# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-25-001740
**Filing Date:** 2025-12
**Character Count:** 210836
**Document Hash:** 306dd07aefe69ecc163d97ff07f98b94
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-001740.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0002066578-25-001740

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 251551604

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

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

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

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

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

## Series and Classes Contracts Data

### TREASURY PORTFOLIO (Series ID: S000023949)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Treasury Portfolio

**LEI of Series:** 54930050VO21IXKJ3O67

**EDGAR Series Identifier:** S000023949

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

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

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

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

### Service Providers
| Role                          | Details                                             | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Northern Trust Investments, Inc.                    | 801-33358         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | Northern Trust Investments, Inc.                    |  |
| Transfer Agent                | The Northern Trust Company<br>CIK: 0000838981       | 085-05127         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

- **Is this a Government Money Market Fund?:** Yes

- **WAM:** 40 days

- **WAL:** 94 days

- **Total Value of Portfolio Securities:** $96713286012.89

- **Amortized Cost of Portfolio Securities:** $96701463952.44

- **Cash:** $2498432882.60

- **Total Other Assets:** $167886054.92

- **Total Liabilities:** $323160635.19

- **Net Assets of Series:** $99044622254.77

- **Number of Shares Outstanding (Series):** 99044724768.3100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $87425728376.77           | $95425728376.77            | 91.5600%                  | 99.9400%                   |
| 2025-11-04 | $86940582013.16           | $94940582013.16            | 91.5100%                  | 99.9300%                   |
| 2025-11-05 | $86477658570.85           | $94477658570.85            | 91.4700%                  | 99.9300%                   |
| 2025-11-06 | $87072473713.18           | $95072473713.18            | 91.5200%                  | 99.9200%                   |
| 2025-11-07 | $85830336920.76           | $93830336920.76            | 91.4000%                  | 99.9200%                   |
| 2025-11-10 | $85672239299.39           | $93672239299.39            | 91.3800%                  | 99.9100%                   |
| 2025-11-11 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-11-12 | $88194827771.57           | $96194827771.57            | 91.6100%                  | 99.9100%                   |
| 2025-11-13 | $89043481868.76           | $97043481868.76            | 91.6600%                  | 99.9000%                   |
| 2025-11-14 | $89086190078.86           | $97086190078.86            | 91.6600%                  | 99.8900%                   |
| 2025-11-17 | $91187307039.69           | $99187307039.69            | 91.8300%                  | 99.8900%                   |
| 2025-11-18 | $92101887384.20           | $100101887384.20           | 91.9000%                  | 99.8800%                   |
| 2025-11-19 | $89778727939.58           | $99278727939.58            | 90.3200%                  | 99.8800%                   |
| 2025-11-20 | $90673244766.67           | $100173244766.67           | 90.4100%                  | 99.8800%                   |
| 2025-11-21 | $90180360305.66           | $99680360305.66            | 90.3600%                  | 99.8700%                   |
| 2025-11-24 | $92039731544.70           | $101539731544.70           | 90.5200%                  | 99.8600%                   |
| 2025-11-25 | $94357093121.83           | $104156898121.83           | 90.4900%                  | 99.8900%                   |
| 2025-11-26 | $92041473587.94           | $101541473587.94           | 90.5200%                  | 99.8600%                   |
| 2025-11-28 | $89688979428.77           | $99188979428.77            | 90.2800%                  | 99.8400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.0900%             |
| 2025-11-04 | 4.0700%             |
| 2025-11-05 | 4.0500%             |
| 2025-11-06 | 4.0500%             |
| 2025-11-07 | 4.0300%             |
| 2025-11-10 | 4.0000%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 4.0100%             |
| 2025-11-13 | 4.0100%             |
| 2025-11-14 | 4.0100%             |
| 2025-11-17 | 4.0100%             |
| 2025-11-18 | 4.0100%             |
| 2025-11-19 | 4.0000%             |
| 2025-11-20 | 4.0000%             |
| 2025-11-21 | 4.0000%             |
| 2025-11-24 | 3.9900%             |
| 2025-11-25 | 3.9900%             |
| 2025-11-26 | 4.0000%             |
| 2025-11-28 | 4.0100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0001                      |
|  |  |
| 2025-11-05 | 1.0001                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0001                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 1.0001                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0002                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0002                      |
|  |  |
| 2025-11-24 | 1.0001                      |
|  |  |
| 2025-11-25 | 1.0001                      |
|  |  |
| 2025-11-26 | 1.0001                      |
|  |  |
| 2025-11-28 | 1.0002                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $18480814855.61

- **Number of Shares Outstanding:** 18480787281.7400

- **Expense Reimbursement/Waiver:** 85019.65

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2677776386.97            | $222340351.96           |
| 2025-11-04 | $589540807.27             | $1461617293.93          |
| 2025-11-05 | $539571800.12             | $925214797.32           |
| 2025-11-06 | $1653151452.29            | $163373438.05           |
| 2025-11-07 | $420684434.91             | $849964992.03           |
| 2025-11-10 | $506823402.61             | $160249615.91           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $837426114.88             | $586246196.82           |
| 2025-11-13 | $1348795028.08            | $419937603.82           |
| 2025-11-14 | $1116697645.87            | $353730491.20           |
| 2025-11-17 | $472846190.82             | $425053258.37           |
| 2025-11-18 | $696211788.67             | $310827373.36           |
| 2025-11-19 | $625576811.75             | $549214081.41           |
| 2025-11-20 | $560554788.30             | $858305375.60           |
| 2025-11-21 | $772965366.17             | $639192403.40           |
| 2025-11-24 | $1763607752.63            | $351407375.97           |
| 2025-11-25 | $774860672.21             | $1223741914.56          |
| 2025-11-26 | $1313833687.73            | $1668869668.18          |
| 2025-11-28 | $636568388.76             | $2254500468.08          |

**Total Gross Subscriptions (Month):** $17307492520.04

**Total Gross Redemptions (Month):** $13423786699.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9400%           |
| 2025-11-04 | 3.9200%           |
| 2025-11-05 | 3.9000%           |
| 2025-11-06 | 3.9000%           |
| 2025-11-07 | 3.8600%           |
| 2025-11-10 | 3.8500%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8500%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.2000%          | 0.0000%              |
| Broker-dealer |  | 5.2700%          | 0.0000%              |
| Broker-dealer |  | 15.7700%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $78093365112.29

