# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0001145549-25-050762
**Filing Date:** 2025-8
**Character Count:** 213173
**Document Hash:** 14f29a0cf3add21fed1a64d136db9a6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050762.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050762

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN INSTITUTIONAL FUNDS
- **CENTRAL INDEX KEY:** 0000710124

**ORGANIZATION NAME:**
- **EIN:** 363209613
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 251192340

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN INSTITUTIONAL FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-637-1380

**MAIL ADDRESS:**
- **STREET 1:** NORTHERN INSTITUTIONAL FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK MONEY MARKET FUND DIVERSIFIED ASSETS & GOVERNMENT
- **DATE OF NAME CHANGE:** 19910422

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK MONEY MARKET FUND
- **DATE OF NAME CHANGE:** 19851020

## Series and Classes Contracts Data

### TREASURY PORTFOLIO (Series ID: S000023949)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000070152 | SHARES                        | NITXX           |
| C000070153 | SERVICE SHARES                |  |
| C000070154 | PREMIER SHARES                | NTPXX           |
| C000232976 | Siebert Williams Shank Shares | SWSXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000710124

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Treasury Portfolio

**LEI of Series:** 54930050VO21IXKJ3O67

**EDGAR Series Identifier:** S000023949

**Total number of share classes in the series:** 4

**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            | Northern Trust Investments, Inc.                    | 801-33358         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | Northern Trust Investments, Inc.                    |  |
| Transfer Agent                | The Northern Trust Company<br>CIK: 0000838981       | 085-05127         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-80543

- **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:** 106 days

- **Total Value of Portfolio Securities:** $85717407193.45

- **Amortized Cost of Portfolio Securities:** $85723119766.36

- **Cash:** $2465755048.46

- **Total Other Assets:** $96998739.61

- **Total Liabilities:** $620947814.64

- **Net Assets of Series:** $87664925739.79

- **Number of Shares Outstanding (Series):** 87664819166.1300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $82243884781.72           | $92243884781.72            | 88.9800%                  | 99.8000%                   |
| 2025-07-02 | $81891608133.26           | $89891608133.26            | 90.9100%                  | 99.7900%                   |
| 2025-07-03 | $78690291233.15           | $88690291233.15            | 88.5400%                  | 99.7900%                   |
| 2025-07-07 | $80130114105.31           | $90130114105.31            | 88.7000%                  | 99.7700%                   |
| 2025-07-08 | $79769056958.71           | $89769056958.71            | 88.6600%                  | 99.7700%                   |
| 2025-07-09 | $79259286852.03           | $88759286852.03            | 89.0800%                  | 99.7600%                   |
| 2025-07-10 | $78502007024.40           | $88002007024.40            | 88.9900%                  | 99.7500%                   |
| 2025-07-11 | $78473715936.88           | $87973715936.88            | 88.9800%                  | 99.7500%                   |
| 2025-07-14 | $78165379079.43           | $87665379079.43            | 88.9300%                  | 99.7400%                   |
| 2025-07-15 | $80402863024.59           | $89902863024.59            | 89.2000%                  | 99.7400%                   |
| 2025-07-16 | $79604769669.96           | $89104769669.96            | 89.1000%                  | 99.7400%                   |
| 2025-07-17 | $79441896631.54           | $88941896631.54            | 89.0800%                  | 99.7300%                   |
| 2025-07-18 | $79677706398.64           | $89177706398.64            | 89.1000%                  | 99.7200%                   |
| 2025-07-21 | $80401925135.19           | $89901925135.19            | 89.1800%                  | 99.7100%                   |
| 2025-07-22 | $79970028882.53           | $89470028882.53            | 89.1200%                  | 99.7100%                   |
| 2025-07-23 | $81213175478.51           | $90713175478.51            | 89.2600%                  | 99.7100%                   |
| 2025-07-24 | $79836209714.03           | $89336209714.03            | 89.0900%                  | 99.6900%                   |
| 2025-07-25 | $80183993959.64           | $89683993959.64            | 89.1300%                  | 99.6900%                   |
| 2025-07-28 | $80158900328.23           | $89658900328.23            | 89.1100%                  | 99.6700%                   |
| 2025-07-29 | $79852611681.11           | $89352611681.11            | 89.0700%                  | 99.6700%                   |
| 2025-07-30 | $87151744812.03           | $88651744812.03            | 97.9800%                  | 99.6600%                   |
| 2025-07-31 | $82397129222.17           | $87897129222.17            | 93.6400%                  | 99.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.3600%             |
| 2025-07-02 | 4.3600%             |
| 2025-07-03 | 4.3600%             |
| 2025-07-07 | 4.3400%             |
| 2025-07-08 | 4.3400%             |
| 2025-07-09 | 4.3400%             |
| 2025-07-10 | 4.3400%             |
| 2025-07-11 | 4.3400%             |
| 2025-07-14 | 4.3300%             |
| 2025-07-15 | 4.3400%             |
| 2025-07-16 | 4.3400%             |
| 2025-07-17 | 4.3400%             |
| 2025-07-18 | 4.3400%             |
| 2025-07-21 | 4.3400%             |
| 2025-07-22 | 4.3300%             |
| 2025-07-23 | 4.3300%             |
| 2025-07-24 | 4.3200%             |
| 2025-07-25 | 4.3300%             |
| 2025-07-28 | 4.3400%             |
| 2025-07-29 | 4.3400%             |
| 2025-07-30 | 4.3400%             |
| 2025-07-31 | 4.3500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 0.9999                      |
|  |  |
| 2025-07-08 | 0.9999                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 0.9999                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 0.9999                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 0.9999                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 0.9999                      |
|  |  |
| 2025-07-31 | 0.9999                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $14897173689.55

- **Number of Shares Outstanding:** 14897103416.0500

- **Expense Reimbursement/Waiver:** 58266.91

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $3933364190.13            | $222923032.16           |
| 2025-07-02 | $60525827.83              | $1969409102.04          |
| 2025-07-03 | $598252292.55             | $1117473861.57          |
| 2025-07-07 | $1458608247.45            | $750282976.42           |
| 2025-07-08 | $579839334.84             | $513413595.60           |
| 2025-07-09 | $904055303.08             | $1175410794.23          |
| 2025-07-10 | $377798058.04             | $677348975.97           |
| 2025-07-11 | $386826242.22             | $386803213.70           |
| 2025-07-14 | $188031976.25             | $787150248.56           |
| 2025-07-15 | $1248341104.80            | $541952010.52           |
| 2025-07-16 | $356497524.94             | $644807679.24           |
| 2025-07-17 | $178367610.82             | $914645477.24           |
| 2025-07-18 | $269651088.09             | $179994095.28           |
| 2025-07-21 | $392977624.68             | $241970216.08           |
| 2025-07-22 | $289483594.08             | $613301577.47           |
| 2025-07-23 | $1515350752.22            | $64154289.04            |
| 2025-07-24 | $102777197.09             | $1570325378.86          |
| 2025-07-25 | $560697983.85             | $564341149.70           |
| 2025-07-28 | $113923180.38             | $565746413.44           |
| 2025-07-29 | $308726892.23             | $909322015.21           |
| 2025-07-30 | $190152223.99             | $219487110.62           |
| 2025-07-31 | $638439191.00             | $979707809.94           |

