasuries (including strips) |

### Security 73: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EWNM3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EWNM3_3.67_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $1000.00           | $960.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $5029200.00        | $5054978.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $147103000.00      | $147943930.29      | U.S. Treasuries (including strips) |

### Security 74: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F0YO6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F0YO6_3.64_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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:** 2027-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $110400.00         | $57390.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $13544000.00       | $3230961.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 0.5000%  | 0.0000% | $489000.00         | $469101.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $15284200.00       | $14559713.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $231738400.00      | $230660483.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $7415938.75        | $6022298.46        | U.S. Treasuries (including strips) |

### Security 75: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F41E6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F41E6_3.60_0605
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 4.5000%  | 0.0000% | $2686200.00        | $2776826.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-03-31      | 3.8750%  | 0.0000% | $17916000.00       | $17805594.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1570.00           | $1543.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $66654991.03       | $55915938.81       | U.S. Treasuries (including strips) |

### Security 76: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F5HE6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F5HE6_3.58_1016
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $77500.00          | $76965.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-27      | N/A      | 0.0000% | $201814300.00      | $199999989.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $1500.00           | $1489.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-11      | N/A      | 0.0000% | $3950600.00        | $3921484.08        | U.S. Treasuries (including strips) |

### Security 77: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6C25, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F6C25_3.64_0605
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-08-20      | N/A      | 0.0000% | $9861900.00        | $9780144.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $1362700.00        | $708385.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $152288900.00      | $66016172.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $82016100.00       | $30428629.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $47325100.00       | $15999906.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $300.00            | $88.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $192.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $14982400.00       | $15087650.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $20459600.00       | $20088844.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.3750%  | 0.0000% | $20000.00          | $20083.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-03-31      | 3.8750%  | 0.0000% | $69975100.00       | $69543884.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.8750%  | 0.0000% | $1800.00           | $1806.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $65668686.51       | $45692009.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $34955426.92       | $22508743.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $4554200.91        | $3289813.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $3674543.88        | $2461246.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $2690932.19        | $1755908.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $7195639.32        | $2442437.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $545316.46         | $173953.77         | U.S. Treasuries (including strips) |

### Security 78: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FAR38, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FAR38_3.60_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $2560000.00        | $977105.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $6585900.00        | $2226594.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $388600.00         | $386048.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-03-31      | 3.8750%  | 0.0000% | $144327800.00      | $143438392.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1.28              | $0.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $735.36            | $722.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $2.56              | $1.67              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $9401998.28        | $5649886.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $1019931.77        | $321152.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $1.00              | $0.30              | U.S. Treasuries (including strips) |

### Security 79: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FC6P8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FC6P8_3.64_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $142991200.00      | $35197283.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $190.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $201.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $65823000.00       | $66801986.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $460.57            | $336.78            | U.S. Treasuries (including strips) |

### Security 80: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIZH1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FIZH1_3.66_0605
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2029-04-15      | 3.8750%  | 0.0000% | $14910100.00       | $32080002.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $14864500.00       | $21846806.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $22170300.00       | $22573197.94       | U.S. Treasuries (including strips) |

### Security 81: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJG56, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FJG56_3.64_0605
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2028-01-15      | 1.7500%  | 0.0000% | $7006900.00        | $11174118.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.2500%  | 0.0000% | $570100.00         | $573689.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 4.5000%  | 0.0000% | $500.00            | $516.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 4.2500%  | 0.0000% | $63482400.00       | $64750974.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $712.78            | $700.56            | U.S. Treasuries (including strips) |

### Security 82: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR2D6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FR2D6_3.64_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $358635200.00      | $351225746.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $5418000.00        | $5233397.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $327600.00         | $331504.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $140766000.00      | $153209377.40      | U.S. Treasuries (including strips) |

### Security 83: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FTDK4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1FTDK4_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $1107003200.00     | $819195554.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $209483214.80      | $203953695.80      | U.S. Treasuries (including strips) |

