# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-005412
**Filing Date:** 2026-3
**Character Count:** 309861
**Document Hash:** 3bb68a327ddd15479d97bea5036895dc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005412.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0002071691-26-005412

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan U.S. Treasury Plus Money Market Fund (Series ID: S000003910)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010947 | Institutional Class | IJTXX           |
| C000010950 | Morgan              | MJTXX           |
| C000010951 | Premier             | PJTXX           |
| C000010952 | Reserve             | HTIXX           |
| C000010953 | Agency              | AJTXX           |
| C000010954 | Investor            | HGOXX           |
| C000115394 | IM                  | MJPXX           |
| C000165408 | Capital             | JTCXX           |
| C000222399 | Academy             | JPCXX           |
| C000225259 | Empower             | EJUXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000763852

### General Information

**Report for (YYYY-MM-DD):** 2026-02-27

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

**Name of Series:** JPMorgan U.S. Treasury Plus Money Market Fund

**LEI of Series:** 549300WIC5LVF25Z1127

**EDGAR Series Identifier:** S000003910

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

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-95973

- **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:** 44 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $56858908127.21

- **Amortized Cost of Portfolio Securities:** $56844416238.98

- **Cash:** $1400000344.00

- **Total Other Assets:** $108708649.65

- **Total Liabilities:** $162868677.70

- **Net Assets of Series:** $58190256554.93

- **Number of Shares Outstanding (Series):** 58190269597.5600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $56139796017.76           | $59489796017.76            | 90.4900%                  | 95.8900%                   |
| 2026-02-03 | $55346487047.90           | $57996487047.90            | 91.4000%                  | 95.7700%                   |
| 2026-02-04 | $54530781779.17           | $57330781779.17            | 91.0500%                  | 95.7300%                   |
| 2026-02-05 | $53951738534.89           | $56551738534.89            | 91.2700%                  | 95.6700%                   |
| 2026-02-06 | $52995104246.63           | $55645104246.63            | 91.0400%                  | 95.5900%                   |
| 2026-02-09 | $53677813335.50           | $56127813335.50            | 91.4500%                  | 95.6200%                   |
| 2026-02-10 | $54535852746.66           | $57485852746.66            | 91.5700%                  | 96.5200%                   |
| 2026-02-11 | $54382407673.56           | $57532407673.56            | 91.2400%                  | 96.5200%                   |
| 2026-02-12 | $52649154358.52           | $56349154358.52            | 90.1100%                  | 96.4500%                   |
| 2026-02-13 | $51559082756.95           | $55259082756.95            | 89.9200%                  | 96.3800%                   |
| 2026-02-17 | $52828918787.06           | $56028918787.06            | 90.9000%                  | 96.4100%                   |
| 2026-02-18 | $53369101442.07           | $56769101442.07            | 90.6800%                  | 96.4600%                   |
| 2026-02-19 | $52377911588.41           | $56577911588.41            | 89.2800%                  | 96.4400%                   |
| 2026-02-20 | $53180595579.02           | $57830595579.02            | 88.7500%                  | 96.5100%                   |
| 2026-02-23 | $52959444641.14           | $58109444641.14            | 87.9600%                  | 96.5200%                   |
| 2026-02-24 | $51809987636.05           | $57009987636.05            | 87.6500%                  | 96.4500%                   |
| 2026-02-25 | $51624936908.76           | $57024936908.76            | 87.3100%                  | 96.4400%                   |
| 2026-02-26 | $50360254225.05           | $55560254225.05            | 87.3300%                  | 96.3500%                   |
| 2026-02-27 | $50844416582.98           | $56244416582.98            | 87.1300%                  | 96.3900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7400%             |
| 2026-02-03 | 3.7400%             |
| 2026-02-04 | 3.7400%             |
| 2026-02-05 | 3.7400%             |
| 2026-02-06 | 3.7400%             |
| 2026-02-09 | 3.7400%             |
| 2026-02-10 | 3.7400%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7500%             |
| 2026-02-23 | 3.7500%             |
| 2026-02-24 | 3.7500%             |
| 2026-02-25 | 3.7500%             |
| 2026-02-26 | 3.7500%             |
| 2026-02-27 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0002                      |
|  |  |
| 2026-02-03 | 1.0002                      |
|  |  |
| 2026-02-04 | 1.0002                      |
|  |  |
| 2026-02-05 | 1.0003                      |
|  |  |
| 2026-02-06 | 1.0003                      |
|  |  |
| 2026-02-09 | 1.0003                      |
|  |  |
| 2026-02-10 | 1.0003                      |
|  |  |
| 2026-02-11 | 1.0002                      |
|  |  |
| 2026-02-12 | 1.0003                      |
|  |  |
| 2026-02-13 | 1.0003                      |
|  |  |
| 2026-02-17 | 1.0002                      |
|  |  |
| 2026-02-18 | 1.0002                      |
|  |  |
| 2026-02-19 | 1.0002                      |
|  |  |
| 2026-02-20 | 1.0002                      |
|  |  |
| 2026-02-23 | 1.0002                      |
|  |  |
| 2026-02-24 | 1.0002                      |
|  |  |
| 2026-02-25 | 1.0002                      |
|  |  |
| 2026-02-26 | 1.0002                      |
|  |  |
| 2026-02-27 | 1.0002                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $11887854814.30

- **Number of Shares Outstanding:** 11887857478.8200

- **Expense Reimbursement/Waiver:** 264910.03

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $360305146.43             | $515542972.27           |
| 2026-02-03 | $291975472.76             | $316377538.30           |
| 2026-02-04 | $160101849.43             | $1211317976.83          |
| 2026-02-05 | $194004948.42             | $474350359.44           |
| 2026-02-06 | $272476359.58             | $385658131.83           |
| 2026-02-09 | $407949128.03             | $180991621.59           |
| 2026-02-10 | $484965890.35             | $116776535.65           |
| 2026-02-11 | $202333619.36             | $407932404.81           |
| 2026-02-12 | $198446222.22             | $422617734.03           |
| 2026-02-13 | $470992371.62             | $392571601.10           |
| 2026-02-17 | $220335470.93             | $331572848.06           |
| 2026-02-18 | $368348161.08             | $267217123.89           |
| 2026-02-19 | $360022993.57             | $140662305.16           |
| 2026-02-20 | $228808190.91             | $333701850.02           |
| 2026-02-23 | $175309673.06             | $312598733.86           |
| 2026-02-24 | $159805145.53             | $328941662.42           |
| 2026-02-25 | $204071527.62             | $243878015.81           |
| 2026-02-26 | $397080438.72             | $520833537.36           |
| 2026-02-27 | $388614401.06             | $589673094.33           |

**Total Gross Subscriptions (Month):** $5545947010.68

**Total Gross Redemptions (Month):** $7493216046.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5300%           |
| 2026-02-03 | 3.5300%           |
| 2026-02-04 | 3.5300%           |
| 2026-02-05 | 3.5300%           |
| 2026-02-06 | 3.5300%           |
| 2026-02-09 | 3.5300%           |
| 2026-02-10 | 3.5300%           |
| 2026-02-11 | 3.5300%           |
| 2026-02-12 | 3.5300%           |
| 2026-02-13 | 3.5300%           |
| 2026-02-17 | 3.5400%           |
| 2026-02-18 | 3.5400%           |
| 2026-02-19 | 3.5400%           |
| 2026-02-20 | 3.5400%           |
| 2026-02-23 | 3.5400%           |
| 2026-02-24 | 3.5400%           |
| 2026-02-25 | 3.5400%           |
| 2026-02-26 | 3.5400%           |
| 2026-02-27 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.1700%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.1100%          | 0.0000%              |
| Non-financial corporation                           |  | 6.5100%          | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5185945116.26

- **Number of Shares Outstanding:** 5185946278.6300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $4441829743.40            | $4444947929.46          |
| 2026-02-03 | $4495707419.64            | $4435578125.62          |
| 2026-02-04 | $4681000870.79            | $4437074452.65          |
| 2026-02-05 | $4680477773.04            | $4677230987.52          |
| 2026-02-06 | $4768198762.69            | $4684364062.51          |
| 2026-02-09 | $4679995715.31            | $4721544771.94          |
| 2026-02-10 | $4392365354.30            | $4684098575.10          |
| 2026-02-11 | $4525628416.53            | $4399639211.92          |
| 2026-02-12 | $4444208759.46            | $4538656892.21          |
| 2026-02-13 | $4467897467.88            | $4460406609.79          |
| 2026-02-17 | $4526992158.10            | $4464791507.47          |
| 2026-02-18 | $4489211258.71            | $4502997518.13          |
| 2026-02-19 | $4414762542.87            | $4488182782.42          |
| 2026-02-20 | $4444605689.37            | $4414862046.78          |
| 2026-02-23 | $4556622414.19            | $4627259906.84          |
| 2026-02-24 | $4558003996.57            | $4581554235.79          |
| 2026-02-25 | $4620481598.38            | $4564132726.54          |
| 2026-02-26 | $4516127532.22            | $4618431633.98          |
| 2026-02-27 | $4376669173.24            | $4553460325.34          |