- **Number of Shares Outstanding:** 78093503474.5100

- **Expense Reimbursement/Waiver:** 361941.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $4732878357.43            | $5030438365.95          |
| 2025-11-04 | $3259755792.35            | $2861759178.23          |
| 2025-11-05 | $2739509739.34            | $2683196234.23          |
| 2025-11-06 | $2264149070.20            | $3097364579.26          |
| 2025-11-07 | $2429335799.33            | $3309685395.67          |
| 2025-11-10 | $1421568924.55            | $2294405438.36          |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $4311029170.30            | $2025680502.40          |
| 2025-11-13 | $2418200928.04            | $2790533820.80          |
| 2025-11-14 | $2140529230.49            | $2837023600.23          |
| 2025-11-17 | $4726031971.12            | $2613658140.89          |
| 2025-11-18 | $2827470702.37            | $2349567245.47          |
| 2025-11-19 | $1920813678.92            | $2830968507.86          |
| 2025-11-20 | $3462203571.74            | $2241026123.46          |
| 2025-11-21 | $2348436776.55            | $3175810805.11          |
| 2025-11-24 | $2615977600.95            | $2908232585.31          |
| 2025-11-25 | $6895968303.24            | $3904907787.92          |
| 2025-11-26 | $3624488957.69            | $6348184191.66          |
| 2025-11-28 | $3819306098.74            | $3758119639.04          |

**Total Gross Subscriptions (Month):** $57957654673.35

**Total Gross Redemptions (Month):** $57060562141.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8900%           |
| 2025-11-04 | 3.8700%           |
| 2025-11-05 | 3.8500%           |
| 2025-11-06 | 3.8500%           |
| 2025-11-07 | 3.8100%           |
| 2025-11-10 | 3.8000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 3.8000%           |
| 2025-11-13 | 3.8100%           |
| 2025-11-14 | 3.8100%           |
| 2025-11-17 | 3.8100%           |
| 2025-11-18 | 3.8100%           |
| 2025-11-19 | 3.8000%           |
| 2025-11-20 | 3.8000%           |
| 2025-11-21 | 3.7900%           |
| 2025-11-24 | 3.7900%           |
| 2025-11-25 | 3.7900%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

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

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2470442286.87

- **Number of Shares Outstanding:** 2470434012.0600

- **Expense Reimbursement/Waiver:** 9059.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $352468140.36             | $246209444.05           |
| 2025-11-04 | $18042.00                 | $18023196.35            |
| 2025-11-05 | $0.00                     | $140548324.97           |
| 2025-11-06 | $101235787.05             | $154919808.92           |
| 2025-11-07 | $60785239.60              | $0.00                   |
| 2025-11-10 | $447961562.32             | $100209444.05           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $26346934.25              | $54129000.00            |
| 2025-11-13 | $300724897.84             | $14850375.62            |
| 2025-11-14 | $289690.00                | $31273076.17            |
| 2025-11-17 | $0.00                     | $81408313.68            |
| 2025-11-18 | $44105058.78              | $0.00                   |
| 2025-11-19 | $3526184.89               | $0.00                   |
| 2025-11-20 | $0.00                     | $35955891.11            |
| 2025-11-21 | $193481918.52             | $0.00                   |
| 2025-11-24 | $717941894.84             | $0.00                   |
| 2025-11-25 | $80775167.67              | $12143519.34            |
| 2025-11-26 | $946587890.72             | $490269571.97           |
| 2025-11-28 | $0.00                     | $807351509.56           |

**Total Gross Subscriptions (Month):** $3276248408.84

**Total Gross Redemptions (Month):** $2187291475.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9400%           |
| 2025-11-04 | 3.9200%           |
| 2025-11-05 | 3.9000%           |
| 2025-11-06 | 3.9000%           |
| 2025-11-07 | 3.8600%           |
| 2025-11-10 | 3.8500%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8500%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 58.0600%         | 0.0000%              |
| Private fund  |  | 35.1000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $757945674.40
- **C.18.a - Value (excl. sponsor support):** $757945674.40
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $721043943.25
- **C.18.a - Value (excl. sponsor support):** $721043943.25
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $744266959.90
- **C.18.a - Value (excl. sponsor support):** $744266959.90
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: UNITED STATES TREASURY

- **C.1 - Title:** 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):** $616346525.00
- **C.18.a - Value (excl. sponsor support):** $616346525.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $833458857.20
- **C.18.a - Value (excl. sponsor support):** $833458857.20
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1878624515.30
- **C.18.a - Value (excl. sponsor support):** $1878624515.30
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $438339223.92
- **C.18.a - Value (excl. sponsor support):** $438339223.92
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $554615586.37
- **C.18.a - Value (excl. sponsor support):** $554615586.37
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14998364.10
- **C.18.a - Value (excl. sponsor support):** $14998364.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $443863816.76
- **C.18.a - Value (excl. sponsor support):** $443863816.76
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $371639625.00
- **C.18.a - Value (excl. sponsor support):** $371639625.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $654433759.05
- **C.18.a - Value (excl. sponsor support):** $654433759.05
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $654493482.55
- **C.18.a - Value (excl. sponsor support):** $654493482.55
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1596187968.00
- **C.18.a - Value (excl. sponsor support):** $1596187968.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $473915549.24
- **C.18.a - Value (excl. sponsor support):** $473915549.24
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $880801502.90
- **C.18.a - Value (excl. sponsor support):** $880801502.90
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: UNITED STATES TREASURY

- **C.1 - Title:** 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):** $810291027.80
- **C.18.a - Value (excl. sponsor support):** $810291027.80
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $936431760.00
- **C.18.a - Value (excl. sponsor support):** $936431760.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1781940093.77
- **C.18.a - Value (excl. sponsor support):** $1781940093.77
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34767444.60
- **C.18.a - Value (excl. sponsor support):** $34767444.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: UNITED STATES TREASURY