**Total Gross Subscriptions (Month):** $14652687440.56

**Total Gross Redemptions (Month):** $15609971022.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2100%           |
| 2025-07-03 | 4.2000%           |
| 2025-07-07 | 4.1900%           |
| 2025-07-08 | 4.1900%           |
| 2025-07-09 | 4.1900%           |
| 2025-07-10 | 4.1900%           |
| 2025-07-11 | 4.1800%           |
| 2025-07-14 | 4.1800%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.1900%           |
| 2025-07-17 | 4.1900%           |
| 2025-07-18 | 4.1900%           |
| 2025-07-21 | 4.1800%           |
| 2025-07-22 | 4.1800%           |
| 2025-07-23 | 4.1800%           |
| 2025-07-24 | 4.1700%           |
| 2025-07-25 | 4.1800%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.1900%           |
| 2025-07-30 | 4.1900%           |
| 2025-07-31 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.6400%          | 0.0000%              |
| Broker-dealer |  | 5.7600%          | 0.0000%              |
| Broker-dealer |  | 17.3800%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $71689272742.27

- **Number of Shares Outstanding:** 71689248390.2800

- **Expense Reimbursement/Waiver:** 249148.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $6371604388.93            | $5307414576.10          |
| 2025-07-02 | $4104457622.47            | $4355243859.81          |
| 2025-07-03 | $2137575374.46            | $2767871432.69          |
| 2025-07-07 | $3353809570.38            | $2563084587.83          |
| 2025-07-08 | $2440179198.14            | $2881950286.88          |
| 2025-07-09 | $2591640220.36            | $3399993227.90          |
| 2025-07-10 | $2257432459.56            | $2427104874.37          |
| 2025-07-11 | $2366639192.27            | $2599236468.64          |
| 2025-07-14 | $2259071589.09            | $2030960656.38          |
| 2025-07-15 | $3621697050.46            | $2136582034.27          |
| 2025-07-16 | $2277767404.20            | $2655725371.08          |
| 2025-07-17 | $2660027678.99            | $2107415786.46          |
| 2025-07-18 | $2309586695.59            | $2122187749.92          |
| 2025-07-21 | $2375728481.80            | $1994805318.58          |
| 2025-07-22 | $2145374656.70            | $2301290754.71          |
| 2025-07-23 | $2544635561.14            | $2824232506.85          |
| 2025-07-24 | $2337410769.85            | $2210905179.57          |
| 2025-07-25 | $2937022860.94            | $2634072139.23          |
| 2025-07-28 | $2476869437.59            | $2088219911.08          |
| 2025-07-29 | $3191346212.52            | $2805159327.33          |
| 2025-07-30 | $2371603387.91            | $3002366778.73          |
| 2025-07-31 | $4328344087.62            | $4903806885.53          |

**Total Gross Subscriptions (Month):** $63459823900.97

**Total Gross Redemptions (Month):** $62119629713.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1600%           |
| 2025-07-03 | 4.1500%           |
| 2025-07-07 | 4.1400%           |
| 2025-07-08 | 4.1400%           |
| 2025-07-09 | 4.1400%           |
| 2025-07-10 | 4.1400%           |
| 2025-07-11 | 4.1300%           |
| 2025-07-14 | 4.1300%           |
| 2025-07-15 | 4.1400%           |
| 2025-07-16 | 4.1400%           |
| 2025-07-17 | 4.1400%           |
| 2025-07-18 | 4.1400%           |
| 2025-07-21 | 4.1300%           |
| 2025-07-22 | 4.1300%           |
| 2025-07-23 | 4.1300%           |
| 2025-07-24 | 4.1200%           |
| 2025-07-25 | 4.1300%           |
| 2025-07-28 | 4.1400%           |
| 2025-07-29 | 4.1400%           |
| 2025-07-30 | 4.1400%           |
| 2025-07-31 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 0.0000%              |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1078479307.97

- **Number of Shares Outstanding:** 1078467359.8000

- **Expense Reimbursement/Waiver:** 3891.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $551584563.85             | $116011438.15           |
| 2025-07-02 | $0.99                     | $199187379.25           |
| 2025-07-03 | $15000000.00              | $82525353.08            |
| 2025-07-07 | $0.00                     | $71223113.39            |
| 2025-07-08 | $22695202.12              | $12705525.00            |
| 2025-07-09 | $76231184.05              | $11000000.00            |
| 2025-07-10 | $75000000.00              | $370001319.98           |
| 2025-07-11 | $204154739.85             | $6415374.00             |
| 2025-07-14 | $44548061.02              | $1124575.00             |
| 2025-07-15 | $84043719.01              | $49400000.00            |
| 2025-07-16 | $0.00                     | $138405360.65           |
| 2025-07-17 | $14459688.00              | $280799.00              |
| 2025-07-18 | $0.00                     | $45034511.62            |
| 2025-07-21 | $172597582.59             | $0.00                   |
| 2025-07-22 | $41282613.20              | $0.00                   |
| 2025-07-23 | $85113682.40              | $20156721.26            |
| 2025-07-24 | $63465967.81              | $106039894.38           |
| 2025-07-25 | $87693072.77              | $40385288.68            |
| 2025-07-28 | $19806422.51              | $1425768.00             |
| 2025-07-29 | $6213335.00               | $103358021.28           |
| 2025-07-30 | $21256312.93              | $68694235.84            |
| 2025-07-31 | $52336.00                 | $52700102.30            |