**Total Gross Subscriptions (Month):** $86080786646.69

**Total Gross Redemptions (Month):** $86299214302.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1600%           |
| 2026-02-03 | 3.1600%           |
| 2026-02-04 | 3.1600%           |
| 2026-02-05 | 3.1600%           |
| 2026-02-06 | 3.1500%           |
| 2026-02-09 | 3.1500%           |
| 2026-02-10 | 3.1500%           |
| 2026-02-11 | 3.1500%           |
| 2026-02-12 | 3.1500%           |
| 2026-02-13 | 3.1500%           |
| 2026-02-17 | 3.1600%           |
| 2026-02-18 | 3.1700%           |
| 2026-02-19 | 3.1700%           |
| 2026-02-20 | 3.1700%           |
| 2026-02-23 | 3.1700%           |
| 2026-02-24 | 3.1600%           |
| 2026-02-25 | 3.1600%           |
| 2026-02-26 | 3.1600%           |
| 2026-02-27 | 3.1600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.1700%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.2900%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.7800%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4110205482.83

- **Number of Shares Outstanding:** 4110206404.0800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $51727780.41              | $20639663.38            |
| 2026-02-03 | $24197555.52              | $52058899.40            |
| 2026-02-04 | $21275839.05              | $37237893.53            |
| 2026-02-05 | $34824537.73              | $23472799.71            |
| 2026-02-06 | $329057554.42             | $118910393.42           |
| 2026-02-09 | $281242038.14             | $287331708.67           |
| 2026-02-10 | $14397141.82              | $37959700.32            |
| 2026-02-11 | $13785978.16              | $20734355.56            |
| 2026-02-12 | $18880813.55              | $23395655.07            |
| 2026-02-13 | $73779093.72              | $52987137.22            |
| 2026-02-17 | $20916586.02              | $31404440.87            |
| 2026-02-18 | $31518180.87              | $39855019.60            |
| 2026-02-19 | $21477507.72              | $17794705.81            |
| 2026-02-20 | $335138936.21             | $288771089.82           |
| 2026-02-23 | $303432387.30             | $333177545.71           |
| 2026-02-24 | $291422679.47             | $269810765.95           |
| 2026-02-25 | $56032145.54              | $421838151.01           |
| 2026-02-26 | $16359887.81              | $57782069.14            |
| 2026-02-27 | $45768879.90              | $16723583.88            |

**Total Gross Subscriptions (Month):** $1985235523.36

**Total Gross Redemptions (Month):** $2151885578.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3100%           |
| 2026-02-03 | 3.3100%           |
| 2026-02-04 | 3.3100%           |
| 2026-02-05 | 3.3100%           |
| 2026-02-06 | 3.3000%           |
| 2026-02-09 | 3.3000%           |
| 2026-02-10 | 3.3000%           |
| 2026-02-11 | 3.3000%           |
| 2026-02-12 | 3.3000%           |
| 2026-02-13 | 3.3000%           |
| 2026-02-17 | 3.3100%           |
| 2026-02-18 | 3.3200%           |
| 2026-02-19 | 3.3200%           |
| 2026-02-20 | 3.3200%           |
| 2026-02-23 | 3.3100%           |
| 2026-02-24 | 3.3100%           |
| 2026-02-25 | 3.3100%           |
| 2026-02-26 | 3.3100%           |
| 2026-02-27 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.4800%          | 0.0000%              |
| Broker-dealer                                       |  | 64.4000%         | 0.0000%              |
| Broker-dealer                                       |  | 6.7600%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.3800%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $652021239.22

- **Number of Shares Outstanding:** 652021385.3600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1596501.56               | $1942612.29             |
| 2026-02-03 | $4379578.24               | $58861.95               |
| 2026-02-04 | $1119394.71               | $99162.86               |
| 2026-02-05 | $2061052.99               | $1728536.68             |
| 2026-02-06 | $9664191.75               | $250.64                 |
| 2026-02-09 | $308233.22                | $665579.10              |
| 2026-02-10 | $380621.98                | $7975825.26             |
| 2026-02-11 | $3446095.37               | $698371.58              |
| 2026-02-12 | $118085.14                | $2541641.68             |
| 2026-02-13 | $1770301.16               | $3832708.09             |
| 2026-02-17 | $12649828.51              | $1100824.51             |
| 2026-02-18 | $462341.67                | $1417147.01             |
| 2026-02-19 | $105300.00                | $3225814.60             |
| 2026-02-20 | $6594627.05               | $1775231.57             |
| 2026-02-23 | $9137352.98               | $1.47                   |
| 2026-02-24 | $6641231.01               | $61726.97               |
| 2026-02-25 | $964333.12                | $5095026.78             |
| 2026-02-26 | $2686229.37               | $413123.50              |
| 2026-02-27 | $1030589.44               | $647154.26              |

**Total Gross Subscriptions (Month):** $65115889.27

**Total Gross Redemptions (Month):** $33279600.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0600%           |
| 2026-02-03 | 3.0600%           |
| 2026-02-04 | 3.0600%           |
| 2026-02-05 | 3.0600%           |
| 2026-02-06 | 3.0500%           |
| 2026-02-09 | 3.0600%           |
| 2026-02-10 | 3.0500%           |
| 2026-02-11 | 3.0500%           |
| 2026-02-12 | 3.0500%           |
| 2026-02-13 | 3.0500%           |
| 2026-02-17 | 3.0600%           |
| 2026-02-18 | 3.0700%           |
| 2026-02-19 | 3.0700%           |
| 2026-02-20 | 3.0700%           |
| 2026-02-23 | 3.0700%           |
| 2026-02-24 | 3.0600%           |
| 2026-02-25 | 3.0600%           |
| 2026-02-26 | 3.0600%           |
| 2026-02-27 | 3.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 72.1000%         | 0.0000%              |
| Non-financial corporation                           |  | 25.5200%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3804837145.51

- **Number of Shares Outstanding:** 3804837998.3200

- **Expense Reimbursement/Waiver:** 75490.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $473358717.52             | $455573431.73           |
| 2026-02-03 | $441615610.49             | $456834991.93           |
| 2026-02-04 | $432598347.22             | $438275543.55           |
| 2026-02-05 | $419308648.96             | $441267396.57           |
| 2026-02-06 | $440464309.23             | $469299349.97           |
| 2026-02-09 | $435341701.59             | $524601785.03           |
| 2026-02-10 | $499372517.05             | $440282752.39           |
| 2026-02-11 | $416099466.99             | $465554806.76           |
| 2026-02-12 | $387853716.73             | $416568002.61           |
| 2026-02-13 | $389711940.68             | $430492254.59           |
| 2026-02-17 | $452590757.14             | $452166860.40           |
| 2026-02-18 | $368145489.68             | $444185537.37           |
| 2026-02-19 | $468678954.57             | $372774306.06           |
| 2026-02-20 | $386689609.04             | $377081590.07           |
| 2026-02-23 | $382482362.95             | $380580250.33           |
| 2026-02-24 | $384530803.17             | $394626361.63           |
| 2026-02-25 | $400283049.21             | $387068386.29           |
| 2026-02-26 | $435547895.39             | $407784019.19           |
| 2026-02-27 | $400201187.69             | $445983933.21           |

**Total Gross Subscriptions (Month):** $8014875085.30

**Total Gross Redemptions (Month):** $8201001559.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4800%           |
| 2026-02-03 | 3.4800%           |
| 2026-02-04 | 3.4800%           |
| 2026-02-05 | 3.4800%           |
| 2026-02-06 | 3.4800%           |
| 2026-02-09 | 3.4800%           |
| 2026-02-10 | 3.4800%           |
| 2026-02-11 | 3.4800%           |
| 2026-02-12 | 3.4800%           |
| 2026-02-13 | 3.4800%           |
| 2026-02-17 | 3.4900%           |
| 2026-02-18 | 3.4900%           |
| 2026-02-19 | 3.4900%           |
| 2026-02-20 | 3.4900%           |
| 2026-02-23 | 3.4900%           |
| 2026-02-24 | 3.4900%           |
| 2026-02-25 | 3.4900%           |
| 2026-02-26 | 3.4900%           |
| 2026-02-27 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.7800%          | 0.0000%              |
| Depository institution or other banking institution |  | 27.9900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5200%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.2400%          | 0.0000%              |
| Depository institution or other banking institution |  | 20.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.6300%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $22295655.76