- **C.1 - Title:** 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):** $670096378.00
- **C.18.a - Value (excl. sponsor support):** $670096378.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $709367666.36
- **C.18.a - Value (excl. sponsor support):** $709367666.36
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $432978783.60
- **C.18.a - Value (excl. sponsor support):** $432978783.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $253140024.90
- **C.18.a - Value (excl. sponsor support):** $253140024.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $704324572.40
- **C.18.a - Value (excl. sponsor support):** $704324572.40
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $285493095.36
- **C.18.a - Value (excl. sponsor support):** $285493095.36
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: UNITED STATES TREASURY

- **C.1 - Title:** 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):** $2169311924.10
- **C.18.a - Value (excl. sponsor support):** $2169311924.10
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1865757250.00
- **C.18.a - Value (excl. sponsor support):** $1865757250.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395628676.00
- **C.18.a - Value (excl. sponsor support):** $395628676.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: UNITED STATES TREASURY

- **C.1 - Title:** 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):** $2073317855.86
- **C.18.a - Value (excl. sponsor support):** $2073317855.86
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249727972.50
- **C.18.a - Value (excl. sponsor support):** $249727972.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99415820.00
- **C.18.a - Value (excl. sponsor support):** $99415820.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $153342226.95
- **C.18.a - Value (excl. sponsor support):** $153342226.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271697852.25
- **C.18.a - Value (excl. sponsor support):** $271697852.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **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):** $112748290.80
- **C.18.a - Value (excl. sponsor support):** $112748290.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2881892567.40
- **C.18.a - Value (excl. sponsor support):** $2881892567.40
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1283739847.00
- **C.18.a - Value (excl. sponsor support):** $1283739847.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $705457123.20
- **C.18.a - Value (excl. sponsor support):** $705457123.20
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **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):** $977205080.00
- **C.18.a - Value (excl. sponsor support):** $977205080.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $112326250.00
- **C.18.a - Value (excl. sponsor support):** $112326250.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249996582.50
- **C.18.a - Value (excl. sponsor support):** $249996582.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399977344.00
- **C.18.a - Value (excl. sponsor support):** $399977344.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200954062.00
- **C.18.a - Value (excl. sponsor support):** $200954062.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $815272886.45
- **C.18.a - Value (excl. sponsor support):** $815272886.45
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.025390%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2187158951.16
- **C.18.a - Value (excl. sponsor support):** $2187158951.16
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2661640337.00
- **C.18.a - Value (excl. sponsor support):** $2661640337.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.930390%
- **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):** $2782063262.68
- **C.18.a - Value (excl. sponsor support):** $2782063262.68
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.962394%
- **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):** $855101445.75
- **C.18.a - Value (excl. sponsor support):** $855101445.75
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $968920312.50
- **C.18.a - Value (excl. sponsor support):** $968920312.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.500000%
- **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):** $399431248.00
- **C.18.a - Value (excl. sponsor support):** $399431248.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.985391%
- **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):** $2736712235.52
- **C.18.a - Value (excl. sponsor support):** $2736712235.52
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **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):** $115670233.80
- **C.18.a - Value (excl. sponsor support):** $115670233.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.878392%
- **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):** $2366918430.77
- **C.18.a - Value (excl. sponsor support):** $2366918430.77
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.940394%
- **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):** $1270651746.00
- **C.18.a - Value (excl. sponsor support):** $1270651746.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.939390%
- **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):** $1364583142.65
- **C.18.a - Value (excl. sponsor support):** $1364583142.65
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.970393%
- **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):** $1727958856.32
- **C.18.a - Value (excl. sponsor support):** $1727958856.32
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBAT7H5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $929200.00         | $927486.56         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-23      | 0.0000%  | 0.0000% | $1791400.00        | $1787127.51        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $5771800.00        | $12268575.80       | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $168300.00         | $180838.01         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $5374300.00        | $5787766.15        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $1161800.00        | $915612.66         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.59             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $4105200.00        | $3203397.51        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $1999800.00        | $1999286.46        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $24046600.00       | $19540291.61       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $162.52            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $248000.00         | $134652.98         | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.10             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $1887500.00        | $1429646.28        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $255.38            | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.63            | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $3411800.00        | $2845996.63        | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $276.94            | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $2000.00           | $1974.80           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $4520000.00        | $4620275.30        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $188.60            | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $94.31             | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $26681800.00       | $25953093.95       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $10561100.00       | $10872895.24       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $34306100.00       | $35318918.62       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $2577700.00        | $2612330.88        | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $37400.00          | $37174.21          | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.50            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $2224400.00        | $2206721.51        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $800.00            | $784.54            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1244500.00        | $1530667.16        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $9724500.00        | $13103911.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $500.00            | $492.10            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $6370700.00        | $6249123.50        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.32             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.84            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.84            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $945.57            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $2898900.00        | $2759735.07        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $3002000.00        | $2860649.92        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $15271200.00       | $15074619.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $6370200.00        | $5989146.54        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.67             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $283.25            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $712000.00         | $697817.01         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $190.64            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.15            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $8097400.00        | $9149096.58        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.15             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $9999800.00        | $9908112.55        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $33041000.00       | $32738049.44       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $10644600.00       | $10519363.37       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.75            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $299985000.00      | $293189074.60      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $40106000.00       | $44491828.17       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $306.72            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $20500.00          | $21065.76          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $798400.00         | $790991.97         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $17267000.00       | $17622134.78       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $5000.00           | $5133.29           | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $42940600.00       | $43276983.21       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $11200.00          | $11299.82          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $139800.00         | $140420.57         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $324.90            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $29849100.00       | $32327041.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $6576600.00        | $6595232.71        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $70099800.00       | $71878027.38       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $600.00            | $617.41            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $1319200.00        | $1398894.38        | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $25752200.00       | $27104050.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $15200.00          | $15830.47          | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $1720000.00        | $1798640.16        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $2668500.00        | $2697114.09        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $7877600.00        | $8027484.01        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.0254%  | 0.0000% | $188500.00         | $189115.11         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $43367700.00       | $43990577.08       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $29145400.00       | $29724666.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $6191000.00        | $6302312.33        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $8035100.00        | $8171108.90        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $626800.00         | $677493.67         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $2931400.00        | $3089449.65        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $103.69            | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $19649100.00       | $20576672.29       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $4260000.00        | $4461101.22        | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $13813000.00       | $14638708.84       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.9854%  | 0.0000% | $5341200.00        | $5359152.04        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $10400.00          | $10927.68          | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $17753500.00       | $18643115.53       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $214400.00         | $229194.08         | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $15700.00          | $16783.33          | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $16300.00          | $17339.83          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $989800.00         | $1006239.17        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $48100.00          | $49224.61          | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $37443200.00       | $37818227.59       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $500.00            | $507.57            | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $308.71            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $25773400.00       | $26130208.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $4095400.00        | $4138902.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $135000.00         | $136434.01         | U.S. Treasuries (including strips) |