**Total Gross Subscriptions (Month):** $1585198484.10

**Total Gross Redemptions (Month):** $1496074780.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2100%           |
| 2025-07-03 | 4.2000%           |
| 2025-07-07 | 4.1900%           |
| 2025-07-08 | 4.1900%           |
| 2025-07-09 | 4.1900%           |
| 2025-07-10 | 4.1900%           |
| 2025-07-11 | 4.1800%           |
| 2025-07-14 | 4.1800%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.1900%           |
| 2025-07-17 | 4.1900%           |
| 2025-07-18 | 4.1900%           |
| 2025-07-21 | 4.1800%           |
| 2025-07-22 | 4.1800%           |
| 2025-07-23 | 4.1800%           |
| 2025-07-24 | 4.1700%           |
| 2025-07-25 | 4.1800%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.1900%           |
| 2025-07-30 | 4.1900%           |
| 2025-07-31 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 57.2100%         | 0.0000%              |
| Private fund  |  | 27.1800%         | 0.0000%              |
| Broker-dealer |  | 6.3000%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1320850668.75
- **C.18.a - Value (excl. sponsor support):** $1320850668.75
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134113339.44
- **C.18.a - Value (excl. sponsor support):** $134113339.44
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $657951831.25
- **C.18.a - Value (excl. sponsor support):** $657951831.25
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440283556.25
- **C.18.a - Value (excl. sponsor support):** $440283556.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $419081790.00
- **C.18.a - Value (excl. sponsor support):** $419081790.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $443733660.00
- **C.18.a - Value (excl. sponsor support):** $443733660.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747024185.60
- **C.18.a - Value (excl. sponsor support):** $747024185.60
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $710500340.75
- **C.18.a - Value (excl. sponsor support):** $710500340.75
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349458896.50
- **C.18.a - Value (excl. sponsor support):** $349458896.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495924570.00
- **C.18.a - Value (excl. sponsor support):** $495924570.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $570313255.50
- **C.18.a - Value (excl. sponsor support):** $570313255.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $545517027.00
- **C.18.a - Value (excl. sponsor support):** $545517027.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400181721.20
- **C.18.a - Value (excl. sponsor support):** $400181721.20
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $891199404.00
- **C.18.a - Value (excl. sponsor support):** $891199404.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49676162.39
- **C.18.a - Value (excl. sponsor support):** $49676162.39
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348669688.50
- **C.18.a - Value (excl. sponsor support):** $348669688.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345756365.50
- **C.18.a - Value (excl. sponsor support):** $345756365.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320796196.50
- **C.18.a - Value (excl. sponsor support):** $320796196.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $666269023.50
- **C.18.a - Value (excl. sponsor support):** $666269023.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295634376.00
- **C.18.a - Value (excl. sponsor support):** $295634376.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99454772.00
- **C.18.a - Value (excl. sponsor support):** $99454772.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248421962.50
- **C.18.a - Value (excl. sponsor support):** $248421962.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491946685.00
- **C.18.a - Value (excl. sponsor support):** $491946685.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $830034509.20
- **C.18.a - Value (excl. sponsor support):** $830034509.20
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $417472978.00
- **C.18.a - Value (excl. sponsor support):** $417472978.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123806621.25
- **C.18.a - Value (excl. sponsor support):** $123806621.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $215949555.80
- **C.18.a - Value (excl. sponsor support):** $215949555.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $546511209.77
- **C.18.a - Value (excl. sponsor support):** $546511209.77
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $301897833.25
- **C.18.a - Value (excl. sponsor support):** $301897833.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $663632375.02
- **C.18.a - Value (excl. sponsor support):** $663632375.02
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29590979.10
- **C.18.a - Value (excl. sponsor support):** $29590979.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248267577.50
- **C.18.a - Value (excl. sponsor support):** $248267577.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98619531.00
- **C.18.a - Value (excl. sponsor support):** $98619531.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $151791016.40
- **C.18.a - Value (excl. sponsor support):** $151791016.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118885328.03
- **C.18.a - Value (excl. sponsor support):** $118885328.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $203749180.20
- **C.18.a - Value (excl. sponsor support):** $203749180.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268844727.25
- **C.18.a - Value (excl. sponsor support):** $268844727.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $819460257.00
- **C.18.a - Value (excl. sponsor support):** $819460257.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187504766.10
- **C.18.a - Value (excl. sponsor support):** $187504766.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2793850000.00
- **C.18.a - Value (excl. sponsor support):** $2793850000.00
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1266626556.00
- **C.18.a - Value (excl. sponsor support):** $1266626556.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $695070000.00
- **C.18.a - Value (excl. sponsor support):** $695070000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249539062.50
- **C.18.a - Value (excl. sponsor support):** $249539062.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398725000.00
- **C.18.a - Value (excl. sponsor support):** $398725000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1471297730.70
- **C.18.a - Value (excl. sponsor support):** $1471297730.70
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.450831%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1500577815.00
- **C.18.a - Value (excl. sponsor support):** $1500577815.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43057781.25
- **C.18.a - Value (excl. sponsor support):** $43057781.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $814678458.05
- **C.18.a - Value (excl. sponsor support):** $814678458.05
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.525830%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2189163424.14
- **C.18.a - Value (excl. sponsor support):** $2189163424.14
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2661697259.00
- **C.18.a - Value (excl. sponsor support):** $2661697259.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.430829%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2784146813.76
- **C.18.a - Value (excl. sponsor support):** $2784146813.76
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.462830%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2282414542.80
- **C.18.a - Value (excl. sponsor support):** $2282414542.80
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $666184531.25
- **C.18.a - Value (excl. sponsor support):** $666184531.25
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.485830%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1687840943.40
- **C.18.a - Value (excl. sponsor support):** $1687840943.40
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.378831%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2099590227.00
- **C.18.a - Value (excl. sponsor support):** $2099590227.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.445935%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $960567465.60
- **C.18.a - Value (excl. sponsor support):** $960567465.60
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.439829%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500601660.00
- **C.18.a - Value (excl. sponsor support):** $500601660.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTAUAY86
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-08-15      | 0.0000%  | 0.0000% | $20000.00          | $19979.78          | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 0.0000%  | 0.0000% | $30000.00          | $29326.08          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $40000.00          | $38388.68          | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $225000.00         | $214568.77         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $1665100.00        | $1525321.52        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $1300.00           | $1158.44           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $100.00            | $88.09             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $1200.00           | $995.17            | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $63.71             | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $400000.00         | $241329.20         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $500200.00         | $265211.54         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $397000.00         | $203820.20         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $165000.00         | $79015.70          | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $400.00            | $185.85            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $2100.00           | $957.67            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $22000.00          | $9884.82           | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $824800.00         | $359413.20         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $100.00            | $42.94             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $464000.00         | $196616.75         | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $55000.00          | $22338.47          | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $19500.00          | $7700.69           | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $132000.00         | $50663.98          | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $130000.00         | $47451.69          | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $10000.00          | $3598.85           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $900.00            | $311.84            | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $45000.00          | $15355.08          | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $180000.00         | $59799.60          | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $100.00            | $31.58             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $32000.00          | $9115.55           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $9385800.00        | $19998982.25       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 2.0000%  | 0.0000% | $626100.00         | $1016133.20        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $85200.00          | $137981.14         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $47400.00          | $28829.17          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $8986900.00        | $8807193.03        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $5660900.00        | $5484664.18        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $6968700.00        | $6827825.12        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $27571300.00       | $27144874.06       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 3.0000%  | 0.0000% | $23517000.00       | $23703607.39       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 3.0000%  | 0.0000% | $134400.00         | $134915.29         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $4219600.00        | $4149545.04        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 2.6250%  | 0.0000% | $2887000.00        | $2873200.94        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $1398300.00        | $1386341.74        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 2.5000%  | 0.0000% | $4599000.00        | $4598710.37        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $17000.00          | $16901.26          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $11942000.00       | $11846947.65       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 2.1250%  | 0.0000% | $4421200.00        | $4361079.05        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $8044900.00        | $7890184.38        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 2.0000%  | 0.0000% | $5047000.00        | $5087448.02        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 2.2500%  | 0.0000% | $5633600.00        | $5624771.47        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $50200.00          | $49862.33          | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $3154500.00        | $3102328.15        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $1010000.00        | $987848.46         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $301200.00         | $296429.80         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $8131300.00        | $7950121.86        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $2238900.00        | $2188918.80        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $3000000.00        | $2774467.97        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $245000.00         | $239250.02         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $157000.00         | $152933.30         | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $8553000.00        | $7873786.47        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $2881200.00        | $2798890.84        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $450500.00         | $437036.89         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $25000000.00       | $24089575.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $2991200.00        | $2714820.46        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $1383000.00        | $1329387.05        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $21856600.00       | $20734467.58       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $1760000.00        | $1650340.02        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $16215000.00       | $15118866.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $46759800.00       | $39855342.48       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 0.2500%  | 0.0000% | $3583000.00        | $3573631.90        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $4777000.00        | $4436294.81        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 0.2500%  | 0.0000% | $10654000.00       | $10588545.37       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 0.2500%  | 0.0000% | $1616500.00        | $1601115.77        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $8731100.00        | $8591558.66        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $6317700.00        | $6193816.22        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $7594400.00        | $7031206.89        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $2732400.00        | $2561841.70        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $3903300.00        | $3826142.71        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $2632000.00        | $2578233.50        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $6000.00           | $5856.64           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $1199900.00        | $1122216.08        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $11031700.00       | $9715178.42        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $1116000.00        | $1085747.47        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $20627000.00       | $20032263.61       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $20962700.00       | $23205978.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $23186700.00       | $22389007.96       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $3813000.00        | $3688601.66        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $46405000.00       | $43005957.51       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $20294700.00       | $19608874.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $2047400.00        | $1979552.23        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $8813000.00        | $7529025.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $10161400.00       | $9438142.03        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $12833600.00       | $11831440.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $10109100.00       | $8917359.09        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $2412800.00        | $2271384.62        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $74300100.00       | $69329469.75       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $6950000.00        | $6701004.66        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $7444000.00        | $7370994.99        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $1500000.00        | $1430208.00        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 3.1250%  | 0.0000% | $695000.00         | $704506.29         | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $105000.00         | $97554.71          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $22491800.00       | $22430949.04       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-15      | 4.2500%  | 0.0000% | $20353300.00       | $20602136.65       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $2708000.00        | $2744178.88        | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $10912200.00       | $10996083.32       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $8043700.00        | $8118440.14        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $2037000.00        | $2046990.12        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $6773100.00        | $6813591.85        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-15      | 4.0000%  | 0.0000% | $5684200.00        | $5708183.47        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 3.8750%  | 0.0000% | $82100.00          | $82075.68          | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $1790800.00        | $1759887.21        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 4.0000%  | 0.0000% | $800000.00         | $813362.83         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $2127600.00        | $2070575.47        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $2364600.00        | $2412595.32        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-15      | 4.6250%  | 0.0000% | $600000.00         | $612100.05         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $3870100.00        | $3899714.45        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $10295500.00       | $10327034.27       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $11291800.00       | $11284998.58       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $319100.00         | $318402.13         | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $5000000.00        | $4972464.83        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $18804400.00       | $18896137.68       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $18500000.00       | $19044764.50       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $9792200.00        | $9862880.10        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $21555300.00       | $21603044.99       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $10002700.00       | $10211676.84       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $1070700.00        | $1097735.32        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $13409000.00       | $13845872.44       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $2652200.00        | $2774887.23        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 5.0000%  | 0.0000% | $36500.00          | $37135.27          | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 5.0000%  | 0.0000% | $11668000.00       | $11829158.42       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $9719700.00        | $10253637.14       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $2803000.00        | $3071543.91        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $8248800.00        | $8382804.31        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $79000.00          | $81093.24          | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $271900.00         | $272748.92         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $41000.00          | $41051.87          | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $3804700.00        | $3802325.87        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $811000.00         | $814075.31         | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $3701000.00        | $3774017.03        | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $6380800.00        | $6518861.37        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $85500.00          | $86891.85          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $38000.00          | $38632.33          | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $32873000.00       | $34084616.59       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $2788000.00        | $2824380.61        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $9992000.00        | $10068459.38       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.4679%  | 0.0000% | $235487400.00      | $235711584.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $11072000.00       | $11094221.50       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $17122100.00       | $16897121.38       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $4549000.00        | $4600881.50        | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $10600000.00       | $10483074.93       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $10497900.00       | $10457416.60       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $8000000.00        | $8037173.34        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $4909200.00        | $5000194.47        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $22740700.00       | $22845617.92       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $760900.00         | $768460.30         | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $26047900.00       | $26448829.27       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $7535000.00        | $7742534.70        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $30745000.00       | $30938944.47       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $2000000.00        | $2020319.65        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $25129200.00       | $25467238.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $14795100.00       | $15039204.35       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $15485000.00       | $16176336.56       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $11367000.00       | $11535620.92       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $10300900.00       | $10470878.58       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $8000000.00        | $8062336.92        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $16470200.00       | $16565957.74       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $16000000.00       | $16121496.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $6300000.00        | $6325760.70        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $459900.00         | $460755.72         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $11000000.00       | $11108786.34       | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $15407200.00       | $15355933.54       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $1830500.00        | $1831871.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $15247200.00       | $15243967.09       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $4865800.00        | $4852740.19        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $14548400.00       | $14444873.59       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $121.50            | $94.55             | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $13.71             | $9.92              | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $35481.01          | $25042.92          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $15.00             | $10.31             | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $5702329.13        | $3819773.60        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $78000.00          | $50868.64          | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.63              | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $1588130.00        | $981321.41         | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $1.00              | $0.77              | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $61176.99          | $45933.83          | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $1660.00           | $1216.28           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.71              | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $138.00            | $96.17             | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $198758.22         | $131340.82         | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 0.0000%  | 0.0000% | $44.00             | $43.93             | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 0.0000%  | 0.0000% | $6.00              | $5.93              | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $2.09              | $2.00              | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $120.00            | $112.99            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $4.00              | $3.73              | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $20.00             | $18.43             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $3800258.47        | $3438367.46        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $805000.00         | $714429.45         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $5795850.00        | $5194003.14        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $1662000.00        | $1460298.02        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $34.64             | $22.27             | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $647000.00         | $405091.23         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.87              | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $60.00             | $51.09             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $386000.00         | $332222.09         | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $6078.00           | $5119.74           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $383996.00         | $316525.98         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $2810000.00        | $2341983.26        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $1022000.00        | $833335.73         | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $354000.00         | $215807.25         | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $2169000.00        | $1286327.62        | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $49.00             | $28.27             | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $85.00             | $48.38             | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $8209920.00        | $4536539.07        | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $364000.00         | $204028.55         | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $141000.00         | $76859.10          | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.54              | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $377999.36         | $191638.87         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $990000.00         | $494003.07         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $926000.00         | $448304.38         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $393000.00         | $187388.69         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $231000.00         | $107201.32         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $63.00             | $22.95             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $52825.60          | $23783.04          | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $20.00             | $8.86              | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $663000.00         | $289337.18         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $1996000.00        | $833793.07         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $397000.00         | $163462.77         | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $960000.00         | $383300.16         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $806998.00         | $313183.01         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $1.01              | $0.39              | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $330000.00         | $124757.49         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $996975.53         | $372117.13         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $7468720.00        | $2753261.47        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $515000.00         | $184983.88         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $552000.00         | $193645.46         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $40000.00          | $13878.44          | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.34              | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $50000.00          | $16918.85          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $915000.00         | $305367.53         | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.33              | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $1895000.00        | $616519.30         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $465728.00         | $149804.21         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $117000.00         | $37120.59          | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $2120000.00        | $664764.16         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $869737.00         | $269267.97         | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $233854.00         | $71545.06          | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $3.52              | $1.06              | U.S. Treasuries (including strips) |

