# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-002015
**Filing Date:** 2026-6
**Character Count:** 219677
**Document Hash:** bf3d22a983f40edb270924d1779a083f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002015.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0002066578-26-002015

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 261070123

**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           |
| C000275692 | Admin Shares                  |  |

# 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):** 2026-05-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Treasury Portfolio

**LEI of Series:** 54930050VO21IXKJ3O67

**EDGAR Series Identifier:** S000023949

**Total number of share classes in the series:** 5

**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:** 41 days

- **WAL:** 93 days

- **Total Value of Portfolio Securities:** $107532690708.94

- **Amortized Cost of Portfolio Securities:** $107533861253.91

- **Cash:** $7265071986.88

- **Total Other Assets:** $188057706.48

- **Total Liabilities:** $326923355.13

- **Net Assets of Series:** $114660067592.14

- **Number of Shares Outstanding (Series):** 114659897022.8400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $99880633004.67           | $105380633004.67           | 94.6700%                  | 99.8800%                   |
| 2026-05-04 | $97608771728.85           | $103108771728.85           | 94.5400%                  | 99.8700%                   |
| 2026-05-05 | $97478334720.96           | $102978334720.96           | 94.5300%                  | 99.8600%                   |
| 2026-05-06 | $97428168757.11           | $102928168757.11           | 94.5300%                  | 99.8600%                   |
| 2026-05-07 | $96183540542.31           | $101683540542.31           | 94.4500%                  | 99.8600%                   |
| 2026-05-08 | $95552156308.84           | $101052156308.84           | 94.4200%                  | 99.8500%                   |
| 2026-05-11 | $96337655524.50           | $101837655524.50           | 94.4500%                  | 99.8400%                   |
| 2026-05-12 | $95675742044.89           | $101175742044.89           | 94.4100%                  | 99.8400%                   |
| 2026-05-13 | $95111532571.53           | $100611532571.53           | 94.3800%                  | 99.8300%                   |
| 2026-05-14 | $97397467205.67           | $102897467205.67           | 94.4900%                  | 99.8200%                   |
| 2026-05-15 | $97077140423.87           | $102577140423.87           | 94.4700%                  | 99.8200%                   |
| 2026-05-18 | $99108585988.43           | $104608585988.43           | 94.5600%                  | 99.8100%                   |
| 2026-05-19 | $97681160239.49           | $103181160239.49           | 94.4900%                  | 99.8100%                   |
| 2026-05-20 | $100098575497.93          | $105598575497.93           | 94.6100%                  | 99.8100%                   |
| 2026-05-21 | $98973971614.30           | $104473971614.30           | 94.5400%                  | 99.7900%                   |
| 2026-05-22 | $97477662703.73           | $102977662703.73           | 94.4600%                  | 99.7900%                   |
| 2026-05-26 | $102700243162.45          | $108200243162.45           | 94.7100%                  | 99.7800%                   |
| 2026-05-27 | $102016782323.43          | $107516782323.43           | 94.6700%                  | 99.7800%                   |
| 2026-05-28 | $104445538715.61          | $109945538715.61           | 94.7900%                  | 99.7800%                   |
| 2026-05-29 | $109215880922.41          | $114715880922.41           | 95.0000%                  | 99.7800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.6900%             |
| 2026-05-06 | 3.6900%             |
| 2026-05-07 | 3.6800%             |
| 2026-05-08 | 3.6800%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6700%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6600%             |
| 2026-05-21 | 3.6600%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6800%             |

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

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $32599478023.69

- **Number of Shares Outstanding:** 32599392551.1200

- **Expense Reimbursement/Waiver:** 50729.47

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2517510977.51            | $3030362611.02          |
| 2026-05-04 | $505054358.70             | $1735809235.08          |
| 2026-05-05 | $1222532924.03            | $1049045194.71          |
| 2026-05-06 | $1166026661.63            | $406240685.94           |
| 2026-05-07 | $377859300.93             | $1309121923.77          |
| 2026-05-08 | $1242684729.09            | $1638618499.78          |
| 2026-05-11 | $1914397097.35            | $961884510.13           |
| 2026-05-12 | $660551957.89             | $1480405554.65          |
| 2026-05-13 | $1140545768.23            | $387723352.40           |
| 2026-05-14 | $2547187947.28            | $764932976.42           |
| 2026-05-15 | $1557258569.20            | $3171639607.91          |
| 2026-05-18 | $1114649143.63            | $228836752.54           |
| 2026-05-19 | $143554406.86             | $1700122680.67          |
| 2026-05-20 | $2933715001.11            | $531834854.57           |
| 2026-05-21 | $539206027.04             | $2035928265.11          |
| 2026-05-22 | $766722869.79             | $378352288.14           |
| 2026-05-26 | $879516275.31             | $596205766.13           |
| 2026-05-27 | $1541130246.28            | $1152622906.87          |
| 2026-05-28 | $2317338428.18            | $1201564838.12          |
| 2026-05-29 | $10154106698.88           | $4083806404.72          |

**Total Gross Subscriptions (Month):** $35241549388.92

**Total Gross Redemptions (Month):** $27845058908.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.6900%          | 0.0000%              |
| Broker-dealer                                       |  | 15.9500%         | 0.0000%              |
| Broker-dealer                                       |  | 19.9900%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.1700%         | 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   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $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   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $79962560111.17

- **Number of Shares Outstanding:** 79962488100.9900

- **Expense Reimbursement/Waiver:** 162372.96

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $8419244863.30            | $7556043876.12          |
| 2026-05-04 | $2549300641.36            | $3502625573.66          |
| 2026-05-05 | $3656750427.40            | $3082499399.88          |
| 2026-05-06 | $2476597561.32            | $3370650703.56          |
| 2026-05-07 | $2813801001.50            | $2995464811.29          |
| 2026-05-08 | $3109261440.59            | $3309892227.25          |
| 2026-05-11 | $2059015072.47            | $2274632705.45          |
| 2026-05-12 | $2154730666.27            | $1965286351.94          |
| 2026-05-13 | $2695443494.18            | $3797123079.83          |
| 2026-05-14 | $2956168486.85            | $2471872318.34          |
| 2026-05-15 | $4171511546.20            | $2891751736.44          |
| 2026-05-18 | $3332680741.67            | $2528133866.60          |
| 2026-05-19 | $2614275581.81            | $2434411034.47          |
| 2026-05-20 | $2245259328.52            | $2919628387.03          |
| 2026-05-21 | $3472790367.20            | $3064675607.12          |
| 2026-05-22 | $1777523588.90            | $2699140533.12          |
| 2026-05-26 | $7998881754.27            | $3194580069.17          |
| 2026-05-27 | $3504537542.05            | $4805085843.00          |
| 2026-05-28 | $6988807082.05            | $5342024975.02          |
| 2026-05-29 | $5003274922.71            | $6979625956.93          |