### Security 58: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBAT7M4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 4.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $92509000.00       | $110834512.17      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $33248000.00       | $34388331.45       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $125560000.00      | $133609423.57      | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $22529900.00       | $22524114.40       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $62891900.00       | $77353608.67       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $986000.00         | $2095848.05        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $40250100.00       | $86588657.27       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-15      | 3.3750%  | 0.0000% | $14468100.00       | $29663250.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $45551900.00       | $74765887.39       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $60596200.00       | $95516707.24       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $44017500.00       | $69709200.00       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $10579200.00       | $16095981.50       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $59192900.00       | $88075727.75       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $1953400.00        | $2237175.40        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $368000.00         | $396311.69         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $35605200.00       | $35346385.35       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $24531100.00       | $23512266.28       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $499000.00         | $375498.15         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $2900.00           | $2023.39           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $32578000.00       | $20818777.59       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $92045200.00       | $81294038.08       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $8747000.00        | $8881425.89        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $683800.00         | $899206.15         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $12767100.00       | $16574317.33       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $25728000.00       | $32816025.71       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $30786000.00       | $42068998.36       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $16041000.00       | $21342692.99       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $134567000.00      | $162078885.73      | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $29768100.00       | $34916187.37       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $123592000.00      | $152080449.99      | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $110944900.00      | $125743767.12      | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $983000.00         | $1158109.19        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $25590000.00       | $28913649.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $200528000.00      | $213158741.45      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $23000.00          | $25515.19          | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $83282400.00       | $88313584.96       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $45184400.00       | $48362392.97       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $189746000.00      | $201088572.27      | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $61224000.00       | $63363025.56       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $127577200.00      | $127372481.36      | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $302574965.00      | $227897648.19      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $62898314.23       | $45203131.49       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 0.0000%  | 0.0000% | $442091336.00      | $438691653.63      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $315000000.00      | $291368070.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $466433868.00      | $423817671.22      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $331206743.00      | $295382096.85      | U.S. Treasuries (including strips) |

### Security 59: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 3.960000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBB5WC9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $196.22            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $454100.00         | $453608.66         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $18032900.00       | $17960570.04       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $72877500.00       | $72532279.28       | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $3099300.00        | $3191571.35        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $5000.00           | $7607.37           | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $16870900.00       | $14226964.05       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $11000.00          | $12598.00          | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $2968400.00        | $2171865.93        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $301502900.00      | $311843769.80      | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $21460600.00       | $16819001.60       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $6264600.00        | $4512379.81        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $106.41            | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $98957400.00       | $67406202.28       | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $22736000.00       | $17466608.76       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $24994400.00       | $19118835.99       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $800.00            | $590.22            | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $143.49            | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $24980400.00       | $18760480.52       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $68140300.00       | $47205024.58       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $142.43            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $109616000.00      | $83026281.86       | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $66349100.00       | $47867323.23       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.69             | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $10001000.00       | $9359780.53        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $197006800.00      | $173995800.99      | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $113626300.00      | $105539332.82      | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $101306800.00      | $92901635.63       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $41853600.00       | $42782113.79       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $3909100.00        | $3913516.01        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $2753700.00        | $2766504.46        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $700.00            | $664.52            | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $1227200.00        | $1230154.99        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $1600.00           | $2128.81           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $252600.00         | $247779.46         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $98700.00          | $93780.70          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $6036700.00        | $5681047.12        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $3227100.00        | $3039880.11        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $3084800.00        | $2907592.24        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $21489800.00       | $22034933.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $205.80            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $283602400.00      | $292921170.61      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $1943900.00        | $2045944.18        | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $1343400.00        | $1413921.20        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $408.50            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $60388000.00       | $62220744.30       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $900.00            | $927.17            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $5676700.00        | $5777373.78        | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $40822900.00       | $42920884.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $8852300.00        | $9329581.47        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $51800.00          | $52172.72          | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1024.01           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $714740000.00      | $744441442.51      | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $130283700.00      | $138255195.99      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $86661100.00       | $88743900.63       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $111301900.00      | $113150465.91      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $9783900.00        | $10099328.77       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $80588700.00       | $82941094.33       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $7527000.00        | $7846871.84        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $181203000.00      | $184549679.57      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $60703000.00       | $62205876.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.9394%  | 0.0000% | $600.00            | $601.76            | U.S. Treasuries (including strips) |