### Security 59: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY55V4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-09-04      | 0.0000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $500.00            | $494.70            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-22      | 0.0000%  | 0.0000% | $109470000.00      | $107282242.05      | U.S. Treasuries (including strips) |
| USTR          | 2025-09-18      | 0.0000%  | 0.0000% | $200.00            | $198.87            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-09      | 0.0000%  | 0.0000% | $300.00            | $297.56            | U.S. Treasuries (including strips) |
| USTR          | 2025-08-05      | 0.0000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| USTR          | 2025-08-19      | 0.0000%  | 0.0000% | $531100.00         | $529966.63         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $29491400.00       | $31755909.68       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $1040600.00        | $1104844.45        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $25500000.00       | $24932055.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $12000000.00       | $11626414.56       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $23800000.00       | $23596462.40       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $25000000.00       | $24854800.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $7147200.00        | $7090311.86        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 2.1250%  | 0.0000% | $19129000.00       | $18868877.49       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 2.2500%  | 0.0000% | $10000000.00       | $9984328.80        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $94633300.00       | $93134562.15       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $8176000.00        | $7561350.05        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $3029900.00        | $2951418.02        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $24999900.00       | $24252782.62       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $6499600.00        | $5577246.61        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $94.05             | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $113899000.00      | $106802317.33      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.85             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $77618800.00       | $67219032.66       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $19540700.00       | $18331944.87       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $119900.00         | $117450.68         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $52296800.00       | $48911000.57       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $41970300.00       | $36961570.11       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $19906800.00       | $18505639.75       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $20217900.00       | $17326377.27       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $5500200.00        | $5091008.83        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $100950200.00      | $93555867.09       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $117455400.00      | $108985749.84      | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $400.00            | $386.74            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $9872000.00        | $9101108.24        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $3100700.00        | $2735164.88        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $41500000.00       | $40336526.75       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $83110700.00       | $77217527.79       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $5550000.00        | $5534984.62        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $59413200.00       | $60298545.79       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $129699300.00      | $129920212.41      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $3147300.00        | $3118272.45        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $14623900.00       | $14371462.24       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $62000000.00       | $63218016.97       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $10625300.00       | $10840966.34       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $124636800.00      | $123409999.98      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $70653400.00       | $70498881.01       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $86469500.00       | $85993309.61       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $13362600.00       | $13299252.41       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $200000.00         | $204178.41         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $88997800.00       | $92327890.05       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 5.0000%  | 0.0000% | $44600000.00       | $45376248.15       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $105167800.00      | $109612979.98      | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52746675.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $5085000.00        | $5167607.40        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $2111700.00        | $2094979.49        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $74111700.00       | $74020243.71       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.5309%  | 0.0000% | $7002500.00        | $7009348.45        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $60859000.00       | $61089777.33       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $25480700.00       | $25500130.07       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $192460800.00      | $198330053.18      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $1147400.00        | $1181492.51        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $162000.00         | $164695.77         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $18672600.00       | $19360825.36       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $172834800.00      | $175776657.77      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $10208400.00       | $10502310.04       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $206800400.00      | $210146877.78      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $4000.00           | $4008.03           | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $178972800.00      | $179810750.65      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $290015900.00      | $286205188.81      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $751500.00         | $760070.88         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $22529500.00       | $22522877.07       | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $30661400.00       | $30323184.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $24600000.00       | $24714308.01       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $4501200.00        | $4562155.76        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $107642800.00      | $108654678.17      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $26507400.00       | $26712681.85       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $133071400.00      | $136736553.76      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $20809000.00       | $21268867.71       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $203448600.00      | $212531677.49      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $5931900.00        | $5978122.05        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 4.4459%  | 0.0000% | $60351900.00       | $60372117.89       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $172758100.00      | $173762515.60      | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $60004800.00       | $60460446.45       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $6537600.00        | $6542498.41        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $657100.00         | $656484.30         | U.S. Treasuries (including strips) |