**Total Gross Subscriptions (Month):** $73999856110.62

**Total Gross Redemptions (Month):** $71185149056.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5000%           |
| 2026-05-04 | 3.5000%           |
| 2026-05-05 | 3.4900%           |
| 2026-05-06 | 3.4900%           |
| 2026-05-07 | 3.4800%           |
| 2026-05-08 | 3.4800%           |
| 2026-05-11 | 3.4800%           |
| 2026-05-12 | 3.4800%           |
| 2026-05-13 | 3.4800%           |
| 2026-05-14 | 3.4800%           |
| 2026-05-15 | 3.4700%           |
| 2026-05-18 | 3.4700%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4600%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4800%           |

**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:** $2098029457.28

- **Number of Shares Outstanding:** 2098016370.7300

- **Expense Reimbursement/Waiver:** 3948.75

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $420103004.94             | $56765521.02            |
| 2026-05-04 | $0.00                     | $108386731.97           |
| 2026-05-05 | $20000000.00              | $905079533.55           |
| 2026-05-06 | $95440079.96              | $2000000.00             |
| 2026-05-07 | $0.00                     | $138365896.67           |
| 2026-05-08 | $1300000.00               | $42864439.01            |
| 2026-05-11 | $71856597.00              | $42154273.17            |
| 2026-05-12 | $4500000.00               | $42486823.37            |
| 2026-05-13 | $8097051.42               | $230146736.73           |
| 2026-05-14 | $20568298.25              | $7703718.00             |
| 2026-05-15 | $21863960.47              | $4800000.00             |
| 2026-05-18 | $321256427.52             | $0.00                   |
| 2026-05-19 | $0.00                     | $56749636.23            |
| 2026-05-20 | $683398187.48             | $0.00                   |
| 2026-05-21 | $4670345.16               | $47193402.49            |
| 2026-05-22 | $0.00                     | $960786445.66           |
| 2026-05-26 | $318332989.04             | $210111044.45           |
| 2026-05-27 | $281588918.80             | $60051762.00            |
| 2026-05-28 | $12425357.07              | $353258922.02           |
| 2026-05-29 | $678994038.94             | $10000000.00            |

**Total Gross Subscriptions (Month):** $2964395256.05

**Total Gross Redemptions (Month):** $3278904886.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 82.5400%         | 0.0000%              |
| Broker-dealer |  | 6.1600%          | 0.0000%              |