### Security 60: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.930000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBD7202
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-02-15      | 0.0000%  | 0.0000% | $30000.00          | $29770.50          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $40000.00          | $38985.64          | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $225000.00         | $217840.27         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $1665100.00        | $1555909.40        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $1300.00           | $1184.71           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $100.00            | $90.21             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $1200.00           | $1023.50           | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $66.92             | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $400000.00         | $253859.60         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $500200.00         | $279059.08         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $397000.00         | $214608.67         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $165000.00         | $83180.13          | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $400.00            | $195.80            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $2100.00           | $1012.59           | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $22000.00          | $10451.06          | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $824800.00         | $380390.34         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $100.00            | $45.45             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $464000.00         | $207695.68         | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $55000.00          | $23646.81          | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $19500.00          | $8146.98           | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $132000.00         | $53673.71          | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $130000.00         | $50329.76          | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $10000.00          | $3814.32           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $900.00            | $331.12            | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $45000.00          | $16328.30          | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $180000.00         | $63583.38          | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $100.00            | $33.54             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $32000.00          | $9648.35           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $624700.00         | $1327866.41        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 2.0000%  | 0.0000% | $25500.00          | $41995.08          | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $1811600.00        | $1798431.46        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $4970000.00        | $4389488.74        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $189109100.00      | $248680997.64      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $210000000.00      | $272623120.25      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $250000000.00      | $307486372.12      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $57860900.00       | $77968439.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $2000.00           | $2661.02           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $1400.00           | $1722.70           | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $600.00            | $706.88            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $9000000.00        | $10168926.97       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $81600.00          | $86739.78          | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $43000.00          | $45725.90          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $5118000.00        | $5631577.53        | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $22783900.00       | $24386379.49       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $12000000.00       | $12970523.42       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $6000000.00        | $6304427.71        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.49            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $512633000.00      | $516495528.21      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $121.50            | $97.98             | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $13.71             | $10.33             | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $35481.01          | $26105.15          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $15.00             | $10.78             | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $5258917.00        | $3687752.44        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $78000.00          | $53320.10          | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.67              | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $1588130.00        | $1032487.78        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $1.00              | $0.80              | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $61176.99          | $47679.14          | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $1660.00           | $1264.77           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.75              | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $138.00            | $100.38            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $198758.22         | $137562.75         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $2.09              | $2.04              | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $120.00            | $114.96            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $4.00              | $3.80              | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $20.00             | $18.82             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $3800258.47        | $3515155.48        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $805000.00         | $731450.37         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $5795850.00        | $5313646.87        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $1662000.00        | $1496326.85        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $34.64             | $23.38             | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $647000.00         | $426068.91         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.89              | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $60.00             | $52.49             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $386000.00         | $340878.53         | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $6078.00           | $5265.56           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $383996.00         | $326155.07         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $2810000.00        | $2410190.39        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $1021999.27        | $859132.44         | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $354000.00         | $227009.23         | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $2169000.00        | $1354180.45        | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $49.00             | $29.79             | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $85.00             | $51.01             | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $8209920.00        | $4801079.12        | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $364000.00         | $215681.65         | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $141000.00         | $81111.94          | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.57              | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $377999.36         | $202183.92         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $670317.68         | $353000.02         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $522597.68         | $267094.45         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $393000.00         | $197692.36         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $231000.00         | $113032.23         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $63.00             | $24.36             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $52825.60          | $25134.00          | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $20.00             | $9.39              | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $663000.00         | $306449.87         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $1996000.00        | $884792.87         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $397000.00         | $173054.68         | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $960000.00         | $406764.48         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $806998.00         | $332182.17         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $1.01              | $0.41              | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $330000.00         | $132142.23         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $396154.00         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $7468720.00        | $2920344.21        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $515000.00         | $196303.58         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $552000.00         | $205160.18         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $40000.00          | $14692.56          | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.36              | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $50000.00          | $17945.55          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $915000.00         | $324549.59         | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.35              | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $1895000.00        | $655728.74         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $465728.00         | $159026.55         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $117000.00         | $39496.63          | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $2120000.00        | $706303.44         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $869736.04         | $286260.57         | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $203310.77         | $66000.57          | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $1.68              | $0.54              | U.S. Treasuries (including strips) |

### Security 61: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTBEV265
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $11187600.00       | $8431568.42        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $10672800.00       | $10948438.33       | U.S. Treasuries (including strips) |

### Security 62: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBEV2E8
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $2100.00           | $2096.13           | U.S. Treasuries (including strips) |
| USTR          | 2025-12-23      | 0.0000%  | 0.0000% | $68100.00          | $67937.58          | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $786600.00         | $1239903.52        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $150713800.00      | $123805561.32      | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $36238600.00       | $28438551.88       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $1001100.00        | $1078118.59        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $3634100.00        | $2881018.03        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $13174000.00       | $10443997.54       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $9902100.00        | $8361353.21        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $13787300.00       | $10919877.29       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $87236000.00       | $63827279.50       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $53839300.00       | $42430663.40       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $29233400.00       | $22683455.75       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $123900.00         | $96139.36          | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.06            | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $156.06            | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $74.07             | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $414900.00         | $307353.55         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $20298000.00       | $14855975.67       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $11790600.00       | $9104168.18        | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.83             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $60400.00          | $49081.11          | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $6843600.00        | $5561116.32        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $1155000.00        | $883488.12         | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $110767100.00      | $81721248.00       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $904500.00         | $667317.90         | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $68500.00          | $44625.00          | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.14             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $225.75            | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.25             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $988600.00         | $490595.61         | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.21             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.30             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $1143600.00        | $757417.47         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $3537900.00        | $2061310.96        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $209.31            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $1400.00           | $976.81            | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $41300.00          | $29631.63          | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $26718500.00       | $17391763.67       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $179.25            | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $111400.00         | $77173.71          | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $35800.00          | $20480.16          | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $4367800.00        | $3110700.12        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $26467000.00       | $16744422.63       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $92411300.00       | $78665500.51       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $15200.00          | $13246.38          | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $565500.00         | $529242.66         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $19337100.00       | $17960847.38       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $1400.00           | $1292.38           | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $10875000.00       | $10039002.88       | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $185292900.00      | $187426325.59      | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $663300.00         | $670937.11         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $8802500.00        | $8300558.20        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $4651800.00        | $4386542.08        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $14190200.00       | $14206230.30       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $7564400.00        | $7599573.79        | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $5366000.00        | $5061073.61        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $591300.00         | $561328.60         | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $55777700.00       | $54254356.47       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $1524000.00        | $1527669.66        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $252000.00         | $253129.80         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $28573100.00       | $28956973.92       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $10400.00          | $10922.59          | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $1804300.00        | $1793407.28        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $141300.00         | $173791.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $4271200.00        | $5836584.99        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $500.00            | $673.75            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $800.00            | $787.35            | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $187.93            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $2814200.00        | $2633937.69        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.32             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.84             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $82125600.00       | $71792827.04       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $33966900.00       | $32098134.24       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $18351500.00       | $16102894.86       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $750800.00         | $709681.35         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $461200.00         | $436094.87         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $700.00            | $661.89            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $14138800.00       | $14014387.88       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $197.61            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $3000.00           | $2638.16           | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $3703100.00        | $3484931.43        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.67             | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $83158300.00       | $72907108.96       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $65182600.00       | $61980311.36       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $10132700.00       | $9567133.05        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $19022300.00       | $18131971.17       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $90.33             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $15995400.00       | $15266502.52       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $500.00            | $483.91            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $74794000.00       | $73411115.55       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $2272600.00        | $2230581.35        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $21388200.00       | $21467969.38       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $12600.00          | $12314.55          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $14729600.00       | $14626640.26       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $30361600.00       | $33681820.43       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $10149800.00       | $10347273.73       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $16812000.00       | $17188930.99       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $19842200.00       | $20453265.38       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $15211200.00       | $15631000.77       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $13993500.00       | $14379694.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $22166700.00       | $22622608.15       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $54967900.00       | $56433303.22       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $29591000.00       | $28766950.32       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $57839400.00       | $59061946.34       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $186600.00         | $190544.15         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $50554500.00       | $51220271.72       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $15036100.00       | $15530164.81       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $9519900.00        | $10019643.02       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $59032000.00       | $62599346.16       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $25041000.00       | $26185900.11       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $96941200.00       | $99599664.89       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $5320800.00        | $5426551.13        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $1528100.00        | $1558471.05        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $22016600.00       | $22735549.76       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $203.39            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $239400.00         | $246626.80         | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $1126100.00        | $1183972.92        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $2425000.00        | $2518717.40        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $60446500.00       | $62606624.14       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $87300.00          | $92006.87          | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $24792900.00       | $25707752.46       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $7425000.00        | $7640120.66        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $499700.00         | $506899.04         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $435100.00         | $440248.67         | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $88082200.00       | $88428105.58       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $41826000.00       | $42292529.96       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $4256900.00        | $4359097.99        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.9854%  | 0.0000% | $200.00            | $200.68            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $132372500.00      | $137676758.16      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $9685700.00        | $10171043.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $74256600.00       | $77977546.57       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $30139200.00       | $32061879.97       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $79413100.00       | $81973344.56       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $11999900.00       | $12386771.67       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $22478600.00       | $23134753.17       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $33310100.00       | $33643730.85       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $4390700.00        | $4457123.55        | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $15327000.00       | $15602195.10       | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $16060900.00       | $16560571.36       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $414600.00         | $426341.12         | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $49500.00          | $50414.23          | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $14356000.00       | $14711423.97       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $36951600.00       | $37866442.90       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $18611500.00       | $18947342.09       | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $32900.00          | $33855.70          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $15334500.00       | $15546791.90       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $51893700.00       | $52444930.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $20600000.00       | $20818819.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $2582900.00        | $2592777.45        | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $5921100.00        | $5992969.76        | U.S. Treasuries (including strips) |