### Security 60: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTAY55Z5
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-08-05      | 0.0000%  | 0.0000% | $400.00            | $399.81            | U.S. Treasuries (including strips) |
| USTR          | 2025-08-12      | 0.0000%  | 0.0000% | $3461200.00        | $3456686.60        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $1200.00           | $1176.96           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $800.00            | $324.92            | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5900.00           | $2264.53           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $200.00            | $73.92             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $700.00            | $251.92            | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $61293400.00       | $21509631.57       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $15531700.00       | $5159941.37        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $820200.00         | $269431.60         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $329856000.00      | $104164896.38      | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $57331300.00       | $17461566.03       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $200.00            | $57.78             | U.S. Treasuries (including strips) |
| USTR          | 2032-04-15      | 3.3750%  | 0.0000% | $200.00            | $406.64            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $199900.00         | $323737.45         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $9954100.00        | $15522561.46       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $110.65            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $3416000.00        | $2771175.72        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $16442200.00       | $19120172.07       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.54             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $2774200.00        | $1966095.20        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $418422300.00      | $416844854.05      | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $45830800.00       | $34872663.70       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $125712600.00      | $87787005.33       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $297.37            | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $139300.00         | $100172.72         | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $97700.00          | $46738.94          | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.14             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $35362400.00       | $25688657.62       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $32935000.00       | $22646922.23       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $121.64            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $55688500.00       | $40815710.15       | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $148772800.00      | $104449905.32      | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $186943100.00      | $154572457.54      | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $28024700.00       | $23755207.55       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $100834000.00      | $90073702.98       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $96.49             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $175167900.00      | $171343346.95      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $1000.00           | $981.63            | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $200000100.00      | $190159247.26      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $125057400.00      | $122499014.48      | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $2899600.00        | $2848751.35        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1007.27           | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $25167900.00       | $24607352.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $832600.00         | $1065114.73        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $600.00            | $595.22            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $319800.00         | $386769.09         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $101700.00         | $100089.35         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $1700.00           | $1662.05           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $700.00            | $674.51            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $23000.00          | $21819.17          | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $47847900.00       | $41057840.16       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 0.2500%  | 0.0000% | $1877200.00        | $1872291.88        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $9900.00           | $9741.78           | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $2940500.00        | $3373882.09        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $10000.00          | $9258.41           | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $7422400.00        | $7275679.96        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $48474100.00       | $45475572.98       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $27562800.00       | $25700115.15       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $1300.00           | $1195.39           | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $209955000.00      | $179927665.05      | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $3323900.00        | $3084215.24        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $74000.00          | $63218.87          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $893100.00         | $831406.44         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $5542400.00        | $5841172.41        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.55             | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $141190500.00      | $137232153.74      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $146142000.00      | $136365191.54      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $275000.00         | $255500.44         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $15816300.00       | $15560653.66       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $3423600.00        | $3392024.14        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1400.00           | $1503.24           | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $2288200.00        | $2283195.71        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $225901100.00      | $224657055.19      | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $3101300.00        | $3192623.15        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $199.05            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $300.00            | $311.23            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 4.4559%  | 0.0000% | $12605800.00       | $12609531.32       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $2030900.00        | $2084712.08        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $63908000.00       | $63401974.34       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $183000.00         | $186760.60         | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $249704000.00      | $254630410.22      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $107.45            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $96100.00          | $100204.96         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $7549300.00        | $7684340.69        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $729900.00         | $732513.04         | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $3000000.00        | $2960581.01        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $19196200.00       | $19190556.95       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $900.00            | $909.73            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $11205900.00       | $11413606.96       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $25000000.00       | $25344287.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $4939900.00        | $5006796.69        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $77522600.00       | $78251338.25       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $2200.00           | $2221.85           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1015.40           | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $2724000.00        | $2775968.84        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $22193600.00       | $22119752.24       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $9040000.00        | $9057689.32        | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $69.42             | $35.19             | U.S. Treasuries (including strips) |