- **Number of Shares Outstanding:** 22295660.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $32841.47                 | $430890.02              |
| 2026-02-03 | $48750.09                 | $536167.81              |
| 2026-02-04 | $2390.59                  | $256465.85              |
| 2026-02-05 | $66476.47                 | $937287.98              |
| 2026-02-06 | $0.00                     | $14668.09               |
| 2026-02-09 | $0.08                     | $13.94                  |
| 2026-02-10 | $0.00                     | $6598.35                |
| 2026-02-11 | $7350.00                  | $27826.19               |
| 2026-02-12 | $47516.59                 | $18515.59               |
| 2026-02-13 | $580.86                   | $3787.43                |
| 2026-02-17 | $57500.32                 | $4930.67                |
| 2026-02-18 | $152557.55                | $46120.49               |
| 2026-02-19 | $9128.84                  | $15697.85               |
| 2026-02-20 | $362.37                   | $53593.69               |
| 2026-02-23 | $65567.42                 | $124033.65              |
| 2026-02-24 | $45.17                    | $19804.11               |
| 2026-02-25 | $459.33                   | $4345.79                |
| 2026-02-26 | $0.00                     | $2071.49                |
| 2026-02-27 | $15627.89                 | $7375.56                |

**Total Gross Subscriptions (Month):** $507155.04

**Total Gross Redemptions (Month):** $2510194.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2700%           |
| 2026-02-03 | 3.2600%           |
| 2026-02-04 | 3.2600%           |
| 2026-02-05 | 3.2600%           |
| 2026-02-06 | 3.2500%           |
| 2026-02-09 | 3.2600%           |
| 2026-02-10 | 3.2500%           |
| 2026-02-11 | 3.2500%           |
| 2026-02-12 | 3.2500%           |
| 2026-02-13 | 3.2500%           |
| 2026-02-17 | 3.2600%           |
| 2026-02-18 | 3.2700%           |
| 2026-02-19 | 3.2700%           |
| 2026-02-20 | 3.2700%           |
| 2026-02-23 | 3.2700%           |
| 2026-02-24 | 3.2600%           |
| 2026-02-25 | 3.2600%           |
| 2026-02-26 | 3.2600%           |
| 2026-02-27 | 3.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 25.6400%         | 0.0000%              |
| Depository institution or other banking institution |  | 74.3500%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $554645524.92

- **Number of Shares Outstanding:** 554645649.2400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $24882941.27              | $14152396.67            |
| 2026-02-03 | $5887716.96               | $11206988.66            |
| 2026-02-04 | $3449695.94               | $45221530.48            |
| 2026-02-05 | $14754425.26              | $14131017.20            |
| 2026-02-06 | $2715922.79               | $8984778.61             |
| 2026-02-09 | $5568083.24               | $17194208.36            |
| 2026-02-10 | $15491609.97              | $11784240.88            |
| 2026-02-11 | $6200906.58               | $28430590.25            |
| 2026-02-12 | $1929662.29               | $39039922.00            |
| 2026-02-13 | $9523357.68               | $7310687.37             |
| 2026-02-17 | $6823269.94               | $2373555.17             |
| 2026-02-18 | $4636875.50               | $11727544.24            |
| 2026-02-19 | $2641805.54               | $7757409.11             |
| 2026-02-20 | $11104970.43              | $9814692.96             |
| 2026-02-23 | $3099691.74               | $36697665.26            |
| 2026-02-24 | $70371203.92              | $9018985.50             |
| 2026-02-25 | $67844632.67              | $3254113.38             |
| 2026-02-26 | $522392.64                | $9469622.30             |
| 2026-02-27 | $7231522.35               | $8682455.40             |

**Total Gross Subscriptions (Month):** $264680686.71

**Total Gross Redemptions (Month):** $296252403.80

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 58.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 41.7200%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $31375784590.07

- **Number of Shares Outstanding:** 31375791622.5700

- **Expense Reimbursement/Waiver:** 150664.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1329865947.01            | $1899974087.20          |
| 2026-02-03 | $444137504.45             | $1556857951.36          |
| 2026-02-04 | $480048708.01             | $778211775.52           |
| 2026-02-05 | $1352392514.15            | $674988932.18           |
| 2026-02-06 | $510321426.84             | $859094587.23           |
| 2026-02-09 | $335395899.87             | $593238072.07           |
| 2026-02-10 | $640527271.79             | $799746181.91           |
| 2026-02-11 | $536202772.25             | $651341730.92           |
| 2026-02-12 | $1160619405.30            | $464508599.83           |
| 2026-02-13 | $420925397.92             | $1322928972.20          |
| 2026-02-17 | $1714149439.42            | $1059021625.78          |
| 2026-02-18 | $1175443367.30            | $454313306.55           |
| 2026-02-19 | $595230825.95             | $988436578.73           |
| 2026-02-20 | $1636710018.03            | $661591268.39           |
| 2026-02-23 | $854658776.77             | $370985608.71           |
| 2026-02-24 | $840169188.59             | $1629724894.18          |
| 2026-02-25 | $769044921.66             | $783430737.64           |
| 2026-02-26 | $527418798.52             | $1075251797.34          |
| 2026-02-27 | $2023800220.46            | $1083808979.49          |

**Total Gross Subscriptions (Month):** $17347062404.29

**Total Gross Redemptions (Month):** $17707455687.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5700%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 14.9500%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1300%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.8000%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.8100%          | 0.0000%              |
| Non-financial corporation                           |  | 22.2300%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $232055446.04

- **Number of Shares Outstanding:** 232055498.0500

- **Expense Reimbursement/Waiver:** 1216.94

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1451531.05               | $1.85                   |
| 2026-02-03 | $0.00                     | $3.61                   |
| 2026-02-04 | $450000000.00             | $742.74                 |
| 2026-02-05 | $50000000.00              | $46.00                  |
| 2026-02-06 | $18.18                    | $501102033.36           |
| 2026-02-09 | $650000000.00             | $286.37                 |
| 2026-02-10 | $286.15                   | $650000000.00           |
| 2026-02-11 | $0.00                     | $0.24                   |
| 2026-02-12 | $65000000.00              | $28.58                  |
| 2026-02-13 | $70000000.00              | $16.53                  |
| 2026-02-17 | $42000000.00              | $8.86                   |
| 2026-02-18 | $0.82                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.17                   |
| 2026-02-20 | $140000000.00             | $29.46                  |
| 2026-02-23 | $0.35                     | $0.00                   |
| 2026-02-24 | $64.90                    | $300000000.00           |
| 2026-02-25 | $0.00                     | $0.16                   |
| 2026-02-26 | $0.00                     | $0.41                   |
| 2026-02-27 | $100000000.00             | $22.06                  |

**Total Gross Subscriptions (Month):** $1568451901.45

**Total Gross Redemptions (Month):** $1451103220.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5600%           |
| 2026-02-03 | 3.5600%           |
| 2026-02-04 | 3.5600%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5700%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 50.4100%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 36.2200%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 13.3500%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $364611540.02

- **Number of Shares Outstanding:** 364611621.7400

- **Expense Reimbursement/Waiver:** 1934.61

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $704509.05                | $2.90                   |
| 2026-02-03 | $22000000.00              | $47.03                  |
| 2026-02-04 | $0.00                     | $6.94                   |
| 2026-02-05 | $2.63                     | $0.00                   |
| 2026-02-06 | $0.00                     | $900000.12              |
| 2026-02-09 | $1.23                     | $0.00                   |
| 2026-02-10 | $0.00                     | $1.84                   |
| 2026-02-11 | $10000001.92              | $15949001.00            |
| 2026-02-12 | $47000000.00              | $19.84                  |
| 2026-02-13 | $11.96                    | $58000000.00            |
| 2026-02-17 | $9.81                     | $40000000.00            |
| 2026-02-18 | $15000000.00              | $2.52                   |
| 2026-02-19 | $0.00                     | $0.18                   |
| 2026-02-20 | $1.25                     | $0.00                   |
| 2026-02-23 | $0.25                     | $0.00                   |
| 2026-02-24 | $24000000.00              | $6.68                   |
| 2026-02-25 | $0.00                     | $0.36                   |
| 2026-02-26 | $0.00                     | $1.02                   |
| 2026-02-27 | $61000000.00              | $25000007.19            |