### Security 63: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBEV2M0
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 9.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $170000000.00      | $135616219.46      | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $110000000.00      | $86615492.60       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $10000000.00       | $21260059.91       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $200000000.00      | $193506000.00      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $7000000.00        | $7784416.33        | U.S. Treasuries (including strips) |
| USTR          | 2032-04-15      | 3.3750%  | 0.0000% | $15000000.00       | $30765742.02       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $9000000.00        | $8859008.19        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $96000000.00       | $95546124.73       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $70000000.00       | $59224216.63       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $42516722.01       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $64000000.00       | $73505723.31       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $94600000.00       | $79178538.84       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $62000000.00       | $66982305.01       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $100000000.00      | $89439007.07       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $110000000.00      | $98879515.36       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $15000000.00       | $13351381.06       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $125000000.00      | $150239786.67      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $158000000.00      | $133910058.62      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7952033.48        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $16700000.00       | $12269726.34       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $40000000.00       | $42704582.05       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $27372593.48       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $55000000.00       | $55200915.11       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $6000000.00        | $4464086.80        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $10000000.00       | $7350835.69        | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $18764800.00       | $14551328.97       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $40000000.00       | $39870440.33       | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $28000000.00       | $21949878.65       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $25000000.00       | $20401575.41       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $29000000.00       | $22278025.70       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $26000000.00       | $19274045.92       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $22000000.00       | $14402076.41       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $110000000.00      | $73153619.06       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $250000000.00      | $153249630.43      | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $75000000.00       | $56641130.92       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $34000000.00       | $16960488.43       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $75000000.00       | $38625992.53       | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $275000000.00      | $177513302.58      | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $35000000.00       | $19105259.72       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $60000000.00       | $35118591.85       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $65000000.00       | $45526458.99       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $33000000.00       | $24870549.36       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $269000000.00      | $187029837.55      | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $364000000.00      | $209232056.69      | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $59000000.00       | $37512190.38       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $164000000.00      | $123072124.35      | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $124000000.00      | $108456197.67      | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $44908923.20       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $9000000.00        | $8450590.18        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $99300000.00       | $84198760.92       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $95000000.00       | $84179398.56       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $24000000.00       | $22365033.26       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $57000000.00       | $47769522.35       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $25900000.00       | $23836846.78       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $58000000.00       | $53774450.66       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $26000000.00       | $25758798.42       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $7062700.00        | $6690893.75        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $47000000.00       | $47197854.67       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $48000000.00       | $48379723.76       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $40000000.00       | $37902534.35       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $15000000.00       | $14291845.52       | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $55000000.00       | $53741931.22       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $50292045.58       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $50452816.58       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $73500000.00       | $74858625.84       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $30000000.00       | $30993689.67       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $175000000.00      | $178170265.19      | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $154301000.00      | $162629177.39      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $24000000.00       | $23646428.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $109600000.00      | $107102765.21      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $25000000.00       | $24808961.68       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $19735569.17       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $35000000.00       | $34744294.38       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $10000000.00       | $9911082.38        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $10000000.00       | $9810038.10        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $24104447.51       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $120000000.00      | $147600007.90      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $15700000.00       | $15698532.82       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $5000000.00        | $4925226.16        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $10000000.00       | $9841049.01        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $155000000.00      | $186686029.74      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $41000000.00       | $40210639.48       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $35000000.00       | $32382451.20       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $5000000.00        | $4814430.25        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $30000000.00       | $26406343.43       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $164124400.00      | $157247042.36      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $140000000.00      | $133045475.65      | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $26000000.00       | $22747537.49       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $40000000.00       | $37810393.19       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $42000000.00       | $36892095.51       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $184500000.00      | $174896193.27      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $40000000.00       | $37808781.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $15000000.00       | $14182689.78       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $30000000.00       | $28560626.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $146200000.00      | $139232268.66      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $24000000.00       | $23686112.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $180000000.00      | $169275756.52      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $20000000.00       | $18827497.68       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $10000000.00       | $9422620.99        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $24499400.00       | $23969974.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $191193000.00      | $180282482.72      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $16000000.00       | $15723611.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $10000000.00       | $9511600.33        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $10000000.00       | $9446469.84        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $110000000.00      | $104896167.39      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $161116000.00      | $153851087.28      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $132000000.00      | $130682930.11      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $189111000.00      | $187394831.26      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $37000000.00       | $35245032.97       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $25000000.00       | $24718993.17       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $147914100.00      | $147840373.31      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $144748000.00      | $141563657.28      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $24009600.00       | $24454999.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $70900000.00       | $72143807.66       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $36000000.00       | $36866244.73       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $24000000.00       | $24567483.26       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $27000000.00       | $27260497.17       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $103000000.00      | $103958897.74      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $16500000.00       | $16572896.46       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $194150000.00      | $198319936.73      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $200000000.00      | $206299495.65      | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $31400000.00       | $31926245.78       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $8000000.00        | $8109013.27        | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $10000000.00       | $10616207.18       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $10000000.00       | $10107329.12       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $75000000.00       | $76807920.49       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $10000000.00       | $10572959.29       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $2600000.00        | $2670990.13        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $162000000.00      | $165631590.98      | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $9000000.00        | $9159919.73        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $53000000.00       | $53766840.87       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $30000000.00       | $30539391.03       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $25000000.00       | $25328321.41       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $10000000.00       | $10410788.95       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $30000000.00       | $30281818.68       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $190130000.00      | $193511378.48      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $14000000.00       | $14115174.06       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $111580400.00      | $113259241.16      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $8000000.00        | $8191740.65        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $37000000.00       | $38091258.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $110000000.00      | $110488308.84      | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $5000000.00        | $5020133.43        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $30000000.00       | $30338521.98       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $30000000.00       | $30932895.65       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $10000000.00       | $10192710.87       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $10000000.00       | $10516463.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $165212500.00      | $169894020.66      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $29940000.00       | $30434356.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $75000000.00       | $76265345.30       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $161093000.00      | $165019402.89      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $40000000.00       | $40957330.05       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $140450000.00      | $142992969.38      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $65000000.00       | $66848176.09       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $38253000.00       | $39535866.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.0218%  | 0.0000% | $50000000.00       | $50170083.18       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $111309000.00      | $111526821.26      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBEV2Q1
- **C.18 - Value (incl. sponsor support):** $3850000000.00
- **C.18.a - Value (excl. sponsor support):** $3850000000.00
- **C.19 - Percentage of Net Assets:** 3.8900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $15034000.00       | $14973698.63       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $83521300.00       | $82999793.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-26      | 0.0000%  | 0.0000% | $200.00            | $197.63            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-06      | 0.0000%  | 0.0000% | $21400300.00       | $21318829.06       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 6.5000%  | 0.0000% | $2000000.00        | $2062312.51        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $7099700.00        | $6995233.86        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $47947300.00       | $47236300.62       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $11933000.00       | $11168637.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $400.00            | $385.30            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $47434900.00       | $45086389.85       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $20415900.00       | $19292673.13       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $1950000.00        | $1941105.71        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $177.46            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $4137900.00        | $4101489.21        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $19398700.00       | $18417413.87       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $250000400.00      | $237540149.08      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $466800.00         | $439718.64         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $50000000.00       | $49145184.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $26450100.00       | $26022819.97       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $120526000.00      | $119420905.76      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $19680800.00       | $19905811.45       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $381358400.00      | $389841041.94      | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $365000.00         | $375588.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $6624400.00        | $6765813.94        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $11765000.00       | $12210206.03       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $14979900.00       | $15183606.56       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $59993000.00       | $63618420.08       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $165818600.00      | $173399995.87      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $202591600.00      | $211960839.34      | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $22426100.00       | $23106720.44       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $5000700.00        | $5163997.33        | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $49615000.00       | $52164831.35       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $14273000.00       | $14485582.37       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $66763900.00       | $70363549.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $226734400.00      | $232186587.23      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $8505700.00        | $8754053.50        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $5325500.00        | $5479792.93        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $1219000.00        | $1232596.81        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $62618600.00       | $63077569.78       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $101250400.00      | $103871935.64      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $261041600.00      | $271889337.75      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $14482000.00       | $14888684.63       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $50002900.00       | $50976060.79       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 3.8784%  | 0.0000% | $77600.00          | $77770.56          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $149521300.00      | $152876893.36      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $17155900.00       | $17565535.73       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $334984400.00      | $344470868.73      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $176629600.00      | $179816858.10      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $70374400.00       | $71348668.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $400.00            | $400.40            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.0218%  | 0.0000% | $639578400.00      | $641777055.41      | U.S. Treasuries (including strips) |