### Security 61: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTAY5643
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-08-14      | 0.0000%  | 0.0000% | $400.00            | $399.38            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $1108200.00        | $1794726.59        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $3523100.00        | $5473214.89        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $5062200.00        | $4171329.29        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.79             | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $3498800.00        | $2875208.25        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.35            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $155600.00         | $123774.06         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.87             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $2152800.00        | $2144683.98        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $139.66            | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $151.56            | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $687900.00         | $494284.69         | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $53608000.00       | $38519572.57       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $5740000.00        | $4076198.30        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1956200.00        | $1546596.80        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $315000.00         | $150693.64         | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $1264200.00        | $625192.73         | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $1912800.00        | $1003481.92        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $23600.00          | $12380.89          | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.45             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $173.80            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $10991600.00       | $6755708.63        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $122.92            | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $1475700.00        | $1073404.86        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $10570500.00       | $8960110.95        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $180.40            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.67             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $290.94            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $384700.00         | $498968.09         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $13564600.00       | $17593715.79       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $127.93            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $2224300.00        | $2191312.51        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $700.00            | $679.59            | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $1300.00           | $1202.27           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $1000000.00        | $963583.00         | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $171.15            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $15859800.00       | $13571450.39       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $13321600.00       | $13108692.81       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $1160600.00        | $1331653.65        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $925.84            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $1426800.00        | $1235629.97        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $196.05            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $90000.00          | $87560.28          | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $1311400.00        | $1451736.67        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $6370200.00        | $5857583.64        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $74985600.00       | $69648349.95       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $712000.00         | $685601.88         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $186.18            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $53224000.00       | $52403037.53       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $2897700.00        | $2858618.72        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $4686800.00        | $4518887.58        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $99317200.00       | $102720674.86      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $20300.00          | $20334.57          | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $78456100.00       | $77732499.39       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $700.00            | $681.23            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $17267000.00       | $17606217.72       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $5321000.00        | $5425533.36        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $900.00            | $918.27            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $22076000.00       | $22206675.20       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $11100.00          | $11165.70          | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $6576600.00        | $6569865.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $199.56            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $1367000.00        | $1407253.68        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $858000.00         | $940201.45         | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $198.41            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.5309%  | 0.0000% | $200.00            | $200.20            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $43367700.00       | $43340638.56       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $29145400.00       | $29167624.56       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $5279900.00        | $5377566.33        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $1399600.00        | $1439895.88        | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $871400.00         | $884452.84         | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $128986000.00      | $127291167.43      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $379200.00         | $379988.07         | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $15764700.00       | $15590804.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $5989900.00        | $6054624.17        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.4909%  | 0.0000% | $200.00            | $200.20            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $185412000.00      | $187154934.54      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $200.00            | $204.42            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $5078200.00        | $5146511.95        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $3709800.00        | $3759704.23        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $89413000.00       | $91943919.91       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $11500.00          | $11765.12          | U.S. Treasuries (including strips) |

### Security 62: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTAY5CW4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $300.00            | $294.24            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $200.00            | $81.23             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $300.00            | $115.15            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $100.00            | $36.96             | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $3546900.00        | $1244710.07        | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $14234500.00       | $4728985.59        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $28.89             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $18949500.00       | $20967080.87       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $199700.00         | $154052.08         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $42191000.00       | $32099759.83       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $53702600.00       | $42718437.22       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.84             | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $135700.00         | $101561.70         | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $4858900.00        | $3683219.77        | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $24042600.00       | $17944144.17       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $4900.00           | $3642.84           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $140800.00         | $101251.40         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $12200900.00       | $8863220.33        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $18199100.00       | $12514152.18       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $49159700.00       | $36030564.06       | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $101097600.00      | $70978261.80       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $27036800.00       | $22355169.14       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $74998500.00       | $54552926.86       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $1385800.00        | $1174676.86        | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $999600.00         | $912609.38         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $24999600.00       | $20604018.53       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $16235600.00       | $14695739.99       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $99000.00          | $80574.41          | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $15283000.00       | $13652105.47       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $511100.00         | $488964.36         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $93229900.00       | $91194351.84       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $33305800.00       | $32693816.25       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $13311000.00       | $13044825.97       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $53600.00          | $52771.01          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $21008500.00       | $26609655.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $694500.00         | $669208.39         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $51900.00          | $49235.41          | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $6700.00           | $5749.21           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $49601800.00       | $46059437.85       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $900.00            | $770.14            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.59             | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $114.74            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $302200.00         | $279789.15         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $800.00            | $784.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $5174900.00        | $5025692.59        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $12449800.00       | $11447952.14       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $39678800.00       | $34004019.13       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $111972400.00      | $95659033.33       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $900.00            | $835.94            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $29576000.00       | $26089346.46       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $1653900.00        | $1628389.14        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $18579600.00       | $18058711.63       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $220525000.00      | $205772015.32      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $500000.00         | $490489.00         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $1087100.00        | $1124353.54        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $2635900.00        | $2684018.35        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $7192200.00        | $7176470.66        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $62566100.00       | $62840416.44       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $360691400.00      | $371312582.12      | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $26957900.00       | $26830101.68       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $10649600.00       | $11048083.19       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $4950000.00        | $4956262.39        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $192393600.00      | $192484602.17      | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $3576000.00        | $3685053.12        | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $268900.00         | $274718.19         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $638400.00         | $685909.19         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $10312000.00       | $10608892.79       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $22405300.00       | $23011239.70       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $96300.00          | $97398.31          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $42064100.00       | $42518625.82       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $7202400.00        | $7301587.85        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $85978100.00       | $86786322.77       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $96100.00          | $97579.17          | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $43328400.00       | $43601722.61       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $30120700.00       | $30695346.81       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $120140300.00      | $120748970.76      | U.S. Treasuries (including strips) |