**Total Gross Subscriptions (Month):** $179704538.10

**Total Gross Redemptions (Month):** $139849097.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5600%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5700%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 16.7300%         | 0.0000%              |
| Non-financial corporation                           |  | 57.6500%         | 0.0000%              |
| Non-financial corporation                           |  | 22.1100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011N60
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $2996074.42        | $2373127.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $117250700.00      | $112235265.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $130710600.00      | $134929395.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1.28              | $0.87              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $3460015.38        | $2528388.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $7584100.00        | $7661068.56        | U.S. Treasuries (including strips) |

### Security 2: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NA1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $3864846.25        | $3352444.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $724844.62         | $389306.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $10008.05          | $4519.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $71300.00          | $38114.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $300.00            | $305.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $120864100.00      | $124765091.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $1269.76           | $927.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $10.08             | $6.76              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $3490900.00        | $3533883.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $843300.00         | $811873.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $23.32             | $14.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $100.00            | $163.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $14508400.00       | $15040124.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $200.00            | $151.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $734800.00         | $722311.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $17635600.00       | $18224275.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $32142000.00       | $29981377.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $5170949.75        | $1724325.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $100.00            | $45.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $100.00            | $92.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $11395200.00       | $12133947.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $1129228.79        | $845607.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $323700.00         | $98448.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1255103.87        | $645867.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $44654400.00       | $47414197.92       | U.S. Treasuries (including strips) |

### Security 3: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NH6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $120011500.00      | $122273217.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $786700.00         | $247094.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $41053400.00       | $42691245.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $0.24              | $0.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $219.47            | $112.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $200.00            | $201.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $100.00            | $157.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $351730.00         | $247881.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $100.00            | $163.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $47.43             | $16.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $615500.00         | $611181.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $6.60              | $3.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $2688700.00        | $1097610.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $95.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $19.29             | $9.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $2200.00           | $2181.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $2.56              | $0.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $2472800.00        | $3191254.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $100.00            | $30.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $76.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $814924.73         | $271748.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $17.19             | $8.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $3703400.00        | $2006794.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $0.44              | $0.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $409.60            | $327.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $845550.88         | $319188.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $16.05             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $28311000.00       | $29045452.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $700.00            | $710.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $5.98              | $2.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $101.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $104972100.00      | $57720852.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $300.00            | $78.91             | U.S. Treasuries (including strips) |

### Security 4: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011OL6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $1048000.00        | $1023476.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $1.92              | $1.29              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $911500.00         | $906850.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $59532300.00       | $62038178.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $46190300.00       | $47681131.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $2502800.00        | $2543904.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $86087100.00       | $86035447.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $20255100.00       | $20108457.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-26      | 0.0000%  | N/A     | $21452500.00       | $21264576.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $14999600.00       | $15445345.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $3670559.46        | $2682242.97        | U.S. Treasuries (including strips) |

### Security 5: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011PA9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $2815000.00        | $2816156.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $5796400.00        | $5928263.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $603380.54         | $203831.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $15099600.00       | $15198614.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $28808000.00       | $28332674.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $28098000.00       | $28748276.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1659400.00        | $449324.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $415000.00         | $407634.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $32000000.00       | $32173738.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $156000.00         | $154870.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $100.00            | $26.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $2055900.00        | $2043854.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $53.89             | $18.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $50000000.00       | $50527011.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $55382000.00       | $55722218.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $46648800.00       | $14388915.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $276600.00         | $280763.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $3731400.00        | $5871443.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $0.29              | $0.14              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $100.00            | $30.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $17.27             | $14.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $286000.00         | $291732.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $46463100.00       | $47668459.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $9795000.00        | $9653524.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $251947500.00      | $252811805.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $125435200.00      | $160565681.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $2251600.00        | $2140691.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $20000000.00       | $20246258.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $1313843.93        | $478364.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $300000.00         | $304983.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $4.30              | $1.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $14.38             | $12.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $5959400.00        | $1589634.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7829%  | N/A     | $500.00            | $501.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $1110600.00        | $1131652.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $50000000.00       | $49385393.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $2812000.00        | $2795864.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $100000.00         | $101789.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $72.88             | $28.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $0.12              | $0.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $878100.00         | $885104.30         | U.S. Treasuries (including strips) |

### Security 6: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011PO9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $10.38             | $7.59              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $100.00            | $34.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $680400.00         | $686617.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $41391109.66       | $21916882.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $8663000.00        | $8663970.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $24.01             | $8.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $35302900.00       | $18871518.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $100.00            | $35.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $9.65              | $8.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $5785400.00        | $2100482.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $100.00            | $97.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $583301.76         | $263439.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1934400.00        | $1062906.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $2.09              | $1.40              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $111911800.00      | $113436406.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $24997700.00       | $24681705.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $5.66              | $2.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $92900.00          | $27245.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $302500.00         | $90879.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $7506400.00        | $7685796.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $0.14              | $0.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $195694300.00      | $200771058.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $200.00            | $202.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $89881600.00       | $115996054.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $15.21             | $7.50              | U.S. Treasuries (including strips) |

### Security 7: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011PY7
- **C.18 - Value (incl. sponsor support):** $1504517120.00
- **C.18.a - Value (excl. sponsor support):** $1504517120.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $18806464.00       | $19365338.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $3614113.41        | $3606881.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $120.36            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $1973931.99        | $1237511.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $34962984.38       | $32887290.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $1079302.97        | $1108300.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $130930.60         | $132255.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $1259995.48        | $1201478.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $235118.41         | $218788.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $37.61             | $36.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $451392.75         | $386688.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $2561854.14        | $2642132.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $239831.34         | $196048.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $37.61             | $39.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $153026016.02      | $162149210.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $639.42            | $320.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $24452766.30       | $7092035.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $6786613.44        | $4369070.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1317016.67        | $723669.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7829%  | N/A     | $300.90            | $302.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $643.99            | $633.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $37612890.39       | $38209438.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $2225256.05        | $2297078.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $3391783.40        | $3439443.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $37.61             | $10.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $37612928.00       | $38101342.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $177758.70         | $178668.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $14068927.65       | $15330974.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $20935731.85       | $20381378.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $1600430.09        | $2438352.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $712050.34         | $918931.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $9704887.68        | $10101027.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $0.24              | $0.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $21439331.35       | $21803348.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $48905185.73       | $34465880.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $1762917.94        | $504931.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $567955.21         | $587549.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $988279.68         | $1001521.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $37.61             | $15.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $4206291.35        | $4297184.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $99251715.57       | $122916732.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $134240.54         | $134842.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $75.23             | $71.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $7031398.37        | $7444432.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $225.68            | $217.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $37.61             | $35.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $238089.83         | $247530.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $14237245.51       | $14116527.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $31654137.49       | $33026694.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $76461177.39       | $19687300.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $36.04             | $25.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $15346.07          | $15875.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.8049%  | N/A     | $5342916.42        | $5361262.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $150.45            | $158.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $991476.78         | $1040882.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $75.23             | $76.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $2571407.82        | $2731870.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $36871201.06       | $37145818.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $255127851.20      | $270895643.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $3995433.28        | $3650377.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $1429554.55        | $1480987.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $37.61             | $36.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $2370630.01        | $2399429.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $36701153.01       | $35276769.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $5645063.78        | $2822136.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $46.32             | $24.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $139054.99         | $144255.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $20348.59          | $20633.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $2942760.26        | $2797988.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $962592.08         | $333361.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $1199895.01        | $519116.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $30426338.69       | $32652056.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $372217.54         | $370721.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $18806440.69       | $16944791.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $2319965.40        | $2639374.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $977.94            | $998.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $5524481.41        | $2495049.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $37031168.84       | $37669889.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $39681.64          | $41006.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $56285001.01       | $60135556.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $2746150.02        | $1024363.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $9403081.55        | $9687416.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $917567.38         | $828821.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $91098.51          | $92910.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-07      | 0.0000%  | N/A     | $7146.46           | $7097.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $123107.11         | $157585.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $22767364.10       | $12228123.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $655442.88         | $683812.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $2952276.33        | $2985298.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $37.61             | $39.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $22161725.24       | $22624316.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $254677.14         | $224869.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $3392924.56        | $1235346.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $987715.49         | $1023914.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $2147322.06        | $531294.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $81620.05          | $83533.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $1570715.87        | $1612336.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $789.87            | $785.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $112.84            | $111.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $92193.20          | $42922.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $37.61             | $14.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $60519.20          | $61210.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $8573678.87        | $8502688.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $564.19            | $545.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $3009.03           | $2880.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $1606636.22        | $574828.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $14040412.79       | $9289614.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $37.61             | $29.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $431457.90         | $383923.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1012.32           | $499.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $559266.63         | $610049.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $279012.70         | $277268.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $6867180.33        | $6961523.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $451.36            | $466.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $0.96              | $0.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $3280449.13        | $3321472.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $22025190.31       | $24426032.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $14991836.07       | $15489203.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $2098575.70        | $2153017.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $37.61             | $38.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $12.78             | $5.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $1128.39           | $1090.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1001525.76        | $415633.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $150.45            | $77.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $12901.23          | $12688.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $1249539.08        | $1270677.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $509655.17         | $485463.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $752.26            | $994.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $1171492.26        | $1105729.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $35529999.27       | $35790878.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $75.23             | $71.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $10977370.65       | $7128878.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $3008658.11        | $3077401.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $306244.46         | $311550.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $675076.83         | $733254.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $714.65            | $676.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $1504.52           | $1564.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $225.68            | $199.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $2229431.08        | $2681790.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $0.11              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $300.90            | $317.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $211121.36         | $212309.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $37.61             | $35.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $112.84            | $117.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $29614049.89       | $33863876.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $48370.23          | $49235.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $2009696.36        | $2108781.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $37.61             | $41.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $980606.65         | $934457.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $37.61             | $9.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $527408.48         | $540822.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $413742.21         | $188256.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $10595298.53       | $10739641.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $74360.76          | $77087.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $20.26             | $14.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $9315443.43        | $9550997.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $102532.84         | $102368.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $58639781.96       | $41838370.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $300.90            | $289.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $1204403.57        | $1241402.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $143756.61         | $106540.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $5218071.53        | $2845111.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $142212.23         | $83226.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $376.13            | $395.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $5589845.29        | $2195031.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $75225.86          | $77706.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $37137237.30       | $39483458.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $463428.89         | $465018.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $2912669.92        | $2791377.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $75.23             | $77.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $1207901.57        | $1222881.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $7051812.80        | $3579330.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $5812814.73        | $5921954.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $34562669.99       | $41971193.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $122354.85         | $123966.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $375452.25         | $386021.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $24297.95          | $23101.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $3.89              | $1.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $601.81            | $614.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $376.13            | $395.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $20273.37          | $20602.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $2670216.98        | $2708061.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $922833.19         | $935957.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $150.45            | $54.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $263.29            | $263.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $150.45            | $140.34            | U.S. Treasuries (including strips) |