### Security 65: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBEV2R9
- **C.18 - Value (incl. sponsor support):** $1994000000.00
- **C.18.a - Value (excl. sponsor support):** $1994000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $28164500.00       | $28088568.51       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $340000.00         | $333569.58         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $98995700.00       | $98377570.85       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $175600.00         | $377762.25         | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $207.80            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $199662100.00      | $164014697.83      | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $274700.00         | $217774.87         | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $267.35            | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $218894000.00      | $262255669.27      | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $41384200.00       | $29808962.79       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $6200.00           | $4223.21           | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $370.39            | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $6900.00           | $6849.84           | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.50             | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $4617200.00        | $2969519.49        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $4846600.00        | $3139356.09        | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $60500.00          | $43407.11          | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $1537700.00        | $1154825.02        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $118537800.00      | $84421344.75       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $459352000.00      | $347926293.83      | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $75019500.00       | $56031973.22       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $26242300.00       | $23177118.80       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $464.42            | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $1200.00           | $1100.44           | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $900.00            | $848.68            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $63000.00          | $62190.89          | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $1099900.00        | $1044149.04        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $87492400.00       | $87703073.96       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $957900.00         | $972621.23         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $240836800.00      | $252938748.08      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $394.12            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $8095300.00        | $9956777.71        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $14819000.00       | $13032487.27       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $164000.00         | $155880.33         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $514300.00         | $488836.92         | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $168900.00         | $159649.94         | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $700.00            | $821.05            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $100000000.00      | $112988077.36      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $50196300.00       | $53358035.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $3720000.00        | $3525828.90        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $4352000.00        | $4429726.32        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $473700.00         | $485716.39         | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $8258200.00        | $8757087.29        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $5609600.00        | $5833063.44        | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1030.19           | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $13542000.00       | $14637235.68       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1070.82           | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $114205200.00      | $119596468.74      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $11557900.00       | $11641063.55       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $216000.00         | $225312.75         | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $205616415.30      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $200.00            | $208.01            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1023.87           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $22938800.00       | $23913620.78       | U.S. Treasuries (including strips) |

### Security 66: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BNTBEV2T5
- **C.18 - Value (incl. sponsor support):** $17900000.00
- **C.18.a - Value (excl. sponsor support):** $17900000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $16724000.00       | $16273622.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $1904000.00        | $1984424.18        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-STATE STREET 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBEV2X6
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 4.5400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-08-15      | 4.0800%  | 0.0000% | $123679900.00      | $118191814.69      | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.0800%  | 0.0000% | $25396600.00       | $30530623.01       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 4.0800%  | 0.0000% | $72387400.00       | $72195933.16       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 4.0800%  | 0.0000% | $64155200.00       | $47598725.28       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 4.0800%  | 0.0000% | $57403900.00       | $48141525.29       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.0800%  | 0.0000% | $95921400.00       | $95107491.57       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.0800%  | 0.0000% | $459994500.00      | $477320137.64      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 4.0800%  | 0.0000% | $1475000000.00     | $1488369695.00     | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.0800%  | 0.0000% | $1712790600.00     | $1757756149.06     | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 4.0800%  | 0.0000% | $425000000.00      | $454787910.00      | U.S. Treasuries (including strips) |

### Security 68: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BNTBEV2Z1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $100.00            | $33.13             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $81900.00          | $20660.26          | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $4808200.00        | $3610996.72        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $344200.00         | $219958.96         | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $200.00            | $199.69            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $212300.00         | $208943.94         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $40826400.00       | $41532497.75       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $400.00            | $412.32            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $5500.00           | $5628.75           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $20941900.00       | $21899385.07       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $47193700.00       | $48041059.24       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $199100.00         | $207561.07         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $138544200.00      | $139074016.75      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $60.89             | $42.70             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $277219.24         | $180227.99         | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $37.83             | $28.82             | U.S. Treasuries (including strips) |

### Security 69: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** TRI-PARTY BANCO BILBAO VIZCAYA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: BNTBEV315
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100000000.00      | $90337086.41       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $6476000.00        | $6137975.25        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $19586800.00       | $20230394.33       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $28500000.00       | $29818037.48       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $204555600.00      | $208621151.45      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $50142100.00       | $51606173.01       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $674400.00         | $720935.13         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $32030900.00       | $33223455.91       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $31000000.00       | $31840352.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $36785100.00       | $37464492.41       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $142.00            | $47.94             | U.S. Treasuries (including strips) |

### Security 70: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BNTBEV323
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $60788900.00       | $59614142.95       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $41237300.00       | $36265914.52       | U.S. Treasuries (including strips) |

### Security 71: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBEV331
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $10026000.00       | $11013172.76       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $141600000.00      | $94107754.29       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $8400.00           | $8304.39           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $2603000.00        | $3379163.39        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $346000000.00      | $425560771.20      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $56000.00          | $68876.89          | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $60338200.00       | $64174073.52       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $21025300.00       | $22151342.87       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $27000.00          | $28265.38          | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $104972200.00      | $107854226.10      | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $530984000.00      | $546654119.22      | U.S. Treasuries (including strips) |

### Security 72: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBEV349
- **C.18 - Value (incl. sponsor support):** $6100000000.00
- **C.18.a - Value (excl. sponsor support):** $6100000000.00
- **C.19 - Percentage of Net Assets:** 6.1600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $2459000.00        | $2452370.54        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $835040000.00      | $832788732.16      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $23500.00          | $23238.99          | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $15367100.00       | $15350472.80       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $66805300.00       | $66537343.94       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $76261500.00       | $75785323.19       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-26      | 0.0000%  | 0.0000% | $2426793600.00     | $2404984005.92     | U.S. Treasuries (including strips) |
| USTR          | 2026-03-05      | 0.0000%  | 0.0000% | $10458300.00       | $10357095.03       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-16      | 0.0000%  | 0.0000% | $8912900.00        | $8898425.45        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-12      | 0.0000%  | 0.0000% | $989600.00         | $979327.95         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.0000%  | 0.0000% | $191563200.00      | $188643968.40      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $214882400.00      | $211015161.45      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-24      | 0.0000%  | 0.0000% | $18603900.00       | $18386550.64       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $23795400.00       | $24315890.23       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 6.5000%  | 0.0000% | $7701300.00        | $7941243.66        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 2.1250%  | 0.0000% | $4578800.00        | $4589193.33        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $16660300.00       | $16607946.91       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $21560100.00       | $21432574.82       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $369900.00         | $363616.84         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $3653800.00        | $3637134.38        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $206274800.00      | $203802825.59      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $242100.00         | $247268.22         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $2091686400.00     | $2102860349.65     | U.S. Treasuries (including strips) |

### Security 73: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTBEV380
- **C.18 - Value (incl. sponsor support):** $3480000000.00
- **C.18.a - Value (excl. sponsor support):** $3480000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $1239646400.00     | $1400652633.48     | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $2076402700.00     | $2148947428.38     | U.S. Treasuries (including strips) |

### Security 74: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBEWRH2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $68119500.00       | $67935849.83       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-19      | 0.0000%  | 0.0000% | $800.00            | $793.41            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-12      | 0.0000%  | 0.0000% | $4404700.00        | $4358979.21        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-26      | 0.0000%  | 0.0000% | $254900.00         | $251885.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-06      | 0.0000%  | 0.0000% | $638500.00         | $636069.23         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-23      | 0.0000%  | 0.0000% | $3219500.00        | $3172662.71        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $67327000.00       | $59206527.34       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $1038400.00        | $984199.12         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $71891300.00       | $71224250.33       | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $1000.00           | $972.15            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $24780100.00       | $25913071.50       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $21162400.00       | $21314671.63       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-12-05

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President