### Class: Admin Shares

- **Minimum Initial Investment:** $5000000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $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   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1917031414.67
- **C.18.a - Value (excl. sponsor support):** $1917031414.67
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $969231609.28
- **C.18.a - Value (excl. sponsor support):** $969231609.28
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296318616.00
- **C.18.a - Value (excl. sponsor support):** $296318616.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $910920343.75
- **C.18.a - Value (excl. sponsor support):** $910920343.75
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 5: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $829747538.90
- **C.18.a - Value (excl. sponsor support):** $829747538.90
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** US TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2443868676.62
- **C.18.a - Value (excl. sponsor support):** $2443868676.62
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $998069501.25
- **C.18.a - Value (excl. sponsor support):** $998069501.25
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 8: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1663019104.55
- **C.18.a - Value (excl. sponsor support):** $1663019104.55
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198808638.00
- **C.18.a - Value (excl. sponsor support):** $198808638.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 10: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $777023020.47
- **C.18.a - Value (excl. sponsor support):** $777023020.47
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $436485702.40
- **C.18.a - Value (excl. sponsor support):** $436485702.40
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1600968363.20
- **C.18.a - Value (excl. sponsor support):** $1600968363.20
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399677556.00
- **C.18.a - Value (excl. sponsor support):** $399677556.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 14: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24662581.97
- **C.18.a - Value (excl. sponsor support):** $24662581.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1484879460.00
- **C.18.a - Value (excl. sponsor support):** $1484879460.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $717130850.00
- **C.18.a - Value (excl. sponsor support):** $717130850.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 17: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $682023123.90
- **C.18.a - Value (excl. sponsor support):** $682023123.90
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $636321370.88
- **C.18.a - Value (excl. sponsor support):** $636321370.88
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1926861644.03
- **C.18.a - Value (excl. sponsor support):** $1926861644.03
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $467432452.00
- **C.18.a - Value (excl. sponsor support):** $467432452.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $896736600.00
- **C.18.a - Value (excl. sponsor support):** $896736600.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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 22: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $718394960.55
- **C.18.a - Value (excl. sponsor support):** $718394960.55
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $283104874.76
- **C.18.a - Value (excl. sponsor support):** $283104874.76
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $472060060.80
- **C.18.a - Value (excl. sponsor support):** $472060060.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245687395.00
- **C.18.a - Value (excl. sponsor support):** $245687395.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797VB0, C.4 - ISIN: US912797VB05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396034868.00
- **C.18.a - Value (excl. sponsor support):** $396034868.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 27: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197866750.00
- **C.18.a - Value (excl. sponsor support):** $197866750.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148294405.50
- **C.18.a - Value (excl. sponsor support):** $148294405.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $154769530.50
- **C.18.a - Value (excl. sponsor support):** $154769530.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $274172852.25
- **C.18.a - Value (excl. sponsor support):** $274172852.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 31: 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):** $608517512.55
- **C.18.a - Value (excl. sponsor support):** $608517512.55
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 32: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $294908788.30
- **C.18.a - Value (excl. sponsor support):** $294908788.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $745186728.65
- **C.18.a - Value (excl. sponsor support):** $745186728.65
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $1456276168.20
- **C.18.a - Value (excl. sponsor support):** $1456276168.20
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 1.250000%
- **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):** $409858863.80
- **C.18.a - Value (excl. sponsor support):** $409858863.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1650673238.00
- **C.18.a - Value (excl. sponsor support):** $1650673238.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $735699136.90
- **C.18.a - Value (excl. sponsor support):** $735699136.90
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $200183594.00
- **C.18.a - Value (excl. sponsor support):** $200183594.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3432836621.39
- **C.18.a - Value (excl. sponsor support):** $3432836621.39
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FLOATING RATE NOTE 3.809970%
- **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):** $1505272811.35
- **C.18.a - Value (excl. sponsor support):** $1505272811.35
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $1066123244.85
- **C.18.a - Value (excl. sponsor support):** $1066123244.85
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 42: 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):** $399637500.00
- **C.18.a - Value (excl. sponsor support):** $399637500.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FLOATING RATE NOTE 3.832970%
- **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):** $2737885049.28
- **C.18.a - Value (excl. sponsor support):** $2737885049.28
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2077373608.10
- **C.18.a - Value (excl. sponsor support):** $2077373608.10
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.725971%
- **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):** $2369738488.37
- **C.18.a - Value (excl. sponsor support):** $2369738488.37
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.787970%
- **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):** $1272206674.69
- **C.18.a - Value (excl. sponsor support):** $1272206674.69
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $809753201.10
- **C.18.a - Value (excl. sponsor support):** $809753201.10
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.786970%
- **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):** $2235168979.89
- **C.18.a - Value (excl. sponsor support):** $2235168979.89
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.817969%
- **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):** $2677594432.59
- **C.18.a - Value (excl. sponsor support):** $2677594432.59
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FLOATING RATE NOTE 3.726968%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2630419064.20
- **C.18.a - Value (excl. sponsor support):** $2630419064.20
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.730968%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $750173137.50
- **C.18.a - Value (excl. sponsor support):** $750173137.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBZTSJ1
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $1764000.00        | $3792183.51        | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $387100.00         | $385361.87         | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $37856400.00       | $38016817.65       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $6159800.00        | $9051213.36        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $300.00            | $244.24            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $22036900.00       | $17476766.92       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $7090400.00        | $5444183.44        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $18233100.00       | $19396820.53       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $5071700.00        | $4123378.16        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $157.47            | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $1362200.00        | $1037657.62        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $34764000.00       | $24462392.91       | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $72.67             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $8455600.00        | $6326656.74        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $1521100.00        | $1484833.67        | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $142.08            | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $599300.00         | $443489.14         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $9414600.00        | $8798488.26        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $124.65            | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.33             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.27             | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $188.65            | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $2250000.00        | $1446113.47        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.32            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $1100.00           | $682.99            | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $823400.00         | $598044.46         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $19830100.00       | $11303407.01       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $1944000.00        | $1305034.96        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $6956600.00        | $4195942.39        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $120.63            | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $299400.00         | $205817.07         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $4724600.00        | $3798607.81        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $20350100.00       | $17416767.73       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $1200.00           | $953.37            | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $21229200.00       | $18669062.05       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $9870300.00        | $8865903.61        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $1033800.00        | $928601.07         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $10304000.00       | $9834596.57        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $117000.00         | $111670.01         | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $18700.00          | $17671.54          | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $27640000.00       | $25587397.12       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $54700.00          | $52326.27          | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $181459900.00      | $173585362.43      | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $7122300.00        | $6971215.07        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $48293100.00       | $47715668.74       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $851500.00         | $821404.64         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $390.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $3153500.00        | $3111551.94        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $900.00            | $1188.65           | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $7997500.00        | $10332229.80       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1724200.00        | $2149976.02        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $300.00            | $299.22            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $3104500.00        | $2876706.57        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $989400.00         | $986917.32         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $44990700.00       | $39337698.26       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $23000.00          | $22295.18          | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $903300.00         | $868137.58         | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.65            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $199998600.00      | $173642047.48      | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $260.79            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $173.86            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $2898900.00        | $2767508.39        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $8951600.00        | $8538161.65        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $116600.00         | $133607.06         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $6370200.00        | $5996318.11        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $500.00            | $470.65            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.83             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $18035400.00       | $16971191.62       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $600.00            | $564.50            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $189.62            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $52800.00          | $51227.06          | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $9465100.00        | $9372030.35        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $800.00            | $856.10            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $1800.00           | $1926.24           | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $9996600.00        | $9951826.12        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $3436900.00        | $3429358.28        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $13650500.00       | $13363329.83       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $4957000.00        | $5572206.05        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $7435700.00        | $7501711.06        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $1374700.00        | $1394284.79        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $6202500.00        | $6263778.27        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $5700.00           | $5737.50           | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $11200.00          | $11191.99          | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1000000.00        | $1097576.93        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $7580800.00        | $8320511.17        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $6576600.00        | $6533603.19        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $600.00            | $609.77            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.33            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $549300.00         | $557904.31         | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $229200.00         | $231212.30         | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $376700.00         | $371171.01         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $25010900.00       | $25695563.41       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $127617000.00      | $130538371.60      | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $21933600.00       | $24296430.65       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $24423200.00       | $27054226.62       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $900.00            | $912.54            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $1747900.00        | $1772256.91        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $434958000.00      | $448744261.48      | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $20201600.00       | $20370830.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1008.38           | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $2000.00           | $1980.66           | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $188000000.00      | $189128298.95      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $626800.00         | $681838.61         | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $15187000.00       | $15524016.15       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $134600.00         | $137259.51         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $25513900.00       | $26051063.31       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $59300.00          | $59964.55          | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $29076300.00       | $30787947.49       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $1757000.00        | $1718629.85        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $7886200.00        | $7805746.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $318500.00         | $318481.65         | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $2675200.00        | $2642661.74        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $74000000.00       | $73491608.74       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.97            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $16726800.00       | $17117421.80       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $214800.00         | $229058.44         | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $509952000.00      | $543802665.78      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $926900.00         | $955243.24         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $670900.00         | $691415.14         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $989800.00         | $1001855.08        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1884300.00        | $1895427.58        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $126627000.00      | $131764412.32      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $70700.00          | $70045.80          | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $10817000.00       | $10825184.95       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $44600.00          | $44603.51          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $207000.00         | $208066.57         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $8300000.00        | $8188187.21        | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $52182600.00       | $52510678.57       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $17479200.00       | $17589093.93       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $32863900.00       | $32548175.07       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $3009800.00        | $3003704.17        | U.S. Treasuries (including strips) |
| USTR          | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.93             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $89570000.00       | $89286169.22       | U.S. Treasuries (including strips) |