### Security 8: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006BO0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $70454700.00       | $54153770.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $17590608.91       | $14669688.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-24      | 0.0000%  | N/A     | $2944100.00        | $2936704.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $72234900.00       | $73013007.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $2203000.00        | $1485987.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $225777600.00      | $233563115.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $469000.00         | $453149.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $41100000.00       | $42729640.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $80900.00          | $45076.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $93276733.44       | $81710325.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $6275000.00        | $5239535.80        | U.S. Treasuries (including strips) |

### Security 9: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006C35
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $250656700.00      | $255000015.94      | U.S. Treasuries (including strips) |

### Security 10: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006K51
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $7137000.00        | $7399470.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $1828400.00        | $1952215.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $89589900.00       | $91278296.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $10817000.00       | $10968997.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $338382400.00      | $334714430.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $2333000.00        | $2401449.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $518000.00         | $447956.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $52329200.00       | $53321173.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $7384400.00        | $7483340.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $67000.00          | $32717.57          | U.S. Treasuries (including strips) |

### Security 11: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006MW0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-04-30      | 3.7829%  | N/A     | $2134700.00        | $2143147.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $242367000.00      | $252856898.18      | U.S. Treasuries (including strips) |

### Security 12: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006N66
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $528800.00         | $547043.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $50447500.00       | $50872939.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $4481600.00        | $4449154.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $1002742.43        | $828224.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $18095300.00       | $17774140.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $171642800.00      | $180528499.30      | U.S. Treasuries (including strips) |

### Security 13: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006NH2
- **C.18 - Value (incl. sponsor support):** $688131000.00
- **C.18.a - Value (excl. sponsor support):** $688131000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $31248000.00       | $31577360.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $389727000.00      | $394086193.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $237310800.00      | $238578433.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $23928300.00       | $37651725.78       | U.S. Treasuries (including strips) |

### Security 14: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08NJ0
- **C.18 - Value (incl. sponsor support):** $94032320.00
- **C.18.a - Value (excl. sponsor support):** $94032320.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $37.61             | $38.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $37.61             | $34.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $37.61             | $36.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $376.13            | $366.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $338.52            | $344.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $1880.65           | $1853.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $37.61             | $38.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $6770.33           | $6852.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-14      | 0.0000%  | N/A     | $37.61             | $37.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $1203.61           | $1490.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $752.26            | $758.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $112.84            | $106.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $37.61             | $25.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $28172.08          | $29357.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $37.61             | $28.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $75.23             | $77.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8279%  | N/A     | $1880.65           | $1887.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $75.23             | $78.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $37.61             | $37.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $6847358.32        | $4408177.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $15485430.52       | $13672990.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $37.61             | $30.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $37.61             | $38.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $37.61             | $40.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $789.87            | $845.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $407874.59         | $884802.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $37.61             | $37.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $3009.03           | $3120.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-20      | 0.0000%  | N/A     | $376.13            | $369.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $376.13            | $360.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $188.06            | $138.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $103172.26         | $102389.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $300.90            | $322.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $4513.55           | $5584.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $564.19            | $469.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $37.61             | $37.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $75.23             | $76.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $225.68            | $216.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $37.61             | $35.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $420474.92         | $424729.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $376.13            | $383.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $37.61             | $42.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-13      | 0.0000%  | N/A     | $37.61             | $37.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $2444.84           | $2644.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $4137.42           | $4391.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $37.61             | $39.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $37.61             | $36.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $1090.77           | $1048.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $376.13            | $363.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $338.52            | $332.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $1203.61           | $1234.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $386510.45         | $609642.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $37.61             | $24.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $9358246.94        | $9203949.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $56381.78          | $57137.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $37.61             | $37.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $458275.91         | $497769.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $37.61             | $35.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $75.23             | $91.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $16992016.35       | $16925798.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $493293.55         | $501117.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $1128.39           | $1042.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $37.61             | $37.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $2745.74           | $2619.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 3.7729%  | N/A     | $603.69            | $605.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $75.23             | $74.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $1504.52           | $1534.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $1090.77           | $1459.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $37.61             | $33.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $1090.77           | $1157.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $338.52            | $329.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $50025.19          | $50359.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $75.23             | $72.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $5985570.91        | $6390900.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $37.61             | $38.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $37.61             | $44.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $37.61             | $29.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $752.26            | $827.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $451.36            | $459.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $5341.04           | $6076.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $2256.78           | $2147.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $714.65            | $723.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $940.32            | $957.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $1805.42           | $1862.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $10756582.76       | $16925728.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $45586.87          | $46335.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $75.23             | $54.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $75.23             | $76.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $1128.39           | $1195.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $2482.45           | $2025.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $689407.36         | $829290.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $75.23             | $78.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $75.23             | $72.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $75.23             | $96.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 2.3750%  | N/A     | $17179554.41       | $16925786.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $752.26            | $579.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $2498626.81        | $3806809.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $451.36            | $467.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $1053.16           | $1044.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $1504.52           | $1826.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $376.13            | $274.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $37.61             | $24.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $1504.52           | $1787.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $2219.16           | $2863.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $105579.49         | $109448.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $1880.65           | $1846.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $1867143.36        | $1414534.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $37.61             | $39.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $376.13            | $244.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $6732.71           | $6755.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $37.61             | $40.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $827.48            | $847.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $150.45            | $142.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $376.13            | $386.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $37.61             | $39.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $752.26            | $821.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $4175.04           | $4226.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $1128.39           | $1115.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $75.23             | $71.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $37.61             | $18.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $488.97            | $477.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $789.87            | $820.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $218794.40         | $285304.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $150.45            | $143.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $2971.42           | $3125.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $7710.65           | $6174.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $1354.07           | $1350.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $37.61             | $34.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $75.23             | $45.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $46188.68          | $46986.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $75.23             | $76.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $752.26            | $770.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $451.36            | $429.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $37.61             | $38.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-07      | 0.0000%  | N/A     | $75.23             | $74.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $37.61             | $21.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $1318822.09        | $1333028.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $1128.39           | $1229.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $112.84            | $114.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $37.61             | $27.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $37.61             | $35.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $37.61             | $37.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $75.23             | $75.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $1880.65           | $1793.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $37.61             | $35.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $9892.20           | $9965.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $37.61             | $37.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $827.48            | $827.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $752.26            | $747.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $3460.39           | $3516.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $150075.58         | $310560.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $37.61             | $38.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $37.61             | $30.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $225.68            | $210.00            | U.S. Treasuries (including strips) |