### Security 84: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FYCL2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FYCL2_3.69_0316
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-16
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $16674300.00       | $16559247.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $6400.00           | $6360.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-27      | N/A      | 0.0000% | $14877100.00       | $14743354.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $200.00            | $198.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $326800.00         | $324607.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-11      | N/A      | 0.0000% | $19509900.00       | $19366112.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |

### Security 85: Natixis SA

- **C.1 - Title:** Natixis SA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1G1L25, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1L25_3.68_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-06-04      | N/A      | 0.0000% | $800.00            | $799.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-18      | N/A      | 0.0000% | $4400.00           | $4391.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-09      | N/A      | 0.0000% | $1200.00           | $1198.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-11      | N/A      | 0.0000% | $200.00            | $198.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-19      | N/A      | 0.0000% | $1000.00           | $982.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $1700.00           | $685.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $2800.00           | $1025.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2037-02-15      | 4.7500%  | 0.0000% | $700.00            | $727.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-05-15      | 4.2500%  | 0.0000% | $400.00            | $385.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-08-15      | 4.5000%  | 0.0000% | $300.00            | $298.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 2.8750%  | 0.0000% | $1898700.00        | $1449286.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2036-02-15      | 4.1250%  | 0.0000% | $19000000.00       | $18735764.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-03-31      | 4.2500%  | 0.0000% | $7600500.00        | $7633790.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-30      | 3.8750%  | 0.0000% | $300.00            | $297.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.7500%  | 0.0000% | $200.00            | $199.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2036-05-15      | 4.3750%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 3.0000%  | 0.0000% | $14766000.00       | $11234553.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $195.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 3.0000%  | 0.0000% | $1300.00           | $971.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $149.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-05-15      | 2.8750%  | 0.0000% | $400.00            | $282.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $1600.00           | $931.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-05-15      | 1.2500%  | 0.0000% | $4500.00           | $2118.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 1.1250%  | 0.0000% | $400.00            | $249.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $900.00            | $624.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $500.00            | $284.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 1.7500%  | 0.0000% | $1150500.00        | $770676.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $300.00            | $163.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 2.2500%  | 0.0000% | $9445400.00        | $5688652.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $335.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $616400.00         | $554605.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $1000.00           | $855.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $600.00            | $538.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $1300.00           | $1240.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 4.6250%  | 0.0000% | $105682500.00      | $101704664.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $184.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $191.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $301.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $200.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $979.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $873.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $8170800.00        | $10664708.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 1.6250%  | 0.0000% | $3999500.00        | $3981392.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.6250%  | 0.0000% | $15480000.00       | $15438555.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $800.00            | $797.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $187.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $5249700.00        | $5206665.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-15      | 1.3750%  | 0.0000% | $400.00            | $345.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-15      | 1.3750%  | 0.0000% | $42398000.00       | $36602791.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.2500%  | 0.0000% | $1000.00           | $993.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-15      | 1.8750%  | 0.0000% | $29287400.00       | $25973001.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $25000000.00       | $24234090.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $25337600.00       | $25343624.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $201.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 3.8750%  | 0.0000% | $9977000.00        | $10092354.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.6250%  | 0.0000% | $500.00            | $499.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $700.00            | $768.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 3.6250%  | 0.0000% | $2700.00           | $2727.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $200.00            | $212.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 4.3750%  | 0.0000% | $200.00            | $202.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $400.00            | $403.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $2200.00           | $2219.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $700.00            | $749.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $1378900.00        | $1399408.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $2093300.00        | $2115706.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 4.3750%  | 0.0000% | $1100.00           | $1116.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $1600.00           | $1617.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $400.00            | $397.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 4.1250%  | 0.0000% | $58632300.00       | $59858380.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $33728200.00       | $34834893.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $25696900.00       | $26384487.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $203.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $6163800.00        | $6574583.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $800.00            | $832.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $4891600.00        | $4965835.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $500.00            | $503.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $3600.00           | $3609.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $800.00            | $803.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $500.00            | $499.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 3.5000%  | 0.0000% | $13100.00          | $13048.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $9679500.00        | $9364178.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2036-01-15      | 1.8750%  | 0.0000% | $1400.00           | $1409.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 3.7500%  | 0.0000% | $59427100.00       | $59133456.25       | U.S. Treasuries (including strips) |

### Security 86: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1G2OM6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1G2OM6_3.64_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $100000.00         | $90578.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15649400.00       | $8135184.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $400.00            | $204.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $300.00            | $121.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $23116000.00       | $8935466.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $8305700.00        | $3170136.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $21904100.00       | $8126596.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $500.00            | $162.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $55600.00          | $27979.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $1051500.00        | $272927.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $15337700.00       | $15266357.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $5.01              | $3.49              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $61156547.21       | $44177593.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $85216251.28       | $60059902.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $76.80             | $50.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $25.69             | $21.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $100.00            | $83.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $957.56            | $432.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $5190236.16        | $2313225.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $5611846.02        | $2422802.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $84.68             | $23.47             | U.S. Treasuries (including strips) |

### Security 87: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.890000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCQ91, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GCQ91_3.89_0325
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $16000.00          | $15889.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-13      | N/A      | 0.0000% | $1186500.00        | $1177530.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-27      | N/A      | 0.0000% | $100907100.00      | $99999945.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $300.00            | $297.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-11      | N/A      | 0.0000% | $812300.00         | $806313.35         | U.S. Treasuries (including strips) |

### Security 88: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GLNO1, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1GLNO1_3.62_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $443200008.40      | $255000000.00      | U.S. Treasuries (including strips) |

### Security 89: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GOXL0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GOXL0_3.74_1209
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $31396000.00       | $31179367.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-16      | N/A      | 0.0000% | $200.00            | $199.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $284900.00         | $283324.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $41058200.00       | $40802407.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-14      | N/A      | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-21      | N/A      | 0.0000% | $5500.00           | $5470.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $14537600.00       | $14449938.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $15365600.00       | $15262496.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $16800.00          | $16719.21          | U.S. Treasuries (including strips) |

### Security 90: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GPUS5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GPUS5_3.62_0605
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $1749500.00        | $1302406.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $500.00            | $502.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $25500.00          | $25515.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $69445700.00       | $66421583.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 4.6250%  | 0.0000% | $140862100.00      | $136249926.99      | U.S. Treasuries (including strips) |

### Security 91: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GWSB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GWSB0_3.62_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $252500.00         | $187972.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $15339000.00       | $11337452.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $3600.00           | $3602.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $10022400.00       | $9585959.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 4.6250%  | 0.0000% | $505434000.00      | $488884842.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |

### Security 92: Natixis SA

- **C.1 - Title:** Natixis SA 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H1D98, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1H1D98_3.72_1022
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-11-27      | N/A      | 0.0000% | $1000.00           | $981.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $138.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $4792100.00        | $2728279.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $195.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $500.00            | $437.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $13429900.00       | $12483787.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $4999400.00        | $5490646.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $25699900.00       | $25692001.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $54770800.00       | $55602013.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $1000.00           | $1006.72           | U.S. Treasuries (including strips) |

### Security 93: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H57D7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1H57D7_3.63_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $153632600.00      | $152998097.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1838.89           | $1807.35           | U.S. Treasuries (including strips) |

### Security 94: Natixis SA

- **C.1 - Title:** Natixis SA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H6JK6, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1H6JK6_3.68_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $400.00            | $401.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 3.5000%  | 0.0000% | $300.00            | $299.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-18      | N/A      | 0.0000% | $400.00            | $399.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $398.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 2.8750%  | 0.0000% | $1000.00           | $969.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $21375900.00       | $21719338.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $30996000.00       | $31336526.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $29903600.00       | $29556484.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $1800.00           | $1806.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $19999900.00       | $20467227.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $21432000.00       | $22135228.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $27365000.00       | $27780297.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $400.00            | $401.94            | U.S. Treasuries (including strips) |

### Security 95: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H8Q32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1H8Q32_3.78_0428
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-04-28
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $700.00            | $695.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-13      | N/A      | 0.0000% | $1975700.00        | $1960763.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-27      | N/A      | 0.0000% | $100907100.00      | $99999945.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-11      | N/A      | 0.0000% | $38800.00          | $38514.04          | U.S. Treasuries (including strips) |

### Security 96: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HEWT5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HEWT5_3.73_1104
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $100694700.00      | $99999906.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $38700.00          | $38458.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $800.00            | $795.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $1973400.00        | $1960158.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $600.00            | $597.11            | U.S. Treasuries (including strips) |

### Security 97: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HQA21, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HQA21_3.78_0216
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-25      | N/A      | 0.0000% | $400.00            | $398.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-02      | N/A      | 0.0000% | $1160200.00        | $1156242.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-23      | N/A      | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-30      | N/A      | 0.0000% | $22800.00          | $22726.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-07      | N/A      | 0.0000% | $59203900.00       | $58971524.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-14      | N/A      | 0.0000% | $11215400.00       | $11163584.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $30812700.00       | $30685443.55       | U.S. Treasuries (including strips) |

### Security 98: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HQKO2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1HQKO2_3.64_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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:** 2026-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $200.00            | $103.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-08-15      | 6.7500%  | 0.0000% | $23400.00          | $23991.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $230652700.00      | $231971251.21      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $228057.70         | $166763.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $87018.85          | $60547.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $35371765.13       | $22776834.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1362.00           | $507.60            | U.S. Treasuries (including strips) |

### Security 99: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HYWB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HYWB0_3.74_1119
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-25      | N/A      | 0.0000% | $700.00            | $698.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-02      | N/A      | 0.0000% | $1967500.00        | $1960788.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-23      | N/A      | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-30      | N/A      | 0.0000% | $38600.00          | $38475.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-07      | N/A      | 0.0000% | $100394000.00      | $99999953.55       | U.S. Treasuries (including strips) |

### Security 100: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I33L7, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1I33L7_3.65_0603
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $2205900.00        | $2084581.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $2000.00           | $1880.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $1000.00           | $994.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $300.00            | $306.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $15041000.00       | $15517733.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $990.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $27700.00          | $28229.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $7778500.00        | $8094083.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $75919000.00       | $76270852.27       | U.S. Treasuries (including strips) |

### Security 101: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5VX5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I5VX5_3.64_0601
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $25599400.00       | $25500011.95       | U.S. Treasuries (including strips) |

### Security 102: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I7ZB5, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1I7ZB5_3.67_0601
- **C.18 - Value (incl. sponsor support):** $610136078.43
- **C.18.a - Value (excl. sponsor support):** $610136078.43
- **C.19 - Percentage of Net Assets:** 1.6900%
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $290000000.00      | $179858000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $662000000.00      | $442480800.00      | U.S. Treasuries (including strips) |

### Security 103: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9896, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I9896_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $265229400.00      | $361618101.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $599200000.00      | $608668882.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $48969900.00       | $49713077.96       | U.S. Treasuries (including strips) |

### Security 104: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98B1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I98B1_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1499900000.00
- **C.18.a - Value (excl. sponsor support):** $1499900000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895604.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895604.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895604.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895604.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895604.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895604.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $16288900.00       | $16580668.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969093.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $41357100.00       | $42158677.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $47717032.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $47717032.92       | U.S. Treasuries (including strips) |

### Security 105: Credit Agricole - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole - Fixed Income Clearing Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9AH5, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1I9AH5_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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?:** Yes