### Security 63: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTAY5DP8
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $8800.00           | $7837.21           | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $760900.00         | $609438.29         | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $214100.00         | $128543.28         | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $56200.00          | $31874.28          | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $500.00            | $263.35            | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $600.00            | $222.74            | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $200.00            | $49.93             | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $39689000.00       | $38650148.84       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.30             | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.81             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $1900.00           | $1656.33           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $10900.00          | $9024.84           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $90000.00          | $67996.35          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $500000.00         | $373634.00         | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $3000.00           | $1998.85           | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $185027600.00      | $182043049.67      | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 2.0000%  | 0.0000% | $32799900.00       | $33059224.90       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $6100.00           | $5529.23           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $3600.00           | $3690.52           | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $1800.00           | $1137.36           | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $40.96             | $25.19             | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $81.92             | $47.69             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $3200.00           | $2396.99           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $3276.80           | $2335.14           | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 0.0000%  | 0.0000% | $409.60            | $404.56            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $81.92             | $78.53             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $6553.60           | $5983.15           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $5242.88           | $4741.48           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $81.92             | $67.43             | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $327.68            | $193.34            | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $327.68            | $180.04            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $256.00            | $97.26             | U.S. Treasuries (including strips) |

### Security 64: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY5DQ6
- **C.18 - Value (incl. sponsor support):** $6578000000.00
- **C.18.a - Value (excl. sponsor support):** $6578000000.00
- **C.19 - Percentage of Net Assets:** 7.5000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-10-09      | 0.0000%  | 0.0000% | $34200000.00       | $33921748.80       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $49400000.00       | $48603672.00       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-07      | 0.0000%  | 0.0000% | $22243600.00       | $22067897.80       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-12      | 0.0000%  | 0.0000% | $800.00            | $790.32            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-25      | 0.0000%  | 0.0000% | $1500.00           | $1479.56           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $1327800.00        | $1298226.82        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $42352000.00       | $41723898.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $75000000.00       | $73840027.65       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 2.7500%  | 0.0000% | $8259000.00        | $8340272.06        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $8240700.00        | $8000337.68        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $111500000.00      | $109015604.83      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $4550000.00        | $4443214.74        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $27065900.00       | $25236245.16       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $7000.00           | $5966.39           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $206655600.00      | $193111351.47      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $27160200.00       | $25223080.22       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $10000000.00       | $9381416.67        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $44550000.00       | $39233409.06       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $138055700.00      | $128338509.98      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $323133000.00      | $276919178.82      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $461800.00         | $427444.07         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $160251300.00      | $148513319.66      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $38879200.00       | $37437714.35       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $4843300.00        | $4508734.52        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.21             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $1034000.00        | $973396.76         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $170182700.00      | $166342187.01      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $29866100.00       | $28476490.10       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $112401600.00      | $104431483.21      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $301.47            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $54114000.00       | $54437511.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $1100000.00        | $1089854.70        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $135101000.00      | $137755117.91      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49949316.65       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $300.00            | $301.77            | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $4250800.00        | $4053349.58        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $147689000.00      | $147366004.16      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $202008000.00      | $209566668.08      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $581179200.00      | $598902746.15      | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $169782000.00      | $177034323.03      | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $95811000.00       | $97441819.35       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $199900.00         | $201429.64         | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $100000000.00      | $98896933.30       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $617947500.00      | $629401465.88      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $93276500.00       | $94153330.16       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $272981500.00      | $280500164.21      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $2000000.00        | $2044198.92        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $181738000.00      | $182884432.92      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $1960200.00        | $1963056.01        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.3839%  | 0.0000% | $1517369200.00     | $1516910954.50     | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $243486000.00      | $247503843.57      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $211876400.00      | $212270630.58      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $302837300.00      | $305176415.31      | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $120639800.00      | $120238378.91      | U.S. Treasuries (including strips) |

### Security 65: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTAY5DV5
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $106116000.00      | $107100049.00      | U.S. Treasuries (including strips) |

### Security 66: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY5DW3
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 10.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $200000000.00      | $197856000.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $100000000.00      | $97910900.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $7000000.00        | $7780181.12        | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 5.0000%  | 0.0000% | $58000000.00       | $61457435.51       | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $30000000.00       | $29214756.36       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $59000000.00       | $56347222.12       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $96000000.00       | $92627924.35       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $38000000.00       | $34227631.05       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $75000000.00       | $61076229.22       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $45000000.00       | $36284269.95       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $17000000.00       | $17593302.16       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $100000000.00      | $86378792.80       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $232200000.00      | $199657617.68      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $170036100.00      | $138909091.06      | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $250000000.00      | $197684027.50      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7645361.74        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $44200000.00       | $31135191.09       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $15000000.00       | $10407091.32       | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $75000000.00       | $51376498.35       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $91000000.00       | $59615799.88       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $172000000.00      | $164857839.90      | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $214000000.00      | $152747956.36      | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $220513000.00      | $155476015.10      | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $43000000.00       | $32375935.09       | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $86900000.00       | $64427999.43       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $172000000.00      | $135038201.21      | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $206950400.00      | $152763936.46      | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $43230000.00       | $30753978.71       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $64000000.00       | $40067947.52       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $159056000.00      | $75309117.38       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $166331000.00      | $81414075.98       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $89700000.00       | $56797505.21       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $66100000.00       | $36980442.56       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $13000000.00       | $8594911.72        | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $99801000.00       | $57297377.97       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $347650400.00      | $190808698.69      | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $231000000.00      | $140722354.08      | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $196085000.00      | $161235454.55      | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $64600000.00       | $55987047.70       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $50400000.00       | $41219535.57       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $26000000.00       | $22061164.63       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $174000000.00      | $167003312.97      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $65520000.00       | $63971717.19       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $49000000.00       | $44844258.55       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $15000000.00       | $13826306.19       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $19000000.00       | $18704908.32       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $156000000.00      | $152469670.08      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $141890000.00      | $137402002.27      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $46192000.00       | $45446909.27       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $73250000.00       | $71973451.96       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $27000000.00       | $26193355.91       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $37000000.00       | $35196080.87       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $15700000.00       | $15594380.71       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $45000000.00       | $59917486.78       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $21000000.00       | $20525976.01       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $199349000.00      | $194675603.98      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $19500000.00       | $17930984.86       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $50000000.00       | $59069201.38       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $161000000.00      | $145935463.93      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $210300000.00      | $198322784.10      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $172739300.00      | $162414384.08      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $214000000.00      | $200586735.94      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $67325000.00       | $62496787.63       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 0.2500%  | 0.0000% | $22900000.00       | $22757317.73       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $71700000.00       | $66550004.10       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $48280000.00       | $41247044.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $114500000.00      | $106308746.37      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $192660000.00      | $178298640.99      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $73000000.00       | $67555806.00       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $39000000.00       | $33712334.76       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $33800000.00       | $31671421.68       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $133600000.00      | $125267457.11      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $35200000.00       | $32798738.12       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $60957500.00       | $56622872.46       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $1000000.00        | $971099.09         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $39389900.00       | $38033902.69       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $192000000.00      | $185744295.74      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $200000000.00      | $170497207.60      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $27465000.00       | $26525816.01       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $88000000.00       | $82757973.41       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $50200000.00       | $48959784.70       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $40500000.00       | $39018239.99       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $31000000.00       | $30331601.93       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $34000000.00       | $31513596.90       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $104813500.00      | $104494502.94      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $110474000.00      | $121872200.92      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $161020000.00      | $161888077.18      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $126000000.00      | $126483755.96      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $24500000.00       | $24048220.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $16500000.00       | $16627381.90       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $175000000.00      | $174388725.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $84000000.00       | $84397691.78       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $21000000.00       | $21106774.96       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $107000000.00      | $109974598.26      | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $9500000.00        | $9699300.91        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $67400000.00       | $68993816.97       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 5.0000%  | 0.0000% | $11000000.00       | $11191231.34       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $26000000.00       | $26505444.55       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 5.0000%  | 0.0000% | $65500000.00       | $66406520.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $166000000.00      | $168702199.46      | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $50000000.00       | $50476750.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $30500000.00       | $31258311.34       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $38000000.00       | $37980734.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $30000000.00       | $30495090.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $14000000.00       | $14236005.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $82000000.00       | $88097427.81       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $171464300.00      | $174589367.35      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $105212700.00      | $108150764.65      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $59562000.00       | $60015032.15       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.4679%  | 0.0000% | $200000000.00      | $200164000.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $33000000.00       | $33062040.00       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $9000000.00        | $9226298.97        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $55000000.00       | $54116663.54       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $12655000.00       | $12787529.49       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $1605000.00        | $1623926.96        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $128000000.00      | $129225961.73      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $173000000.00      | $173223170.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 4.4459%  | 0.0000% | $150000000.00      | $149929500.00      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $83214000.00       | $83105544.12       | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $38000000.00       | $37783763.47       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $200000000.00      | $199905793.40      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 4.4449%  | 0.0000% | $50000000.00       | $49997400.00       | U.S. Treasuries (including strips) |

### Security 67: FIXED INCOME CLEARING CORP-STATE STREET

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-STATE STREET 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY5DX1
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 5.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-11-15      | 4.3600%  | 0.0000% | $50000000.00       | $47843071.00       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.3600%  | 0.0000% | $25000000.00       | $25587513.25       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 4.3600%  | 0.0000% | $66761300.00       | $54502755.66       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.3600%  | 0.0000% | $363899300.00      | $231000036.94      | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.3600%  | 0.0000% | $50000000.00       | $34521701.00       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3600%  | 0.0000% | $2320000000.00     | $1678512924.00     | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 4.3600%  | 0.0000% | $1309969800.00     | $871305767.35      | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 4.3600%  | 0.0000% | $149791400.00      | $102572766.33      | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 4.3600%  | 0.0000% | $902677500.00      | $658947759.78      | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 4.3600%  | 0.0000% | $754277000.00      | $621456106.62      | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 4.3600%  | 0.0000% | $309499400.00      | $261384323.06      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.3600%  | 0.0000% | $2423700.00        | $2365355.05        | U.S. Treasuries (including strips) |

### Security 68: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTAY5DY9
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $1280309500.00     | $1275000056.50     | U.S. Treasuries (including strips) |

### Security 69: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY5E02
- **C.18 - Value (incl. sponsor support):** $7600000000.00
- **C.18.a - Value (excl. sponsor support):** $7600000000.00
- **C.19 - Percentage of Net Assets:** 8.6700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-09-04      | 0.0000%  | 0.0000% | $25187800.00       | $25086343.54       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-02      | 0.0000%  | 0.0000% | $24418300.00       | $24239777.81       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-18      | 0.0000%  | 0.0000% | $4619700.00        | $4593492.44        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-25      | 0.0000%  | 0.0000% | $3004400.00        | $2984847.36        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-05      | 0.0000%  | 0.0000% | $388651500.00      | $388468445.14      | U.S. Treasuries (including strips) |
| USTR          | 2025-08-26      | 0.0000%  | 0.0000% | $183000.00         | $182456.12         | U.S. Treasuries (including strips) |
| USTR          | 2025-11-06      | 0.0000%  | 0.0000% | $24900.00          | $24618.13          | U.S. Treasuries (including strips) |
| USTR          | 2025-11-20      | 0.0000%  | 0.0000% | $302300.00         | $298397.00         | U.S. Treasuries (including strips) |
| USTR          | 2025-09-23      | 0.0000%  | 0.0000% | $3601500.00        | $3578814.15        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $25700.00          | $25307.77          | U.S. Treasuries (including strips) |
| USTR          | 2025-10-07      | 0.0000%  | 0.0000% | $24720800.00       | $24525530.40       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $1586400.00        | $1553490.13        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-25      | 0.0000%  | 0.0000% | $706589600.00      | $696960196.93      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $9165800.00        | $9502815.58        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $177690700.00      | $144148756.87      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $782657600.00      | $767007150.52      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $134032000.00      | $131322492.86      | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 3.0000%  | 0.0000% | $2728000.00        | $2749646.68        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 2.8750%  | 0.0000% | $58176500.00       | $58160656.62       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $38980400.00       | $38670135.50       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 2.1250%  | 0.0000% | $8982700.00        | $8860550.25        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 2.2500%  | 0.0000% | $5191500.00        | $5183364.30        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $352422000.00      | $346593340.47      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $335237000.00      | $325218504.28      | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $1024371200.00     | $929721813.90      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.13             | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 0.2500%  | 0.0000% | $560114400.00      | $556673243.64      | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 0.3750%  | 0.0000% | $412430400.00      | $407211505.72      | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $443191200.00      | $436108072.59      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $14568400.00       | $13501303.55       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $292522400.00      | $271428756.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $39999900.00       | $39097222.26       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-15      | 3.5000%  | 0.0000% | $15758200.00       | $15950670.66       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $1462200.00        | $1475786.42        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $85667700.00       | $85813614.88       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $331398000.00      | $325677407.72      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 4.0000%  | 0.0000% | $11381400.00       | $11571509.69       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $50100.00          | $51146.69          | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $889512000.00      | $892289201.45      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $508503100.00      | $519115020.68      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $63612700.00       | $64671247.13       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $70892400.00       | $71221813.37       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100000000.00      | $100481446.70      | U.S. Treasuries (including strips) |

### Security 70: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTAY5E10
- **C.18 - Value (incl. sponsor support):** $3150000000.00
- **C.18.a - Value (excl. sponsor support):** $3150000000.00
- **C.19 - Percentage of Net Assets:** 3.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $1083660800.00     | $981687379.18      | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $615608000.00      | $499402207.99      | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $128141600.00      | $111344277.28      | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $961604800.00      | $717691728.88      | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $1024601600.00     | $761725618.79      | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $146371900.00      | $132489306.47      | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $9600400.00        | $8659529.56        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-08-07

**By:** Kevin P. O Rourke

**Name of Signing Officer:** Kevin P. O Rourke

**Title of Signing Officer:** President