### Security 15: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16GB3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $9262000.00        | $9344210.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $251200.00         | $237098.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $591500.00         | $507764.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $186400.00         | $188285.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $681992800.00      | $489785778.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $40700.00          | $42413.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $3600.00           | $3645.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $8734400.00        | $9603688.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $302000.00         | $286995.95         | U.S. Treasuries (including strips) |

### Security 16: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16HC0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $3800.00           | $3882.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $494991900.00      | $499999932.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $190300.00         | $192307.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $9682800.00        | $9803895.24        | U.S. Treasuries (including strips) |

### Security 17: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16JX2
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $3874500.00        | $3921569.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $1400.00           | $1446.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $187193700.00      | $199999947.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $76300.00          | $76904.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $100.00            | $102.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $101.14            | U.S. Treasuries (including strips) |

### Security 18: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIV9995U8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $67600.00          | $68313.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $48599800.00       | $53436677.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $383293600.00      | $275269407.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $3442100.00        | $3485147.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $1400.00           | $1430.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $175958800.00      | $177739046.15      | U.S. Treasuries (including strips) |

### Security 19: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005Y64
- **C.18 - Value (incl. sponsor support):** $4400000000.00
- **C.18.a - Value (excl. sponsor support):** $4400000000.00
- **C.19 - Percentage of Net Assets:** 7.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $20000000.00       | $20281035.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $80193000.00       | $68697806.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $30000000.00       | $28524122.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $37900000.00       | $37374671.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $20000000.00       | $19954943.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $49252900.00       | $35976764.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $25000000.00       | $25096186.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $60000000.00       | $57213489.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $61192000.00       | $51718983.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $61000000.00       | $64428698.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $40000000.00       | $40399478.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $11000000.00       | $7954268.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $30000000.00       | $30196722.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $19500000.00       | $19424008.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $45000000.00       | $46169597.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $57132400.00       | $58150809.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $78154200.00       | $79033586.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $5122800.00        | $5059025.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $30000000.00       | $31349853.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $33340000.00       | $16705045.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $54325000.00       | $58003768.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $701000.00         | $716893.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $29000000.00       | $27050586.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $30000000.00       | $29750673.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $34000000.00       | $32325241.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $40000000.00       | $38160213.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $40000000.00       | $31310111.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $65000000.00       | $64698027.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $20000000.00       | $19919613.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $30000000.00       | $28825377.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $85000000.00       | $65333760.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $40850000.00       | $23654467.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $30000000.00       | $30133718.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $28975000.00       | $23327476.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-28      | 0.0000%  | N/A     | $50000000.00       | $49550500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $73800000.00       | $72545684.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $57348900.00       | $38488177.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $31654000.00       | $30081356.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $10000000.00       | $9642432.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $85000000.00       | $84512257.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $20000000.00       | $20437091.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $40000000.00       | $38036095.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $10000000.00       | $8250461.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $80000000.00       | $82347191.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $30000000.00       | $30248411.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $69800000.00       | $66158640.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $15000000.00       | $14358370.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $25000000.00       | $25410585.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $62000000.00       | $62278040.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $25000000.00       | $24338030.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $40650000.00       | $41275971.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $122601300.00      | $83448189.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $48691000.00       | $38740594.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $20000000.00       | $20062333.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $30499000.00       | $27598292.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $40000000.00       | $40213098.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $30000000.00       | $28610209.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $82000000.00       | $72666744.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $1650000.00        | $1729185.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $27000000.00       | $26386483.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $40000000.00       | $40559457.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $25000000.00       | $23891907.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $20000000.00       | $19181763.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $35000000.00       | $34754410.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $92600000.00       | $59613822.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $34834200.00       | $35491871.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $31914600.00       | $33219702.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $35200000.00       | $35898624.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $30000000.00       | $30778268.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $30000000.00       | $30160249.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $35000000.00       | $19245397.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $54452700.00       | $35895394.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 3.5000%  | N/A     | $50000000.00       | $50120411.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $15000000.00       | $14109475.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $49800000.00       | $47944148.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $25000000.00       | $23658750.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $15000000.00       | $15650415.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $20000000.00       | $20594343.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $2024000.00        | $2052163.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $30000000.00       | $28618927.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $10000000.00       | $8834366.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $25000000.00       | $24827830.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $93690000.00       | $72494421.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $22000000.00       | $21725343.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $82156300.00       | $59079148.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $2620000.00        | $2017192.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $35182000.00       | $35092319.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $15000000.00       | $15254684.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $26000000.00       | $26857501.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $19500000.00       | $20749415.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $30000000.00       | $30725915.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $10000000.00       | $10129852.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $87200000.00       | $61403810.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $40000000.00       | $40405946.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $35000000.00       | $34557566.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $45926400.00       | $34116038.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $40000000.00       | $39360727.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $60000000.00       | $55582754.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $20000000.00       | $20417468.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $70000000.00       | $71520318.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $25000000.00       | $25039762.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $79445000.00       | $47272554.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $35000000.00       | $35179119.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $70600000.00       | $69580276.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $35000000.00       | $36282728.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $50000000.00       | $49766650.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $15000000.00       | $15358486.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $50000000.00       | $50916909.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $74500000.00       | $66292180.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $45204000.00       | $35890240.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $95900000.00       | $55681606.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $10000000.00       | $10393231.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $25000000.00       | $25303714.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $30000000.00       | $28833932.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $73000.00          | $67449.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $40018800.00       | $40316860.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $28365000.00       | $23594429.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1000000.00        | $991988.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $20000000.00       | $20604770.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $19000000.00       | $18510215.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $30000000.00       | $30574450.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $91800000.00       | $78804436.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $40756100.00       | $25654165.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $89000000.00       | $67425778.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $62000000.00       | $67343115.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $20809600.00       | $21395377.89       | U.S. Treasuries (including strips) |

### Security 20: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001GC3
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 15.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $2532928000.00     | $1840913976.06     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $596664000.00      | $610688841.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $3193200.00        | $3050879.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $2293568000.00     | $2335201289.84     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $2061424000.00     | $2135442554.84     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $1331728000.00     | $1161483600.72     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $277337600.00      | $289266558.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $792959200.00      | $803952313.20      | U.S. Treasuries (including strips) |

### Security 21: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001GD1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $315200.00         | $328836.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $9000.00           | $7641.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $621727700.00      | $644105452.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $11898300.00       | $11741137.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $126662400.00      | $112556296.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $8527400.00        | $8663764.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $324156400.00      | $332742844.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $890902400.00      | $904548146.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $9900200.00        | $10423866.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $16814700.00       | $14882074.96       | U.S. Treasuries (including strips) |

### Security 22: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005U26
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $9172200.00        | $9045064.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $1200.00           | $1155.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $1000.00           | $741.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $4912100.00        | $5070113.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $1550000.00        | $1132196.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $4000000.00        | $4146597.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $11612800.00       | $10961108.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $200.00            | $205.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $65.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $3350000.00        | $3461822.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $527600.00         | $526006.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $1765200.00        | $1798466.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $400.00            | $401.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $3679700.00        | $3620891.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $90.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $300.00            | $301.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $1307600.00        | $1298424.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $1000.00           | $995.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $100.00            | $78.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $14413700.00       | $12825712.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $900.00            | $924.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $74.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $200.00            | $152.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $200.00            | $100.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $273400.00         | $279416.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $200.00            | $201.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $207100.00         | $140961.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $72.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $14646900.00       | $15280855.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $130000.00         | $122759.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $12500300.00       | $12723999.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $29694000.00       | $29227355.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $100.00            | $64.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $1500.00           | $1399.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $1500.00           | $1532.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $12100000.00       | $12821384.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $185400.00         | $187275.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $500.00            | $507.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $3150000.00        | $3182200.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $100.00            | $104.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $1000.00           | $1030.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $1000.00           | $1043.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $400.00            | $399.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $600.00            | $610.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $87.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $100.00            | $95.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $3666400.00        | $3253844.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $800.00            | $784.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $300.00            | $321.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $119842100.00      | $98875261.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $1000.00           | $910.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $5566400.00        | $5761919.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $100.00            | $86.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $990100.00         | $1201763.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $5356100.00        | $5434859.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $1243700.00        | $1257611.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $132100.00         | $135636.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $77400.00          | $77275.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $5562300.00        | $5668808.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $6000000.00        | $4833988.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $7079100.00        | $7205287.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $49998300.00       | $50015694.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $1769300.00        | $1757115.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $800.00            | $778.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $2172600.00        | $2204726.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $17499900.00       | $15022546.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $10000100.00       | $9772869.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $31250000.00       | $20600100.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $1757700.00        | $1679792.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $650700.00         | $805849.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $4200.00           | $4230.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $10598200.00       | $10561943.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $1000.00           | $885.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $47853500.00       | $45631095.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $1800600.00        | $1825409.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $134900.00         | $133612.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $60739100.00       | $60445122.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $1600.00           | $1007.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $5003700.00        | $3358099.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $15611000.00       | $15964943.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $13000000.00       | $13344473.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $300.00            | $250.78            | U.S. Treasuries (including strips) |