### Security 53: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBZU488
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $1948500.00        | $1764213.92        | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $10046000.00       | $9685477.67        | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $38848500.00       | $37663675.22       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $25409300.00       | $19509885.24       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $1760000.00        | $1332920.50        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1736200.00        | $1351855.61        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $237338300.00      | $188561262.65      | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $688300.00         | $618318.16         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $186000.00         | $178869.79         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $2117800.00        | $1940288.03        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $1533900.00        | $1461993.87        | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $90563200.00       | $87446971.32       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $22047200.00       | $22536451.49       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $49999900.00       | $50955177.64       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $385603200.00      | $386601754.26      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $176800.00         | $180135.17         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $4189200.00        | $4210784.81        | U.S. Treasuries (including strips) |

### Security 54: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTC01XC7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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          | 2026-08-06      | 0.0000%  | 0.0000% | $76700.00          | $76193.93          | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $4445700.00        | $4419296.99        | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $400000.00         | $416013.28         | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 4.5000%  | 0.0000% | $1200.00           | $1200.05           | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $146.94            | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $4984800.00        | $3827451.99        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $216351600.00      | $230160156.83      | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $257.56            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $900.00            | $776.09            | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $6635500.00        | $5666844.58        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $25186100.00       | $29678556.01       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $69073000.00       | $56157520.99       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $1249600.00        | $951884.43         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $140.73            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $1491000.00        | $1508020.19        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $7900.00           | $5889.34           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $130.80            | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $218524500.00      | $161710732.97      | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $65446600.00       | $48942594.40       | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $3000.00           | $2209.28           | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $40046600.00       | $29491353.91       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.27             | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.85             | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $28244600.00       | $17761051.51       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $1500.00           | $964.07            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $111.17            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $149999200.00      | $101486328.09      | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $6806300.00        | $4226069.32        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $1700.00           | $1234.73           | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $3500.00           | $2349.60           | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $800.00            | $551.71            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $96800.00          | $59978.55          | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $68.74             | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $49070100.00       | $33732344.71       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $63140400.00       | $51868349.31       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $115200200.00      | $82021841.01       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $2000.00           | $1802.30           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $300.00            | $241.20            | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $1000.00           | $794.48            | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $41994500.00       | $37041172.49       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $1100.00           | $1044.33           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $158576000.00      | $155733852.69      | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $392.83            | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $999900.00         | $944908.01         | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $11011200.00       | $9891653.21        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $140827000.00      | $134715746.21      | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $956.61            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $3000000.00        | $2964129.58        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $9038700.00        | $9099532.02        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $5200.00           | $5211.26           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $11354900.00       | $11211653.23       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $32548000.00       | $31611917.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.43             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $669300.00         | $585203.64         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $19995500.00       | $19089211.13       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $28000.00          | $26343.15          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $33243300.00       | $29520912.89       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $44690700.00       | $42879008.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $29300.00          | $29486.29          | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $690300.00         | $696480.66         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $900.00            | $1011.70           | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $23000000.00       | $23204184.47       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $268900.00         | $273601.84         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $400.00            | $443.09            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $128500.00         | $130017.03         | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $174512200.00      | $175807023.64      | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $3951800.00        | $4230966.29        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $931300.00         | $949118.28         | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $3775900.00        | $3881938.50        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $243000.00         | $244101.69         | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $24703800.00       | $24726544.28       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.88            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $8486300.00        | $8517896.99        | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $110643100.00      | $114412168.20      | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $1079600.00        | $1151263.96        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $19742500.00       | $20346196.64       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $201.18            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $144625400.00      | $143513978.95      | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $12200800.00       | $12259242.91       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.7870%  | 0.0000% | $1168500.00        | $1173264.61        | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $17600.00          | $18062.84          | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $55157900.00       | $54595449.50       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $22290100.00       | $21736372.97       | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $549800.00         | $553569.97         | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-15      | 3.5000%  | 0.0000% | $1337900.00        | $1328525.53        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.8750%  | 0.0000% | $76395300.00       | $76713607.49       | U.S. Treasuries (including strips) |

### Security 55: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTC4J139
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2054-02-15      | 2.1250%  | 0.0000% | $367800.00         | $351044.71         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $12508600.00       | $9466587.34        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $40187000.00       | $18941601.68       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $112696100.00      | $69827992.78       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $35070000.00       | $34326062.16       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $73175400.00       | $71710263.84       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $2140000.00        | $2034346.18        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $7187000.00        | $7226267.46        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $1934000.00        | $1961552.90        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $41400.00          | $41129.34          | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $2500000.00        | $2514052.39        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $5855800.00        | $6041403.18        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $4259000.00        | $4324337.41        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $1007100.00        | $1013705.16        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $4988000.00        | $5082094.07        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $3993700.00        | $4048529.84        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.7870%  | 0.0000% | $196019200.00      | $196818477.06      | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $1294108800.00     | $1278105693.28     | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 3.3750%  | 0.0000% | $303000.00         | $302419.18         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $325842100.00      | $325862455.34      | U.S. Treasuries (including strips) |

### Security 56: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTC4J2D6
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-07-09      | 0.0000%  | 0.0000% | $16197600.00       | $16135627.98       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $1512300.00        | $1503318.45        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $24999800.00       | $39812883.78       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $1620500.00        | $1226404.61        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.55             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.09            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $25236300.00       | $17074353.88       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $87135300.00       | $63287324.98       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $26902600.00       | $18553024.85       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $91425400.00       | $66979491.12       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $4204000.00        | $3453486.84        | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $60109600.00       | $42797669.23       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $6546500.00        | $6186458.94        | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $4870000.00        | $4374850.26        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.23             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $30852100.00       | $26975588.30       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $1000000.00        | $948093.42         | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $162000.00         | $155432.78         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $72057700.00       | $67076693.47       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $25010500.00       | $23192876.56       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $300.00            | $295.60            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $953600.00         | $970818.90         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $710400.00         | $721492.91         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $39500.00          | $39777.48          | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.89            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $20159600.00       | $20332184.10       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $27280000.00       | $27001694.78       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $4163300.00        | $4178801.19        | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $198.46            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $289500.00         | $290886.73         | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $31085500.00       | $31229568.07       | U.S. Treasuries (including strips) |

### Security 57: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BNTC4J2H7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-08-15      | 0.0000%  | 0.0000% | $11700000.00       | $11604879.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $872600.00         | $857643.64         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $274000.00         | $266703.38         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $188400.00         | $179724.18         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $124000.00         | $117094.32         | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $662100.00         | $605764.56         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $92600.00          | $83876.06          | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $600000.00         | $539287.20         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 0.0000%  | 0.0000% | $6000000.00        | $10206814.13       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $324000.00         | $284185.58         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $3669700.00        | $3118254.18        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $301000.00         | $247892.46         | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $6162000.00        | $4039375.86        | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $169600.00         | $105459.48         | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $98000.00          | $60307.93          | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $1600000.00        | $945489.60         | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $1357000.00        | $790133.60         | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $454000.00         | $252907.96         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $498000.00         | $271871.65         | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $6875000.00        | $3681328.75        | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $6365900.00        | $3358572.45        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $961600.00         | $499878.14         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $800000.00         | $409837.60         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $2636000.00        | $1328968.40        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $168000.00         | $83536.49          | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $979956.00         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $721300.00         | $348204.69         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $700000.00         | $333106.20         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $3692000.00        | $1727719.40        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $3455000.00        | $1590927.30        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $3056500.00        | $1387739.64        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $5719000.00        | $2557090.72        | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $7495000.00        | $3299351.46        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $2023400.00        | $877129.74         | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $1115400.00        | $476663.96         | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $415070.00         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $300000.00         | $122712.90         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $970000.00         | $391405.67         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $3612000.00        | $1415452.50        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $6021000.00        | $2327411.53        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $6950000.00        | $2652689.90        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $26070000.00       | $9805787.31        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $220000.00         | $81621.76          | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $500000.00         | $180752.50         | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $958000.00         | $341732.01         | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $8000000.00        | $2815944.00        | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $3195000.00        | $1080181.57        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $13000000.00       | $4339218.00        | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $5799000.00        | $1909425.13        | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $5500000.00        | $1788677.00        | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $7360000.00        | $2361007.04        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $31000000.00       | $9832704.00        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $18752000.00       | $5863187.84        | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $385000.00         | $118873.37         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $27160000.00       | $8062690.44        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $3512000.00        | $1033820.42        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $95000.00          | $48537.78          | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $5000000.00        | $1450900.00        | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $1000.00           | $503.22            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $380000.00         | $108653.02         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $812000.00         | $402510.84         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $7000000.00        | $1973825.00        | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $40000.00          | $19542.04          | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $399000.00         | $111155.41         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $500000.00         | $240799.00         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $6100000.00        | $2893132.40        | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $2700000.00        | $734694.30         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $363000.00         | $169601.22         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $2704000.00        | $726616.18         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $1257000.00        | $578525.45         | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $25616000.00       | $6805838.19        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $1674000.00        | $759713.09         | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $20280000.00       | $5322242.64        | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $519120.00         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $2230000.00        | $982747.62         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $7000000.00        | $1796284.00        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $270000.00         | $68484.42          | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $5928800.00        | $1490968.70        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $1695000.00        | $713881.45         | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $5466000.00        | $1361367.43        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $14000000.00       | $5818204.00        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $541000.00         | $133167.15         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $1580000.00        | $646724.02         | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $3570000.00        | $871526.25         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $350000.00         | $141213.45         | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $9076800.00        | $2189460.31        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $935000.00         | $371694.29         | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $5550000.00        | $1323969.15        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $18000000.00       | $7055928.00        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $6000.00           | $1417.42           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $1000000.00        | $386742.00         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $11789300.00       | $2755088.67        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $300000.00         | $114546.90         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $4371100.00        | $1011428.83        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $4000.00           | $1502.68           | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 0.0000%  | 0.0000% | $36385300.00       | $8336745.48        | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $8351500.00        | $1895464.79        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $6477000.00        | $6174906.24        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $610000.00         | $575481.32         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $2646000.00        | $2469908.70        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $4578200.00        | $4230545.23        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $10975000.00       | $10886870.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $9651000.00        | $9484317.58        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $6002000.00        | $5840102.05        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $8974000.00        | $8643101.70        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $44000.00          | $40245.70          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $492800.00         | $436822.36         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $1400000.00        | $1228640.00        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 0.0000%  | 0.0000% | $422000.00         | $411299.77         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $100000.00         | $85900.80          | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $680000.00         | $571588.96         | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $837000.00         | $696133.74         | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $30000.00          | $23854.68          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $385000.00         | $302598.45         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $1013000.00        | $787085.80         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $484000.00         | $363123.42         | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $495000.00         | $367042.01         | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $1581000.00        | $1158863.51        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $935000.00         | $760670.19         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $300000.00         | $241335.60         | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $35000.00          | $25345.32          | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $85000.00          | $60043.75          | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $50000.00          | $34883.30          | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $1244000.00        | $857438.20         | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $683000.00         | $465264.38         | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $184000.00         | $123820.78         | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $305000.00         | $202794.50         | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $100000.00         | $64178.70          | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $1999999.95        | $1606355.96        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $1999999.95        | $1569573.96        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $1999999.95        | $1534719.96        | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $1498780.00        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $2000000.00        | $1462470.00        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $1426410.00        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $2000000.00        | $1391592.00        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $1356338.00        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $2059954.09        | $1326460.06        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $2700000.00        | $2242285.20        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $1624150.00        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $1553100.00        | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $2000000.02        | $1517090.02        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $2400000.00        | $1776616.80        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2000000.02        | $1444738.01        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $1409588.00        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $1849000.00        | $1269861.77        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $1999998.76        | $1984278.77        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $1999999.36        | $1946719.38        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $2000000.03        | $1926880.03        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $1999998.60        | $1908158.66        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $1399999.22        | $1279935.29        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $6432797.24        | $5943312.83        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $1999999.26        | $1790561.34        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $1999999.23        | $1751667.33        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $1999999.49        | $1642933.58        | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $1201848.00        | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $2356489.25        | $1355832.01        | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $535800.00         | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $1166680.00        | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $1364265.81        | $762499.08         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $14102418.86       | $3718991.18        | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $42065745.40       | $10947063.39       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $12338480.36       | $3173136.35        | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $887068.71         | $224441.69         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $4633836.36        | $1162828.80        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $16874860.56       | $8616725.67        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $25986758.71       | $6447964.50        | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $32613085.24       | $8011502.23        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $1005988.00        | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $485720.00         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $5232983.18        | $2512491.28        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $23171066.30       | $5568702.36        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $745374.00         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $11018921.49       | $5132856.05        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $917630.00         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $24930768.37       | $11268657.44       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $891376.00         | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $807130.55         | $353938.85         | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $11361877.43       | $4834694.72        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $14421762.98       | $6042444.68        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $1622564.48        | $669789.75         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $18581448.35       | $7448503.64        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $789740.00         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $7311698.35        | $2845822.67        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $755670.00         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $6132189.60        | $2252813.15        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $27065401.40       | $9812886.06        | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $1759100.00        | $621018.59         | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $12309489.29       | $4288835.33        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $18974633.14       | $6440616.65        | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $35393145.40       | $11875745.22       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $26005140.67       | $8614540.91        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $654700.00         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $2918460.92        | $942312.66         | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $22725220.62       | $7249254.48        | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $25669228.18       | $8082623.89        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $622308.00         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $613422.00         | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $607252.00         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.0000%  | 0.0000% | $31500.00          | $31296.83          | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $41228030.42       | $12333942.49       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 0.0000%  | 0.0000% | $31500.00          | $30708.94          | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $583620.00         | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $35995982.82       | $10329623.21       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $8015348.67        | $2278996.07        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $462764.07         | $129858.54         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $38044657.39       | $10545484.45       | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $2000000.00        | $547394.00         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $35604742.86       | $9645645.28        | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $10000000.00       | $2376070.00        | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $2000000.03        | $474486.01         | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $2000000.00        | $472262.00         | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $467942.00         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $25264230.39       | $5868804.93        | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $30692030.87       | $7065551.04        | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 0.0000%  | 0.0000% | $18489164.39       | $4239916.69        | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $16964467.50       | $3854666.31        | U.S. Treasuries (including strips) |
| USTR          | 2056-05-15      | 0.0000%  | 0.0000% | $3859999.99        | $859398.12         | U.S. Treasuries (including strips) |

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTC4J2M6
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $31150200.00       | $30853582.80       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $49836400.00       | $50746442.12       | U.S. Treasuries (including strips) |

### Security 59: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BNTC4J2R5
- **C.18 - Value (incl. sponsor support):** $29600000.00
- **C.18.a - Value (excl. sponsor support):** $29600000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-07-14      | 0.0000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $200.00            | $333.15            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $2300.00           | $2869.30           | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $28380000.00       | $30188621.29       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $207.88            | $77.47             | U.S. Treasuries (including strips) |

### Security 60: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4J2S3
- **C.18 - Value (incl. sponsor support):** $5340000000.00
- **C.18.a - Value (excl. sponsor support):** $5340000000.00
- **C.19 - Percentage of Net Assets:** 4.6600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-08-06      | 0.0000%  | 0.0000% | $251055200.00      | $249398737.79      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $368999600.00      | $362342109.22      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-20      | 0.0000%  | 0.0000% | $36650800.00       | $36358216.66       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-17      | 0.0000%  | 0.0000% | $126604000.00      | $125233385.10      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-19      | 0.0000%  | 0.0000% | $28000000.00       | $27517056.00       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $9955900.00        | $10638312.32       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $242170000.00      | $239114925.10      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $62844900.00       | $61037475.82       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $4200.00           | $4226.05           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $104588000.00      | $104097370.76      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $428673000.00      | $411422695.26      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $85402400.00       | $81543450.55       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $105837000.00      | $100875575.42      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $228382800.00      | $217303154.19      | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $352295600.00      | $308725429.99      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $110754600.00      | $105639291.08      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $311678400.00      | $270624940.82      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $1476400.00        | $1467175.92        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $28549700.00       | $27056367.47       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $80002000.00       | $76758843.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $281155600.00      | $279235322.61      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $266210000.00      | $247808167.20      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $85277600.00       | $85314505.53       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $243932800.00      | $226205126.61      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $33287600.00       | $33309542.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $309466800.00      | $313875645.27      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $1438692200.00     | $1443892841.79     | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 4.3750%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |

### Security 61: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTC4J2T1
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-06-11      | 0.0000%  | 0.0000% | $70671200.00       | $70600246.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-06      | 0.0000%  | 0.0000% | $16706700.00       | $16596469.19       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-06      | 0.0000%  | 0.0000% | $34524100.00       | $34296309.99       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $6627000.00        | $6564878.50        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $89844200.00       | $88487732.27       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-02      | 0.0000%  | 0.0000% | $4411300.00        | $4397580.86        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-21      | 0.0000%  | 0.0000% | $2319600.00        | $2307978.80        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-08      | 0.0000%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $882800.00         | $911945.79         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $6904100.00        | $14710116.09       | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $7168000.00        | $6859793.21        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $2898000.00        | $2359357.02        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $147000000.00      | $156382217.90      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $169718900.00      | $119426142.44      | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $16400.00          | $12225.98          | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $454500.00         | $310579.89         | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $552500.00         | $401499.40         | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $577400.00         | $432022.76         | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $748.22            | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $5652100.00        | $4015407.76        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1008800.00        | $785480.91         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $109940500.00      | $80558012.13       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $4485900.00        | $2114368.60        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $250000000.00      | $138955486.19      | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $78234000.00       | $52931491.58       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $15997900.00       | $9119004.69        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $800.00            | $537.05            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $25832000.00       | $15580827.41       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $175960600.00      | $128911128.04      | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $142.40            | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $68400.00          | $58540.59          | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $33516300.00       | $26628133.13       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $311700.00         | $274110.51         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $7279600.00        | $6947974.50        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $7203700.00        | $6946142.59        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $900.00            | $860.94            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $5749900.00        | $5627927.71        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $566300.00         | $570111.30         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $15300.00          | $14656.73          | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $27700.00          | $26535.40          | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $4173600.00        | $4043598.75        | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $4700.00           | $4553.60           | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $268.30            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $561000.00         | $740926.05         | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $149300.00         | $146948.41         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $7900.00           | $10206.27          | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $872.86            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $832100.00         | $1037579.78        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $7700.00           | $7723.64           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $2652800.00        | $2458150.17        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $1224100.00        | $1221028.39        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $300.00            | $366.26            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $487600.00         | $472657.75         | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $400.00            | $487.62            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $916600.00         | $880919.86         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $381800.00         | $366435.92         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $31307300.00       | $29839677.07       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $810700.00         | $774010.69         | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $958200.00         | $911714.37         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $770400.00         | $735481.90         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $155165500.00      | $147970525.21      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $43000.00          | $43159.48          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $2149000.00        | $2022870.18        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $2800.00           | $2635.66           | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $137500.00         | $129386.58         | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $67413800.00       | $58274922.21       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $12741100.00       | $11987164.90       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $19020600.00       | $18033305.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $16994400.00       | $19655021.42       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $2453200.00        | $2468797.62        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $35786200.00       | $33185458.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $2062900.00        | $2058373.30        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $66442600.00       | $65044824.63       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $973900.00         | $974541.97         | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $7350500.00        | $7455219.53        | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $1579900.00        | $1686746.77        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $15168300.00       | $15268101.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $116200.00         | $116116.86         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $5695200.00        | $6250920.12        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $2177200.00        | $2200349.78        | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $502400.00         | $534225.84         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $6758700.00        | $6864569.18        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $89895000.00       | $88575570.85       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $13701800.00       | $13839781.45       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $75180000.00       | $76065917.44       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $535900.00         | $548167.67         | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $5591000.00        | $5668910.34        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $330700.00         | $334604.14         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $4900.00           | $4952.55           | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $1445000.00        | $1472646.75        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $258600.00         | $259707.17         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $38975700.00       | $39745805.36       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $5001100.00        | $5106391.91        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $4489400.00        | $4539711.24        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $9022500.00        | $9132909.53        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.96            | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $100200.00         | $98209.89          | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $9950800.00        | $10536606.44       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $6150800.00        | $6108543.07        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $7272100.00        | $7299176.16        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $85733000.00       | $87329680.09       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $1331900.00        | $1358202.42        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $3739900.00        | $3798160.66        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $38818800.00       | $40005821.86       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $19900.00          | $20030.52          | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $11951700.00       | $12436595.09       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $9251800.00        | $9221404.42        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1886400.00        | $1915922.82        | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $129800.00         | $130468.79         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $867400.00         | $861147.26         | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $10934400.00       | $10748369.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $524100.00         | $522263.11         | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $48746200.00       | $49052673.48       | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $358021000.00      | $346915095.19      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $2102700.00        | $2082499.27        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $20500.00          | $20562.51          | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $322700.00         | $324195.58         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.7270%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-28      | 3.7500%  | 0.0000% | $5900.00           | $5777.91           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $59001300.00       | $58906199.52       | U.S. Treasuries (including strips) |

### Security 62: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** TRI-PARTY BANCO BILBAO VIZCAYA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: BNTC4J2W4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-07-09      | 0.0000%  | 0.0000% | $76729400.00       | $76435833.32       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $13000000.00       | $20702865.19       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $12693700.00       | $11162901.70       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $18000000.00       | $23773028.43       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $1312500.00        | $1503938.83        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.83             | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $7999900.00        | $7936288.95        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $7520800.00        | $7122438.02        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $79010500.00       | $80392034.82       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $19400000.00       | $20628943.61       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $2222300.00        | $2257110.40        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $38030100.00       | $38413075.10       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $26847000.00       | $27163363.74       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $28820800.00       | $29816810.74       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $30000000.00       | $29894854.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $30546000.00       | $30796372.13       | 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 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4J2X2
- **C.18 - Value (incl. sponsor support):** $8300000000.00
- **C.18.a - Value (excl. sponsor support):** $8300000000.00
- **C.19 - Percentage of Net Assets:** 7.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2027-04-15      | 0.1250%  | 0.0000% | $1250871300.00     | $1448008271.17     | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $2791727400.00     | $2989077833.72     | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $2094947000.00     | $2356856161.54     | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $1635905700.00     | $1672057733.71     | U.S. Treasuries (including strips) |

### Security 64: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTC4J2Z7
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2044-05-15      | 3.3750%  | 0.0000% | $337013000.00      | $273546026.82      | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $2874992000.00     | $2531453987.19     | U.S. Treasuries (including strips) |

### Security 65: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BNTC4J303
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2026-08-15      | 0.0000%  | 0.0000% | $400.00            | $397.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $900.00            | $893.66            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $100.00            | $46.90             | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $100.00            | $36.24             | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $100.00            | $30.10             | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $100.00            | $26.91             | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $100.00            | $26.61             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $100.00            | $25.69             | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.82             | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $1010000.00        | $775502.83         | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $75.17             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $1033400.00        | $1074081.64        | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $477800.00         | $326501.81         | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $2000.00           | $1307.99           | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $453200.00         | $317856.90         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $1193500.00        | $883204.22         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $2999600.00        | $2803299.71        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $341100.00         | $219230.80         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $13348200.00       | $9031113.53        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $336800.00         | $209120.98         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $56846400.00       | $32403164.70       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.97             | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $22292800.00       | $13446123.77       | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $68.74             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $516400.00         | $424210.42         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $9100.00           | $7316.46           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $1074200.00        | $960270.94         | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $40976100.00       | $36142894.62       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.43             | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $11166600.00       | $10337345.46       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $141800.00         | $142107.12         | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $1100.00           | $1053.76           | U.S. Treasuries (including strips) |
| USTR          | 2056-05-15      | 5.0000%  | 0.0000% | $2934900.00        | $2950569.94        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $16132700.00       | $21642493.36       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $458000.00         | $451907.66         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $296.22            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $190.93            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $244800.00         | $246318.62         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $14051900.00       | $19142859.89       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $122.09            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $500.00            | $609.52            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $72600.00          | $83189.30          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.13             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $525300.00         | $635962.08         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $700.00            | $764.82            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $878200.00         | $779864.39         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $17500.00          | $18727.30          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $400.00            | $449.64            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $700.00            | $675.91            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $200.00            | $201.32            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $88000.00          | $88886.19          | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $103.38            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $3951600.00        | $3984702.88        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $900.00            | $979.03            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.81             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $1200.00           | $1210.27           | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $400.00            | $401.81            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $4135200.00        | $4216862.11        | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $429300.00         | $457796.98         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $1900.00           | $1893.76           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $11697000.00       | $11872411.11       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $370800.00         | $373491.12         | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $10442300.00       | $10464178.99       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $16909500.00       | $16996626.02       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $300.00            | $297.83            | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $1000.00           | $986.52            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $12645300.00       | $12724802.59       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $38781000.00       | $38349504.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.7270%  | 0.0000% | $300.00            | $300.97            | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $999.93            | $480.78            | U.S. Treasuries (including strips) |

### Security 66: FIXED INCOME CLEARING CORP-STATE STREET

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-STATE STREET 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4J311
- **C.18 - Value (incl. sponsor support):** $8500000000.00
- **C.18.a - Value (excl. sponsor support):** $8500000000.00
- **C.19 - Percentage of Net Assets:** 7.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2039-08-15      | 4.5000%  | 0.0000% | $175000000.00      | $174061968.50      | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $100000000.00      | $150324856.00      | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $161469000.00      | $144547232.87      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $100000000.00      | $101093105.00      | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $428400000.00      | $297429659.10      | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100000000.00      | $68857337.00       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41995770.00       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $21000000.00       | $16869762.84       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $249700000.00      | $219996809.15      | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $62351600.00       | $59123624.00       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $20000000.00       | $21362681.00       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $59000000.00       | $56897985.17       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $94383900.00       | $100406212.92      | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $54000000.00       | $54680962.14       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $227000000.00      | $243059437.34      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $200000000.00      | $197784058.00      | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $450000000.00      | $451311484.50      | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $79000000.00       | $78350075.69       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $780000000.00      | $802848033.00      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $1009565000.00     | $998893251.83      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $2147489200.00     | $2146464976.50     | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $50000000.00       | $51325021.50       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $334550000.00      | $334178458.81      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $125000000.00      | $123567426.25      | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $250000000.00      | $246219850.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $31000000.00       | $30194305.66       | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $879400000.00      | $851058476.95      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $106000000.00      | $104843630.10      | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $500000000.00      | $502253675.00      | U.S. Treasuries (including strips) |

### Security 67: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTC4J329
- **C.18 - Value (incl. sponsor support):** $7100000000.00
- **C.18.a - Value (excl. sponsor support):** $7100000000.00
- **C.19 - Percentage of Net Assets:** 6.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2027-07-15      | 0.3750%  | 0.0000% | $1841913600.00     | $2470981475.90     | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $2111459200.00     | $2016051877.62     | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $531028800.00      | $519857368.20      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $618888000.00      | $625468527.29      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $648721600.00      | $654417164.19      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $966985000.00      | $955223635.42      | U.S. Treasuries (including strips) |

### Security 68: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTC4J337
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2052-05-15      | 2.8750%  | 0.0000% | $1245928000.00     | $856490465.41      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $241446400.00      | $237643437.78      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1087364800.00     | $1193466516.84     | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $751678400.00      | $772399615.29      | U.S. Treasuries (including strips) |

### Security 69: SOCIETE GENERALE SA

- **C.1 - Title:** TRI-PARTY SOCIETE GENERALE 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BNTC4J352
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2045-02-15      | 0.7500%  | 0.0000% | $75500000.00       | $76380251.02       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $16849000.00       | $17514753.28       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $60000000.00       | $43902114.70       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $202500000.00      | $147880435.03      | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $148000000.00      | $84260633.94       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $65000000.00       | $44735266.52       | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $95908800.00       | $90551287.52       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $49999700.00       | $44867457.86       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $39000000.00       | $38073554.15       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $116000000.00      | $153296544.69      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $61000000.00       | $58181100.49       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $136902000.00      | $130634579.81      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $40000000.00       | $39741012.75       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $92082000.00       | $87222779.44       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $125000000.00      | $110853993.09      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $150000000.00      | $142167089.67      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $73512000.00       | $68333208.25       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $82000000.00       | $92251596.46       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $42312000.00       | $42444387.47       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $36000000.00       | $38452970.62       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $277559300.00      | $279145997.91      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $42000000.00       | $41946810.33       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $92500000.00       | $91005436.10       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $50621847.83       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $65000000.00       | $69605311.24       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $64000000.00       | $64497893.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $75725000.00       | $76352751.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $60039000.00       | $60238838.01       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $57400000.00       | $58600311.58       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $36000000.00       | $36675615.16       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $10245700.00       | $10272894.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $103130300.00      | $104340143.77      | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $52000000.00       | $51057690.20       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $47000000.00       | $47305848.22       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49447047.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $110680000.00      | $111140603.08      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BNTC4J394
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2027-04-30      | 2.7500%  | 0.0000% | $50509700.00       | $50108254.94       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $6532300.00        | $6649439.50        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $19926700.00       | $19742315.21       | U.S. Treasuries (including strips) |

### Security 71: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4NER3
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 4.3600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $81.29             | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 0.0000%  | 0.0000% | $100000000.00      | $98904000.00       | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.30             | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.53             | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.63             | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.45             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $81.99             | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.58             | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $100000000.00      | $97933985.87       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $100000000.00      | $99200711.96       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $250000000.00      | $231503896.41      | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $400000000.00      | $402286643.48      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $19125400.00       | $19413813.56       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $50000000.00       | $53542547.11       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $150000000.00      | $150425160.33      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $2421279400.00     | $2474787480.88     | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $250000000.00      | $252746533.15      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $161000000.00      | $163939955.18      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $500000000.00      | $494563423.91      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $150000000.00      | $151629588.40      | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $66057400.00       | $65046958.57       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $200000000.00      | $194772432.61      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8180%  | 0.0000% | $50000000.00       | $50225025.86       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $100000000.00      | $99077369.23       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-06-05

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President