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

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $22517100.00       | $21709025.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $12003800.00       | $9216812.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $5259600.00        | $3640586.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $3900.00           | $2550.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-11-15      | 2.7500%  | 0.0000% | $21599800.00       | $15149261.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 3.0000%  | 0.0000% | $59398600.00       | $43955671.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $36100.00          | $26584.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $155.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-11-15      | 2.3750%  | 0.0000% | $102963200.00      | $65153829.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-05-15      | 2.8750%  | 0.0000% | $1800.00           | $1237.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $164.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 4.0000%  | 0.0000% | $107800000.00      | $97143941.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $17567400.00       | $15495293.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $83582600.00       | $83538130.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.1250%  | 0.0000% | $44523000.00       | $43634937.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $1088400.00        | $1057097.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $1193600.00        | $1201004.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $97.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 0.5000%  | 0.0000% | $206400.00         | $199441.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 1.2500%  | 0.0000% | $2456100.00        | $2342662.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $172.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.0000%  | 0.0000% | $138463600.00      | $138554871.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $3872000.00        | $3893155.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 3.5000%  | 0.0000% | $500.00            | $496.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $3433700.00        | $3462464.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $76065100.00       | $75329795.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $400.00            | $408.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $45234300.00       | $45404164.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8180%  | 0.0000% | $300.00            | $301.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-30      | 3.5000%  | 0.0000% | $24504400.00       | $24308651.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2028-01-31      | 3.7270%  | 0.0000% | $300.00            | $300.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 3.8750%  | 0.0000% | $326919500.00      | $325883552.55      | U.S. Treasuries (including strips) |

### Security 106: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9L67, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I9L67_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50194060.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $35017800.00       | $35153711.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49239753.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $42282000.00       | $41639104.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50194060.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301629.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301629.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301629.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301629.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $538200.00         | $541446.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50194060.16       | U.S. Treasuries (including strips) |

### Security 107: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.680000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1I9L75, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1I9L75_3.68_0602
- **C.18 - Value (incl. sponsor support):** $610109607.85
- **C.18.a - Value (excl. sponsor support):** $610109607.85
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3R8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1IA3R8_3.61_0601
- **C.18 - Value (incl. sponsor support):** $3950000000.00
- **C.18.a - Value (excl. sponsor support):** $3950000000.00
- **C.19 - Percentage of Net Assets:** 10.9400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $328848000.00      | $294712554.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $754840000.00      | $548248578.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $791684800.00      | $687353659.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $223414100.00      | $226051654.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $2284102400.00     | $2273845613.00     | U.S. Treasuries (including strips) |

### Security 109: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3T4, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1IA3T4_3.62_0601
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $173529400.00      | $171289148.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $304172700.00      | $312311630.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $78827700.00       | $77399236.26       | U.S. Treasuries (including strips) |

### Security 110: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA4B2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1IA4B2_3.62_0601
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $300.00            | $298.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-18      | N/A      | 0.0000% | $270000.00         | $269537.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $23581000.00       | $23568453.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $800.00            | $789.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $600.00            | $588.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 0.6250%  | 0.0000% | $100000.00         | $97491.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $284011700.00      | $282154874.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $301.55            | U.S. Treasuries (including strips) |

### Security 111: Natixis SA

- **C.1 - Title:** Natixis SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5F2, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1IA5F2_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 5.2600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2029-06-30      | 4.2500%  | 0.0000% | $49999800.00       | $51104750.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $49998000.00       | $51405642.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $49996900.00       | $52957371.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $57169000.00       | $56979615.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 3.6250%  | 0.0000% | $89997400.00       | $76760332.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.6250%  | 0.0000% | $80120700.00       | $79566311.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $99999900.00       | $92955082.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $111667600.00      | $104941975.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-18      | N/A      | 0.0000% | $161020500.00      | $160696526.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-11-15      | 4.7500%  | 0.0000% | $224999100.00      | $216478848.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-04      | N/A      | 0.0000% | $236977400.00      | $236835213.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $81.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $300.00            | $109.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $146.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $400.00            | $227.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $600.00            | $349.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $386.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-27      | N/A      | 0.0000% | $600.00            | $588.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 4.6250%  | 0.0000% | $700.00            | $673.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $900.00            | $858.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.1250%  | 0.0000% | $900.00            | $881.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-05      | N/A      | 0.0000% | $900.00            | $885.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $1400.00           | $961.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $1000.00           | $1008.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 3.5000%  | 0.0000% | $1200.00           | $1195.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $1800.00           | $1799.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 4.1250%  | 0.0000% | $2100.00           | $1912.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $11200.00          | $10077.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $14800.00          | $14889.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $61600.00          | $62439.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-15      | 1.8750%  | 0.0000% | $173800.00         | $154131.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $217400.00         | $207213.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 3.6250%  | 0.0000% | $251600.00         | $254130.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 4.6250%  | 0.0000% | $279500.00         | $270348.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $299100.00         | $292116.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $345500.00         | $349253.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $1230200.00        | $496399.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-08-15      | 3.8750%  | 0.0000% | $625000.00         | $614901.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $634300.00         | $634450.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $857700.00         | $847743.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $1165900.00        | $978945.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $999900.00         | $998510.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-30      | 3.8750%  | 0.0000% | $1094700.00        | $1084268.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 4.1250%  | 0.0000% | $1128200.00        | $1151792.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $1159100.00        | $1162451.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-02-28      | 3.5000%  | 0.0000% | $1189100.00        | $1166084.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-06-30      | 4.0000%  | 0.0000% | $1246600.00        | $1250743.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2037-02-15      | 4.7500%  | 0.0000% | $1999300.00        | $2076829.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $2211900.00        | $2171817.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $4999600.00        | $2586779.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 3.5000%  | 0.0000% | $2668700.00        | $2644077.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-08-15      | 2.2500%  | 0.0000% | $4996100.00        | $3110831.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $3296000.00        | $3263183.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $3862700.00        | $3349317.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $4197100.00        | $3944312.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 4.8750%  | 0.0000% | $3998000.00        | $4000374.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $4242000.00        | $4235821.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $5296000.00        | $4597864.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-09      | N/A      | 0.0000% | $4712900.00        | $4707668.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $4996600.00        | $4766878.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-05-15      | 4.7500%  | 0.0000% | $4999400.00        | $4817857.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 4.1250%  | 0.0000% | $4791100.00        | $4863350.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $4880100.00        | $5168579.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $7477900.00        | $5187934.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $5097600.00        | $5211356.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 4.6250%  | 0.0000% | $5872700.00        | $5980579.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $7153300.00        | $7250814.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-30      | 4.1250%  | 0.0000% | $7242100.00        | $7361879.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-05-15      | 3.1250%  | 0.0000% | $10000000.00       | $7467788.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-02-15      | 1.1250%  | 0.0000% | $9258600.00        | $8101608.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-05-15      | 4.2500%  | 0.0000% | $8478000.00        | $8161896.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $6357300.00        | $8297688.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $8350400.00        | $8474595.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-15      | 1.8750%  | 0.0000% | $9999900.00        | $8868230.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-11-15      | 2.3750%  | 0.0000% | $18999700.00       | $12009967.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 3.7500%  | 0.0000% | $13902000.00       | $14027551.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-15      | 0.1250%  | 0.0000% | $12143500.00       | $14829072.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $27295200.00       | $14861753.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $21829900.00       | $15024098.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $19999400.00       | $18494684.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-05-15      | 2.3750%  | 0.0000% | $32408100.00       | $20099650.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 3.7500%  | 0.0000% | $25324200.00       | $21806937.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 4.7500%  | 0.0000% | $24469400.00       | $24140658.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $25000000.00       | $24795062.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 3.8750%  | 0.0000% | $26183900.00       | $26078750.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-15      | 1.3750%  | 0.0000% | $36500000.00       | $31510964.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-31      | 4.0000%  | 0.0000% | $37502700.00       | $37375591.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-08-15      | 4.5000%  | 0.0000% | $37957400.00       | $37737280.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $45210200.00       | $44718622.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $45000000.00       | $45350081.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49577382.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $50939900.00       | $50403019.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 4.0000%  | 0.0000% | $49999700.00       | $50803026.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 4.6250%  | 0.0000% | $50000000.00       | $50989830.11       | U.S. Treasuries (including strips) |

### Security 112: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5J4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1IA5J4_3.62_0601
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $96.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $125.34            | $98.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194.53            | $99.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-05      | N/A      | 0.0000% | $900.00            | $885.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $1000.00           | $989.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $996.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $697700.00         | $175456.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-16      | N/A      | 0.0000% | $205700.00         | $205327.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $243000.00         | $235813.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $330300.00         | $270840.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $2139000.00        | $1217793.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $3212400.00        | $3116301.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $4348138.36        | $3140960.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $3529100.00        | $3593233.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 3.8750%  | 0.0000% | $3849500.00        | $3846376.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $7038586.88        | $4773351.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-04      | N/A      | 0.0000% | $6073000.00        | $6032250.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $5124100.00        | $6037979.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $7143800.00        | $7166151.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 4.6250%  | 0.0000% | $7601900.00        | $7270863.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $7512600.00        | $7460462.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $13270605.15       | $8428957.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $9220700.00        | $8734118.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-30      | 4.6250%  | 0.0000% | $9091000.00        | $9306663.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 2.2500%  | 0.0000% | $19125900.00       | $11518897.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 4.3750%  | 0.0000% | $15000200.00       | $15461270.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $21988400.00       | $19360966.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $21361700.00       | $20862916.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $42670400.00       | $22077545.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-09-03      | N/A      | 0.0000% | $23949800.00       | $23717486.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $24766000.00       | $24831734.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $30725600.00       | $32541893.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $34247300.00       | $34847988.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $60999900.00       | $60716162.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $97465600.30       | $61046019.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $1.70              | $0.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $6.34              | $2.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $9.36              | $8.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $14.07             | $13.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $42.75             | $20.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $28.16             | $22.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $65.61             | $24.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $47.60             | $31.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $53.17             | $34.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $86.83             | $34.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $101.98            | $35.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $46.04             | $37.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $62.83             | $43.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $48.81             | $45.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.66            | U.S. Treasuries (including strips) |

### Security 113: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5L9, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1IA5L9_3.62_0601
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $3324979.95        | $876840.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $1765642.23        | $1061016.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $2877300.00        | $2884936.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $4407569.76        | $3302988.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $6259400.00        | $3563655.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $5493599.24        | $3822424.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $5769000.00        | $5631957.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $17614141.44       | $5978820.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $15754800.00       | $6539344.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $29611000.00       | $8497350.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $15110000.00       | $10307967.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-02-28      | 4.2500%  | 0.0000% | $11177000.00       | $11335981.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-31      | 3.8750%  | 0.0000% | $23915000.00       | $23640238.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $27760900.00       | $25405386.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $26316500.00       | $26475518.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $75190676.12       | $31503464.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $70208296.26       | $38668833.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-06-30      | 4.0000%  | 0.0000% | $41041800.00       | $41178226.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $56156600.00       | $53525440.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $0.08              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $0.63              | $0.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $7.97              | $2.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $9.96              | $6.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $100.00            | $44.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $122.88            | $69.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $95.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $382.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $1495.79           | $482.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-11-15      | 4.7500%  | 0.0000% | $900.00            | $865.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 3.6250%  | 0.0000% | $1000.00           | $985.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $1600.00           | $1182.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $900.00            | $1248.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $73300.00          | $59872.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $247000.00         | $78344.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $226000.00         | $91183.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $347149.60         | $331208.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $1011400.00        | $438434.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2699000.00        | $794499.23         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-06-05

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President