### Security 23: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001TI4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $25000000.00       | $25219408.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $364800.00         | $376427.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $25000000.00       | $25465037.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $11310800.00       | $11564924.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $322750.00         | $323621.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $99878700.00       | $98071185.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $42625650.00       | $42979442.90       | U.S. Treasuries (including strips) |

### Security 24: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001TJ2
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $322750.00         | $323621.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $11310800.00       | $11564924.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $25000000.00       | $25219408.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $25000000.00       | $25465037.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $42625650.00       | $42979442.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $99878700.00       | $98071185.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $364800.00         | $376427.10         | U.S. Treasuries (including strips) |

### Security 25: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: AIX9967L0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $130380400.00      | $136063569.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $138051300.00      | $138975147.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $128164800.00      | $131489688.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $130669300.00      | $134151316.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $140815000.00      | $139686921.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $65754000.00       | $63015813.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $157333200.00      | $153277444.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $139221500.00      | $123340124.29      | U.S. Treasuries (including strips) |

### Security 26: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 0QG004YT8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $146807200.00      | $156554411.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $146815000.00      | $143971234.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 4.7500%  | N/A     | $158657900.00      | $160964878.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $9570600.00        | $9503444.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $136300800.00      | $134122464.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $156712000.00      | $160116973.40      | U.S. Treasuries (including strips) |

### Security 27: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374697776.25
- **C.18.a - Value (excl. sponsor support):** $374697776.25
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $140233539.70
- **C.18.a - Value (excl. sponsor support):** $140233539.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $548392075.00
- **C.18.a - Value (excl. sponsor support):** $548392075.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $779395699.25
- **C.18.a - Value (excl. sponsor support):** $779395699.25
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $847942150.00
- **C.18.a - Value (excl. sponsor support):** $847942150.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $521178147.00
- **C.18.a - Value (excl. sponsor support):** $521178147.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $49706836.00
- **C.18.a - Value (excl. sponsor support):** $49706836.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1835678.72
- **C.18.a - Value (excl. sponsor support):** $1835678.72
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $545618128.00
- **C.18.a - Value (excl. sponsor support):** $545618128.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $290917470.00
- **C.18.a - Value (excl. sponsor support):** $290917470.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $339703867.05
- **C.18.a - Value (excl. sponsor support):** $339703867.05
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246975417.50
- **C.18.a - Value (excl. sponsor support):** $246975417.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13017291.04
- **C.18.a - Value (excl. sponsor support):** $13017291.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $81973847.76
- **C.18.a - Value (excl. sponsor support):** $81973847.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $150440625.00
- **C.18.a - Value (excl. sponsor support):** $150440625.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49100758.50
- **C.18.a - Value (excl. sponsor support):** $49100758.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $837787061.50
- **C.18.a - Value (excl. sponsor support):** $837787061.50
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98536133.00
- **C.18.a - Value (excl. sponsor support):** $98536133.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $240285756.00
- **C.18.a - Value (excl. sponsor support):** $240285756.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247220702.50
- **C.18.a - Value (excl. sponsor support):** $247220702.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123478811.88
- **C.18.a - Value (excl. sponsor support):** $123478811.88
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143698675.00
- **C.18.a - Value (excl. sponsor support):** $143698675.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $1167187454.40
- **C.18.a - Value (excl. sponsor support):** $1167187454.40
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $402065624.00
- **C.18.a - Value (excl. sponsor support):** $402065624.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $887371308.00
- **C.18.a - Value (excl. sponsor support):** $887371308.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $960630962.50
- **C.18.a - Value (excl. sponsor support):** $960630962.50
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201204688.00
- **C.18.a - Value (excl. sponsor support):** $201204688.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199144283.58
- **C.18.a - Value (excl. sponsor support):** $199144283.58
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $92322843.75
- **C.18.a - Value (excl. sponsor support):** $92322843.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $609876251.52
- **C.18.a - Value (excl. sponsor support):** $609876251.52
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $74452734.00
- **C.18.a - Value (excl. sponsor support):** $74452734.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $813815861.40
- **C.18.a - Value (excl. sponsor support):** $813815861.40
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $1630457489.57
- **C.18.a - Value (excl. sponsor support):** $1630457489.57
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $220533478.74
- **C.18.a - Value (excl. sponsor support):** $220533478.74
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $291627486.00
- **C.18.a - Value (excl. sponsor support):** $291627486.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21913031.14
- **C.18.a - Value (excl. sponsor support):** $21913031.14
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43990890.68
- **C.18.a - Value (excl. sponsor support):** $43990890.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $115323608.79
- **C.18.a - Value (excl. sponsor support):** $115323608.79
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320000000.00
- **C.18.a - Value (excl. sponsor support):** $320000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192828486.69
- **C.18.a - Value (excl. sponsor support):** $192828486.69
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $445500450.00
- **C.18.a - Value (excl. sponsor support):** $445500450.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1549752372.00
- **C.18.a - Value (excl. sponsor support):** $1549752372.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91812796.41
- **C.18.a - Value (excl. sponsor support):** $91812796.41
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2984846374.00
- **C.18.a - Value (excl. sponsor support):** $2984846374.00
- **C.19 - Percentage of Net Assets:** 5.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $450165235.50
- **C.18.a - Value (excl. sponsor support):** $450165235.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $408432262.50
- **C.18.a - Value (excl. sponsor support):** $408432262.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $850549763.00
- **C.18.a - Value (excl. sponsor support):** $850549763.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $200367188.00
- **C.18.a - Value (excl. sponsor support):** $200367188.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498894655.00
- **C.18.a - Value (excl. sponsor support):** $498894655.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $427757790.80
- **C.18.a - Value (excl. sponsor support):** $427757790.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244886520.00
- **C.18.a - Value (excl. sponsor support):** $244886520.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $558251943.20
- **C.18.a - Value (excl. sponsor support):** $558251943.20
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $642610130.50
- **C.18.a - Value (excl. sponsor support):** $642610130.50
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $502082162.34
- **C.18.a - Value (excl. sponsor support):** $502082162.34
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $449979556.50
- **C.18.a - Value (excl. sponsor support):** $449979556.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147529453.50
- **C.18.a - Value (excl. sponsor support):** $147529453.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294783264.00
- **C.18.a - Value (excl. sponsor support):** $294783264.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1154884280.55
- **C.18.a - Value (excl. sponsor support):** $1154884280.55
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02N09
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $32000000.00       | $24242976.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 2.3750%  | N/A     | $670637400.00      | $660731058.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $322471900.00      | $335337071.17      | U.S. Treasuries (including strips) |

### Security 86: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008WG8
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 3.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $15416200.00       | $15628608.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $13435100.00       | $13054168.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $71203900.00       | $73293014.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $601800.00         | $597443.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $81780100.00       | $80328649.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $63807200.00       | $64133745.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $90620500.00       | $91797233.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $90501100.00       | $90984525.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $71163400.00       | $70560003.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $33473600.00       | $33479307.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $79839400.00       | $81636651.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $181748200.00      | $185570987.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $301700.00         | $299932.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $389784000.00      | $401757927.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $334505000.00      | $343707306.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $83384000.00       | $85655176.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $100882700.00      | $99102739.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $579039100.00      | $564112556.50      | U.S. Treasuries (including strips) |

### Security 87: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008WH6
- **C.18 - Value (incl. sponsor support):** $752258560.00
- **C.18.a - Value (excl. sponsor support):** $752258560.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $3228693.74        | $1661463.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $71765.47          | $72521.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $9764316.11        | $6792995.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $43643634.42       | $44262191.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $2634.38           | $982.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $239970.48         | $136638.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $156394.55         | $155664.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $23696.14          | $20554.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $18430.33          | $10785.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $1355231.41        | $1392514.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $171815.86         | $126812.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $75.23             | $76.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $752.26            | $762.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $3770696.03        | $1831905.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $75.23             | $71.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $37.61             | $38.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $596729.10         | $639320.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $1929919.34        | $1594034.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $2380296.54        | $2477456.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $4438.33           | $4016.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $8719767.49        | $7672184.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $1435459.78        | $1439933.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $25495208.60       | $24837989.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $871867.67         | $280299.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $365710.50         | $373158.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $564.19            | $582.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $446465.46         | $413596.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $940.32            | $929.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $8909374.26        | $7129192.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $752.26            | $778.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $1777812.65        | $1320633.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $129538.92         | $131914.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $15260693.28       | $11021135.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $7402236.64        | $6050906.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $37.61             | $38.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $11430944.95       | $6969470.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $1203.61           | $1226.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $235080.80         | $68425.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $300.90            | $295.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 0.0000%  | N/A     | $41750.35          | $36646.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $270098.44         | $272712.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $10832.52          | $11094.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $2987218.74        | $860271.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $2959911.76        | $2823771.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $1197971.76        | $414876.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $215522.08         | $119205.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $75.23             | $71.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $982825.81         | $266757.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 0.0000%  | N/A     | $41750.35          | $37345.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $37.61             | $35.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $3466407.44        | $1308541.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $49235.32          | $49646.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $2165752.39        | $1180859.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $1197520.40        | $407265.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $1975054.85        | $626724.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $468657.08         | $138079.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $779339.87         | $189928.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $1635410.11        | $460516.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $150.45            | $147.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $376.13            | $384.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $84967.60          | $94919.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $1283353.10        | $579607.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $11399312.48       | $9985786.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $6493872.02        | $2809476.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $75.23             | $75.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $3194465.98        | $1975774.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $1354.07           | $1367.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $17217.51          | $11548.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $13540.65          | $13660.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $30316.02          | $25597.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $13109594.77       | $11706907.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $4927293.57        | $2072291.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $37.61             | $36.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $37.61             | $37.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $7.70              | $3.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $7861.10           | $8039.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $1054553.66        | $1045612.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $4889.68           | $4955.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $21498045.13       | $19550988.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $2713020.50        | $706237.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $34679.12          | $34348.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $763279.15         | $791252.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $702233.37         | $519512.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $2721445.79        | $2889640.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $14933159.90       | $15491655.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $5661874.05        | $2030738.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $5964658.12        | $1529445.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $2123964.43        | $2109060.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $376.13            | $380.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $376.13            | $373.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $6254691.41        | $6114693.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $1121579.90        | $1066402.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $3169094.61        | $2401330.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $7052800.13        | $5944121.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7819%  | N/A     | $839069.20         | $842498.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $16456032.13       | $5487494.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $16060.72          | $16892.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $17034518.96       | $9019897.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $1067680.57        | $1083468.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $4363.10           | $4492.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $4513.55           | $3903.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $1355569.92        | $1062193.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $39079.83          | $39776.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $4626.39           | $5050.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $10531.62          | $8782.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $1215273.70        | $302148.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $8602076.63        | $8244445.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $37.61             | $36.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $15500362.85       | $12277511.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $1613594.60        | $459706.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $5735971.52        | $1458984.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $1635259.66        | $1053995.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 4.7500%  | N/A     | $75.23             | $76.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $62475.07          | $41335.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $36108.41          | $36637.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1209255.64        | $1038930.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $4496174.19        | $4675551.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $2236464.70        | $674866.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $8627653.42        | $4016759.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $300.90            | $306.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $2660324.78        | $2809856.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $4825550.60        | $4877530.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $450602.88         | $235517.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $8646459.89        | $9192717.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $5992266.01        | $5982645.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $75.23             | $44.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $2780648.54        | $2851372.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $1634996.37        | $1294944.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $5568217.86        | $1809899.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $821127.83         | $814303.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 0.0000%  | N/A     | $41750.35          | $35258.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $112.84            | $114.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $202771.29         | $148114.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $40020.16          | $41249.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $5604.33           | $5933.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $4732834.73        | $1742170.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $102120152.68      | $107422552.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $165120.75         | $58634.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $7608719.21        | $7548366.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $5809692.86        | $3495785.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $426455.38         | $276946.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $158350.43         | $54163.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $36672.60          | $37748.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $6068845.93        | $4277013.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $3046.65           | $3125.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $188.06            | $180.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $4516184.26        | $1242176.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $2181.55           | $2211.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $1158102.05        | $286643.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $13660601.71       | $14027616.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $1720791.45        | $434119.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $4739.23           | $4704.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $2208255.00        | $1952715.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $263.29            | $264.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $150.45            | $151.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $139506.35         | $123245.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $1246492.43        | $814311.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $11246.27          | $11384.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $4190456.31        | $4083687.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $1300655.05        | $319107.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $37.61             | $39.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $37.61             | $33.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $3164375.63        | $943813.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-12      | 0.0000%  | N/A     | $300.90            | $298.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $7774216.09        | $7131762.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $54188193.11       | $39597751.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $5099184.65        | $1555944.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $1445427.21        | $1111002.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $5645700.49        | $2665465.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $3366357.06        | $856687.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $9510316.01        | $7370628.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $20519806.73       | $20176654.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $6026155.26        | $6287455.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $550013.85         | $542390.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $9590920.51        | $6842939.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $3347550.59        | $3564571.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $175990.89         | $184760.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $1053.16           | $640.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-21      | 0.0000%  | N/A     | $300.90            | $299.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $2469288.72        | $1084000.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $10095309.88       | $9589645.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $3203493.08        | $890279.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $54125.00          | $54246.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $13503.04          | $13290.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $6322281.84        | $6425142.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $1496656.02        | $1535482.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 0.0000%  | N/A     | $41750.35          | $38702.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $1015.55           | $967.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $131419.57         | $136951.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $7898.71           | $7961.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $37.61             | $35.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $37.61             | $38.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $2595.29           | $2467.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $63565.85          | $27101.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $9027.10           | $2791.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $14738625.84       | $5162911.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $2058555.55        | $986303.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $42139568.66       | $43703768.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $24786.92          | $25206.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $153423.13         | $116750.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $13837683.37       | $13930285.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $2186439.50        | $907372.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $29300.47          | $29852.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $37.61             | $36.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $29714.21          | $30161.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $75.23             | $76.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $13803.94          | $13906.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $4380063.08        | $4399705.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $5035994.93        | $1323449.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $347919.58         | $221409.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $5420399.05        | $3725798.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $451.36            | $430.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $3333257.68        | $1484182.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $3949.36           | $4127.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $7184.07           | $7141.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $7204681.13        | $7278330.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $188.06            | $307.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.0000%  | N/A     | $41750.35          | $40073.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $2742697.10        | $2839034.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2675783.70        | $709971.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $2148149.54        | $1895450.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $2486176.93        | $2488781.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $338.52            | $344.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $5842416.11        | $5453445.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $20406593.18       | $15459892.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $601.81            | $605.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $489344.19         | $153397.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $8008544.63        | $3105136.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $950102.56         | $808496.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $4862223.20        | $1305220.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 0.0000%  | N/A     | $41750.35          | $35943.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $37.61             | $38.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $13390.20          | $13673.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $67214.30          | $51491.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $158199.98         | $140153.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $1419809.66        | $796327.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $63114.49          | $64186.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $16479352.14       | $9508174.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $6958.39           | $5973.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $319822.73         | $217148.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $6883.17           | $6906.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $1278.84           | $1219.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $5599467.81        | $2799341.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $10535305.91       | $10685139.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $8318997.34        | $3272968.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $112048.91         | $115048.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $9365.62           | $9368.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 0.0000%  | N/A     | $41750.35          | $40745.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $26848333.68       | $28091923.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8279%  | N/A     | $638817.97         | $641283.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $9478.46           | $10636.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $13226887.03       | $13803435.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $516425.50         | $417798.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-13      | 0.0000%  | N/A     | $75.23             | $73.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $75.23             | $75.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1483830.01        | $568177.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $192540.58         | $198362.72         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-03-06

**By:** /s/Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer