# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-000089
**Filing Date:** 2026-2
**Character Count:** 216320
**Document Hash:** e058fbc373dd3a25d4e6164885a7fb7f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000089.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0002066578-26-000089

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606258

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

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

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

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

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

## Series and Classes Contracts Data

### TREASURY PORTFOLIO (Series ID: S000023949)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Treasury Portfolio

**LEI of Series:** 54930050VO21IXKJ3O67

**EDGAR Series Identifier:** S000023949

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $99027624862.99

- **Amortized Cost of Portfolio Securities:** $99004453545.52

- **Cash:** $5355583336.28

- **Total Other Assets:** $89857985.60

- **Total Liabilities:** $2362921828.69

- **Net Assets of Series:** $102086973038.71

- **Number of Shares Outstanding (Series):** 102086656509.1900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $95254376386.68           | $104754376386.68           | 90.7600%                  | 99.8100%                   |
| 2026-01-05 | $95398704036.73           | $104898704036.73           | 90.7600%                  | 99.8000%                   |
| 2026-01-06 | $92342182277.95           | $101842182277.95           | 90.4800%                  | 99.7900%                   |
| 2026-01-07 | $92581387917.45           | $102081387917.45           | 90.5000%                  | 99.7900%                   |
| 2026-01-08 | $90837201733.18           | $100337201733.18           | 90.3300%                  | 99.7800%                   |
| 2026-01-09 | $89204656210.54           | $98704656210.54            | 90.1700%                  | 99.7700%                   |
| 2026-01-12 | $91708446270.01           | $101208446270.01           | 90.3900%                  | 99.7500%                   |
| 2026-01-13 | $92965188924.09           | $102465188924.09           | 90.5100%                  | 99.7500%                   |
| 2026-01-14 | $91733058190.84           | $101233058190.84           | 90.3800%                  | 99.7400%                   |
| 2026-01-15 | $93678540287.39           | $103178540287.39           | 90.5700%                  | 99.7500%                   |
| 2026-01-16 | $93627001372.87           | $103127001372.87           | 90.5600%                  | 99.7500%                   |
| 2026-01-20 | $94871400742.67           | $104371400742.67           | 90.6600%                  | 99.7400%                   |
| 2026-01-21 | $94649968253.38           | $104149968253.38           | 90.6400%                  | 99.7300%                   |
| 2026-01-22 | $92469650655.17           | $101969650655.17           | 90.4300%                  | 99.7200%                   |
| 2026-01-23 | $93529098368.77           | $101529098368.77           | 91.8600%                  | 99.7200%                   |
| 2026-01-26 | $95494002862.63           | $103494002862.63           | 92.0100%                  | 99.7200%                   |
| 2026-01-27 | $93581868492.44           | $101581868492.44           | 91.8600%                  | 99.7100%                   |
| 2026-01-28 | $99593594571.61           | $102593594571.61           | 96.7900%                  | 99.7100%                   |
| 2026-01-29 | $97656801760.98           | $103656801760.98           | 93.9600%                  | 99.7300%                   |
| 2026-01-30 | $93139050213.63           | $102139050213.63           | 90.9500%                  | 99.7400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8300%             |
| 2026-01-05 | 3.8100%             |
| 2026-01-06 | 3.8000%             |
| 2026-01-07 | 3.7800%             |
| 2026-01-08 | 3.7700%             |
| 2026-01-09 | 3.7600%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7600%             |
| 2026-01-30 | 3.7600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0003                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0002                      |
|  |  |
| 2026-01-21 | 1.0002                      |
|  |  |
| 2026-01-22 | 1.0002                      |
|  |  |
| 2026-01-23 | 1.0002                      |
|  |  |
| 2026-01-26 | 1.0002                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0002                      |
|  |  |
| 2026-01-29 | 1.0002                      |
|  |  |
| 2026-01-30 | 1.0003                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $20631099505.89

- **Number of Shares Outstanding:** 20630981363.6700

- **Expense Reimbursement/Waiver:** 37780.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2524402546.27            | $52397324.75            |
| 2026-01-05 | $362742765.76             | $769379083.41           |
| 2026-01-06 | $617671470.90             | $2532104992.40          |
| 2026-01-07 | $499176024.62             | $1979373579.41          |
| 2026-01-08 | $287949973.63             | $426083429.85           |
| 2026-01-09 | $202981481.48             | $836313455.29           |
| 2026-01-12 | $1732728606.15            | $517955398.89           |
| 2026-01-13 | $2144220204.88            | $679128585.30           |
| 2026-01-14 | $326061713.86             | $1193455885.51          |
| 2026-01-15 | $1014895752.39            | $1335950155.34          |
| 2026-01-16 | $1082574081.75            | $348570987.50           |
| 2026-01-20 | $308006026.01             | $1145786668.47          |
| 2026-01-21 | $1507647775.64            | $330523057.78           |
| 2026-01-22 | $316480077.83             | $2179882205.96          |
| 2026-01-23 | $1032500889.83            | $784114932.87           |
| 2026-01-26 | $823837628.89             | $163398739.29           |
| 2026-01-27 | $47757683.47              | $1566179060.96          |
| 2026-01-28 | $1173765524.04            | $484682525.73           |
| 2026-01-29 | $1677101984.14            | $1286674893.36          |
| 2026-01-30 | $1477454018.30            | $1098311695.57          |

**Total Gross Subscriptions (Month):** $19159956229.84

**Total Gross Redemptions (Month):** $19710266657.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6500%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6000%           |
| 2026-01-21 | 3.6000%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.6000%           |
| 2026-01-26 | 3.6000%           |
| 2026-01-27 | 3.6000%           |
| 2026-01-28 | 3.6000%           |
| 2026-01-29 | 3.6000%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.7000%          | 0.0000%              |
| Broker-dealer |  | 29.6500%         | 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   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $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   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $79100735676.68

- **Number of Shares Outstanding:** 79100554265.5700

- **Expense Reimbursement/Waiver:** 146797.99

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $7899806255.32            | $6707513196.64          |
| 2026-01-05 | $4161036847.24            | $3727002024.01          |
| 2026-01-06 | $3168647308.48            | $3582675111.79          |
| 2026-01-07 | $4723323129.91            | $3178578533.99          |
| 2026-01-08 | $3100981704.74            | $4398296412.52          |
| 2026-01-09 | $2286524314.61            | $3144224055.47          |
| 2026-01-12 | $3628013759.21            | $2476421691.82          |
| 2026-01-13 | $2627438224.12            | $2736268672.42          |
| 2026-01-14 | $2628337491.92            | $2917539902.74          |
| 2026-01-15 | $5157337890.00            | $2720532490.54          |
| 2026-01-16 | $2299228415.28            | $3172070452.47          |
| 2026-01-20 | $4965809969.35            | $3040150941.98          |
| 2026-01-21 | $1773042321.85            | $4227014592.95          |
| 2026-01-22 | $3080385420.28            | $2125814164.35          |
| 2026-01-23 | $2194922918.40            | $3079677127.85          |
| 2026-01-26 | $3460171329.93            | $2272793565.32          |
| 2026-01-27 | $2833022651.70            | $3219158152.34          |
| 2026-01-28 | $4150278570.66            | $4026902563.48          |
| 2026-01-29 | $4365478039.65            | $3921602518.73          |
| 2026-01-30 | $4407079900.08            | $6562277678.41          |

**Total Gross Subscriptions (Month):** $72910866462.73

**Total Gross Redemptions (Month):** $71236513849.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6200%           |
| 2026-01-05 | 3.6000%           |
| 2026-01-06 | 3.6000%           |
| 2026-01-07 | 3.5800%           |
| 2026-01-08 | 3.5700%           |
| 2026-01-09 | 3.5500%           |
| 2026-01-12 | 3.5500%           |
| 2026-01-13 | 3.5500%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5500%           |
| 2026-01-16 | 3.5500%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5400%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5500%           |
| 2026-01-27 | 3.5500%           |
| 2026-01-28 | 3.5500%           |
| 2026-01-29 | 3.5500%           |
| 2026-01-30 | 3.5400%           |

**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:** $2355137856.14

- **Number of Shares Outstanding:** 2355120879.9500

- **Expense Reimbursement/Waiver:** 3389.78

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1338043082.03            | $15000000.00            |
| 2026-01-05 | $246324746.68             | $150000000.00           |
| 2026-01-06 | $0.00                     | $735221401.93           |
| 2026-01-07 | $192058177.85             | $8422715.00             |
| 2026-01-08 | $78358815.36              | $391870535.94           |
| 2026-01-09 | $0.00                     | $148090336.32           |
| 2026-01-12 | $132552921.93             | $2733700.00             |
| 2026-01-13 | $0.00                     | $106036486.37           |
| 2026-01-14 | $0.00                     | $82002206.26            |
| 2026-01-15 | $0.00                     | $182737264.60           |
| 2026-01-16 | $105255593.28             | $25000000.00            |
| 2026-01-20 | $139424859.10             | $9656993.78             |
| 2026-01-21 | $1048429697.63            | $0.00                   |
| 2026-01-22 | $0.00                     | $1278039071.01          |
| 2026-01-23 | $193158173.35             | $0.00                   |
| 2026-01-26 | $89364534.06              | $2835720.00             |
| 2026-01-27 | $7300000.00               | $21552335.56            |
| 2026-01-28 | $211589584.17             | $19212087.53            |
| 2026-01-29 | $203922261.86             | $6648718.47             |
| 2026-01-30 | $236642224.26             | $0.00                   |

**Total Gross Subscriptions (Month):** $4222424671.56

**Total Gross Redemptions (Month):** $3185059572.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6500%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6000%           |
| 2026-01-21 | 3.6000%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.6000%           |
| 2026-01-26 | 3.6000%           |
| 2026-01-27 | 3.6000%           |
| 2026-01-28 | 3.6000%           |
| 2026-01-29 | 3.6000%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 87.3600%         | 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $749173882.29
- **C.18.a - Value (excl. sponsor support):** $749173882.29
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $620448906.25
- **C.18.a - Value (excl. sponsor support):** $620448906.25
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: 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):** $1894774400.83
- **C.18.a - Value (excl. sponsor support):** $1894774400.83
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 4: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12196348.17
- **C.18.a - Value (excl. sponsor support):** $12196348.17
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 5: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $446768652.60
- **C.18.a - Value (excl. sponsor support):** $446768652.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374095417.50
- **C.18.a - Value (excl. sponsor support):** $374095417.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $887491631.78
- **C.18.a - Value (excl. sponsor support):** $887491631.78
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $815704462.80
- **C.18.a - Value (excl. sponsor support):** $815704462.80
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $674600419.20
- **C.18.a - Value (excl. sponsor support):** $674600419.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $714117481.38
- **C.18.a - Value (excl. sponsor support):** $714117481.38
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $435901052.40
- **C.18.a - Value (excl. sponsor support):** $435901052.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4996027.20
- **C.18.a - Value (excl. sponsor support):** $4996027.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $708930562.50
- **C.18.a - Value (excl. sponsor support):** $708930562.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $287362293.12
- **C.18.a - Value (excl. sponsor support):** $287362293.12
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2432874858.40
- **C.18.a - Value (excl. sponsor support):** $2432874858.40
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1878362439.00
- **C.18.a - Value (excl. sponsor support):** $1878362439.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: 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):** $326027120.10
- **C.18.a - Value (excl. sponsor support):** $326027120.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 18: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398265308.00
- **C.18.a - Value (excl. sponsor support):** $398265308.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2087193963.74
- **C.18.a - Value (excl. sponsor support):** $2087193963.74
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $793609212.39
- **C.18.a - Value (excl. sponsor support):** $793609212.39
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** 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):** $2418722268.60
- **C.18.a - Value (excl. sponsor support):** $2418722268.60
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 22: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $717989235.08
- **C.18.a - Value (excl. sponsor support):** $717989235.08
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 23: 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):** $1084868968.11
- **C.18.a - Value (excl. sponsor support):** $1084868968.11
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 24: 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):** $1179907500.00
- **C.18.a - Value (excl. sponsor support):** $1179907500.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 25: 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):** $196515402.00
- **C.18.a - Value (excl. sponsor support):** $196515402.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 26: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $672832045.20
- **C.18.a - Value (excl. sponsor support):** $672832045.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $889910514.00
- **C.18.a - Value (excl. sponsor support):** $889910514.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: 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):** $444659877.00
- **C.18.a - Value (excl. sponsor support):** $444659877.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99680273.00
- **C.18.a - Value (excl. sponsor support):** $99680273.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: 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):** $153906039.45
- **C.18.a - Value (excl. sponsor support):** $153906039.45
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 31: 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):** $272644776.25
- **C.18.a - Value (excl. sponsor support):** $272644776.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 32: 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):** $605299334.40
- **C.18.a - Value (excl. sponsor support):** $605299334.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1290935542.00
- **C.18.a - Value (excl. sponsor support):** $1290935542.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 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):** $737999062.50
- **C.18.a - Value (excl. sponsor support):** $737999062.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 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):** $982328120.00
- **C.18.a - Value (excl. sponsor support):** $982328120.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 36: 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):** $407153906.25
- **C.18.a - Value (excl. sponsor support):** $407153906.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 37: 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):** $489738280.00
- **C.18.a - Value (excl. sponsor support):** $489738280.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400053124.00
- **C.18.a - Value (excl. sponsor support):** $400053124.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $200764454.00
- **C.18.a - Value (excl. sponsor support):** $200764454.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 40: 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):** $364737054.69
- **C.18.a - Value (excl. sponsor support):** $364737054.69
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 41: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2657204687.50
- **C.18.a - Value (excl. sponsor support):** $2657204687.50
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.762691%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2782644450.30
- **C.18.a - Value (excl. sponsor support):** $2782644450.30
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.794692%
- **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):** $855480005.55
- **C.18.a - Value (excl. sponsor support):** $855480005.55
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 44: 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):** $1068742058.55
- **C.18.a - Value (excl. sponsor support):** $1068742058.55
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 45: 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):** $399721876.00
- **C.18.a - Value (excl. sponsor support):** $399721876.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 46: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.817688%
- **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):** $2738829926.88
- **C.18.a - Value (excl. sponsor support):** $2738829926.88
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: 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):** $2083412997.45
- **C.18.a - Value (excl. sponsor support):** $2083412997.45
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.710689%
- **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):** $2369878093.54
- **C.18.a - Value (excl. sponsor support):** $2369878093.54
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.772692%
- **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):** $1272593363.73
- **C.18.a - Value (excl. sponsor support):** $1272593363.73
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 50: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.771691%
- **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):** $1366623408.15
- **C.18.a - Value (excl. sponsor support):** $1366623408.15
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 51: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.802691%
- **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):** $1730929685.76
- **C.18.a - Value (excl. sponsor support):** $1730929685.76
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 52: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.712000%
- **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):** $1589924093.40
- **C.18.a - Value (excl. sponsor support):** $1589924093.40
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 53: 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: BNTBMV7D6
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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          | 2026-04-16      | 0.0000%  | 0.0000% | $38531000.00       | $38251187.88       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-06      | 0.0000%  | 0.0000% | $11333000.00       | $11128371.35       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $33449900.00       | $35827561.07       | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $46400.00          | $49307.64          | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $1323600.00        | $2082177.81        | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $379900.00         | $388491.38         | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $389200.00         | $358926.96         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $602000.00         | $596871.61         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $83.08             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $58324600.00       | $47199785.78       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $10295400.00       | $8058552.91        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $598700.00         | $467172.14         | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $39000.00          | $30432.12          | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $4109300.00        | $3414091.24        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $1508800.00        | $1253542.18        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $81000.00          | $63023.30          | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $1274500.00        | $991644.28         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $39919200.00       | $28653843.82       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $2779200.00        | $1994898.76        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.15             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $302300.00         | $213525.99         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.27            | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $112000.00         | $78123.99          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $8455400.00        | $6468462.62        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.50             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $781400.00         | $761925.37         | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $1999700.00        | $1949861.98        | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $700.00            | $528.64            | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $15200900.00       | $11026814.16       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1377000.00        | $1096241.59        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $274900.00         | $205768.05         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $48606500.00       | $28904119.39       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $96.16             | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $1206600.00        | $600516.59         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $484800.00         | $305713.36         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $42884800.00       | $27227211.23       | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $2668200.00        | $1408146.83        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.94             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6494337.40        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $49974700.00       | $28317803.07       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $134.78            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $931900.00         | $590859.26         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $20606200.00       | $11978619.69       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.13             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $9967400.00        | $6783704.10        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $300.00            | $204.18            | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $16232200.00       | $9020354.70        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $9013300.00        | $6307749.75        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.45             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $92769400.00       | $77717862.12       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $14970100.00       | $13792938.02       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $4724600.00        | $3891553.39        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $1050500.00        | $901544.03         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $20350200.00       | $17464637.15       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $28694400.00       | $25862220.30       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $194.41            | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $33989100.00       | $33039506.61       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $1078700.00        | $1085829.53        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $160900.00         | $148118.94         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $64100.00          | $59008.23          | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $7392600.00        | $7164937.08        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $2153200.00        | $2127988.06        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $92102800.00       | $91024363.23       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $5385900.00        | $4958438.21        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $5091700.00        | $4755955.96        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $9895700.00        | $9704209.60        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $7122200.00        | $7032089.74        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $109620600.00      | $111066471.88      | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $6426400.00        | $6356682.41        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $187100.00         | $193312.88         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $9619000.00        | $9632926.22        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $12238600.00       | $12591419.68       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $700.00            | $924.93            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $3154900.00        | $3126555.56        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $521.45            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $12675600.00       | $12635422.76       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $500.00            | $491.74            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $3700400.00        | $3710695.63        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1724800.00        | $2130488.70        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $3104700.00        | $2906154.54        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $24166600.00       | $23859037.46       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $300.00            | $277.37            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.62             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.26             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.52            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $14519400.00       | $12703066.86       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.99             | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $18689600.00       | $21948470.65       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $1003700.00        | $953846.84         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $900.00            | $855.30            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $7500700.00        | $6628180.10        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $2898900.00        | $2772950.79        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $5900.00           | $5869.44           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $3002000.00        | $2853997.74        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $116200.00         | $131770.17         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $6370200.00        | $6013206.52        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.54             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $6214000.00        | $5869898.24        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $2368900.00        | $2065803.37        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $281.96            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $191.19            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.82             | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $4016000.00        | $3606873.15        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $30007800.00       | $28728355.27       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $600.00            | $682.16            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $3628200.00        | $4125024.41        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $9999800.00        | $9972830.37        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $8900.00           | $8832.52           | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $20110400.00       | $19897679.63       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $14769800.00       | $14752052.17       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $3400.00           | $3201.25           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $17359600.00       | $19384389.02       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $86724800.00       | $96840207.22       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $304.64            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $20500.00          | $20682.48          | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $1000.00           | $1055.07           | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $4631600.00        | $4554299.80        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $17267100.00       | $17709147.78       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $5000.00           | $5134.28           | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $11200.00          | $11352.00          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $139800.00         | $141362.59         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1129900.00        | $1231663.21        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $6576600.00        | $6625038.91        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $32758800.00       | $31586023.01       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $65099100.00       | $65497528.67       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $600.00            | $607.99            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $549300.00         | $567740.50         | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $376700.00         | $378473.58         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $25752300.00       | $27061685.31       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $15200.00          | $15886.24          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $19121500.00       | $21167537.68       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $1747800.00        | $1811475.00        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $2668500.00        | $2714430.08        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $7877600.00        | $7921741.81        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $205.60            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $29145400.00       | $29439852.18       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $36737200.00       | $37286562.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $626800.00         | $681295.45         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $328869100.00      | $342461385.28      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $107457800.00      | $111099244.91      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $2931400.00        | $3030736.96        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $19649100.00       | $20088671.97       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $7341600.00        | $7528194.95        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $59300.00          | $61116.31          | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $29076400.00       | $30431491.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $175800.00         | $179364.44         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $5069600.00        | $5115139.49        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $2675200.00        | $2689115.77        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $20543900.00       | $21057774.33       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8177%  | 0.0000% | $1823700.00        | $1843464.72        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $52511400.00       | $53249481.96       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $80685000.00       | $82420193.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $83056500.00       | $86421493.47       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $214800.00         | $226398.27         | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $600.00            | $632.39            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $926900.00         | $976213.06         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $989800.00         | $1012852.88        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1884300.00        | $1924456.42        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $2664300.00        | $2726294.52        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $154621000.00      | $160524957.67      | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $64273600.00       | $64773155.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $1364800.00        | $1373141.30        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $478900.00         | $482991.56         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $12470400.00       | $12730498.93       | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $207000.00         | $210415.71         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $17300000.00       | $17392688.65       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $9735800.00        | $9740064.27        | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $7000000.00        | $6933110.38        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $11215100.00       | $11233527.27       | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $28507700.00       | $28350973.96       | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $42500.00          | $42266.35          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $331000000.00      | $330473470.44      | U.S. Treasuries (including strips) |

### Security 54: 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: BNTBMV7T1
- **C.18 - Value (incl. sponsor support):** $3300000000.00
- **C.18.a - Value (excl. sponsor support):** $3300000000.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-02-19      | 0.0000%  | 0.0000% | $83000.00          | $82858.40          | U.S. Treasuries (including strips) |
| USTR          | 2026-02-12      | 0.0000%  | 0.0000% | $1000000.00        | $998997.00         | U.S. Treasuries (including strips) |
| USTR          | 2026-03-26      | 0.0000%  | 0.0000% | $2706800.00        | $2692640.73        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  | 0.0000% | $7479600.00        | $7435350.69        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $414400.00         | $410537.38         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-17      | 0.0000%  | 0.0000% | $171000.00         | $170741.28         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-14      | 0.0000%  | 0.0000% | $2029000.00        | $2014689.46        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $95000000.00       | $203235948.42      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $49404700.00       | $80647207.95       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $343000.00         | $539918.60         | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $2641000.00        | $2600948.31        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $13800000.00       | $14177749.20       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $7000000.00        | $10278399.53       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $7671000.00        | $6765660.36        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $9747000.00        | $7456549.08        | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $34973800.00       | $25238070.26       | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $1000.00           | $634.04            | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $12800000.00       | $7113055.54        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $2641000.00        | $1848242.83        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $24969300.00       | $18590502.58       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $75082000.00       | $72984346.03       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $17576600.00       | $17236477.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $487800.00         | $484888.70         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $9914800.00        | $12665578.57       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $1947600.00        | $1973023.32        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $74837500.00       | $74105229.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $4106200.00        | $4053941.38        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $5915700.00        | $5469548.70        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $6207400.00        | $6078588.74        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $12499600.00       | $11874549.88       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 0.1250%  | 0.0000% | $139213600.00      | $172072064.96      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $23500000.00       | $23302878.90       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $13235200.00       | $14303278.57       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $56700000.00       | $55371151.38       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $1578100.00        | $1592147.18        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $40360000.00       | $43994979.34       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $7859700.00        | $7916783.92        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $88871000.00       | $89112083.45       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $1843000.00        | $1886020.14        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $15429600.00       | $16126213.02       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $40837000.00       | $45206638.40       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $70192800.00       | $72461622.97       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 3.8577%  | 0.0000% | $712800.00         | $719895.08         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $4500300.00        | $4609754.15        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $70600100.00       | $71996562.18       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $14399000.00       | $14933869.63       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $688979000.00      | $687143709.72      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $77000000.00       | $77400536.23       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8177%  | 0.0000% | $29657200.00       | $29978616.03       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $43279100.00       | $43887415.97       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $366282400.00      | $374159586.78      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $241744400.00      | $254605717.10      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $41201600.00       | $42160303.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $38799500.00       | $39260124.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $43909700.00       | $44384487.62       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1030000.00        | $1046164.59        | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $78595400.00       | $78974223.32       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $141894200.00      | $145269678.71      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $77761400.00       | $79383293.18       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $73156500.00       | $73567978.78       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $23603000.00       | $23729458.39       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $62500000.00       | $62133987.22       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $72698000.00       | $72817448.41       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $1268500.00        | $1266482.17        | U.S. Treasuries (including strips) |

### Security 55: 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: BNTBN1NS0
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-02-05      | 0.0000%  | 0.0000% | $7654800.00        | $7652511.21        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-26      | 0.0000%  | 0.0000% | $5123800.00        | $5111415.78        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-26      | 0.0000%  | 0.0000% | $17621600.00       | $17529421.41       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| USTR          | 2026-04-23      | 0.0000%  | 0.0000% | $32539600.00       | $32281365.73       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.0000%  | 0.0000% | $2000.00           | $1982.69           | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-04      | 0.0000%  | 0.0000% | $35499000.00       | $35072550.51       | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.5000%  | 0.0000% | $99900.00          | $104325.61         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $17026700.00       | $19166572.94       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $37657400.00       | $39851060.52       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $49994300.00       | $58794259.01       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $14549400.00       | $14707301.97       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $103.94            | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $506827000.00      | $338206031.71      | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $110700.00         | $107112.64         | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $26107900.00       | $19542276.23       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $5600.00           | $5230.68           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.80             | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $7940800.00        | $5041549.42        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.67             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $500.00            | $290.66            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $139.97            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $3300.00           | $2032.22           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $13000.00          | $8003.28           | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.31             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $24562900.00       | $20577648.19       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $14485800.00       | $10547250.80       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $101100000.00      | $86764494.48       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $52586900.00       | $48093518.58       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $349810000.00      | $352122025.71      | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $169500.00         | $162698.26         | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $934000.00         | $922183.01         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $190100.00         | $196412.50         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $8395700.00        | $8320270.84        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.37            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $91646000.00       | $117072418.37      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $7600.00           | $7621.14           | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $494.08            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $56100.00          | $55966.80          | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $97800.00          | $96766.06          | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.82            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $681500.00         | $598742.15         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $2169900.00        | $2075623.83        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.40            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $32778000.00       | $30941082.40       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $194100.00         | $169908.45         | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $38437200.00       | $33519227.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $1700.00           | $1837.19           | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $2200.00           | $1975.88           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $2980000.00        | $2950929.89        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.82            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $21744200.00       | $20473128.61       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $8383300.00        | $9361111.35        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $8263700.00        | $8401083.11        | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $27720600.00       | $29130728.80       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $1343400.00        | $1411705.68        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $1100.00           | $1145.62           | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $99072800.00       | $101848156.50      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $7482900.00        | $8133480.82        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $198503000.00      | $207358553.66      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $3429800.00        | $3420663.76        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $17117700.00       | $17545873.16       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.57            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $3792600.00        | $3849045.46        | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $367036500.00      | $383622921.32      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $142839400.00      | $146728408.64      | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $449548000.00      | $460083404.38      | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $547900.00         | $554660.13         | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.82            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1011.87           | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.7717%  | 0.0000% | $800.00            | $808.68            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $45792300.00       | $46747403.94       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1016.50           | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $39721600.00       | $40098944.01       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $249997000.00      | $252016311.40      | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $800.00            | $799.84            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $10840300.00       | $10823056.08       | U.S. Treasuries (including strips) |

### Security 56: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBN1S97
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-02-19      | 0.0000%  | 0.0000% | $700.00            | $698.81            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $37795200.00       | $37222022.63       | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $8200.00           | $7951.64           | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $91580900.00       | $116989256.91      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $4543100.00        | $5611678.58        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $312655000.00      | $295133446.77      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $994800.00         | $1001562.19        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $2444800.00        | $2513286.93        | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $586800.00         | $606842.32         | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $45254700.00       | $45813063.74       | U.S. Treasuries (including strips) |

### Security 57: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBN1SC0
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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% | $1870600.00        | $1900231.09        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $12600.00          | $12505.08          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $665804800.00      | $649998937.93      | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $899262400.00      | $919569632.94      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $136346000.00      | $138338158.19      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $1619555200.00     | $1605180579.76     | U.S. Treasuries (including strips) |

### Security 58: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BNTBN1SF3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $20505700.00       | $21183232.40       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $233172800.00      | $233816801.50      | U.S. Treasuries (including strips) |

### Security 59: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBN1SN6
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2042-05-15      | 3.2500%  | 0.0000% | $58987200.00       | $49416715.82       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $88609600.00       | $87488422.73       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-26      | 0.0000%  | 0.0000% | $108230200.00      | $107968607.61      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-05      | 0.0000%  | 0.0000% | $319200.00         | $318205.05         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-25      | 0.0000%  | 0.0000% | $30764300.00       | $30331569.36       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $786600.00         | $1237413.92        | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $19700.00          | $19401.25          | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $3330000.00        | $3048516.98        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $23180000.00       | $19256617.49       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $98048800.00       | $79347005.48       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $1477800.00        | $1156723.35        | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $38836100.00       | $29973759.48       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $25659000.00       | $27153716.45       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $63186900.00       | $49305427.54       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $319700.00         | $281968.67         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $9902100.00        | $8226869.01        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $35469900.00       | $27597899.89       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $2293000.00        | $1784103.83        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $17300800.00       | $12418445.79       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $2241000.00        | $1608580.93        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $2600.00           | $2010.91           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $29233400.00       | $22261409.51       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $754500.00         | $532932.05         | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $564500.00         | $376691.27         | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $415000.00         | $301043.21         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $19198000.00       | $13750384.75       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.76             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $110175200.00      | $79505499.49       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.46             | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $5790700.00        | $3676468.40        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $11300000.00       | $7338601.27        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $3537900.00        | $2004725.50        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $2400.00           | $1617.43           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $248066000.00      | $157283069.04      | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.13             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $301900.00         | $205469.86         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $4308000.00        | $3014854.26        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $189966800.00      | $141436815.81      | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $67400.00          | $57831.93          | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $499900.00         | $460590.76         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.82             | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $117500.00         | $114217.27         | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $53500.00          | $52906.06          | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $5163500.00        | $4753338.27        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $6309000.00        | $6214241.83        | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $281100.00         | $272443.23         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $57207300.00       | $56537456.56       | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $75700.00          | $71851.30          | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $197.83            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $29421800.00       | $30269984.44       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $396.41            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $10190800.00       | $10158498.71       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.75            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $123.52            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $766300.00         | $946540.75         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $211300.00         | $198713.17         | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $2808200.00        | $2628615.70        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.82            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.45             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $2460200.00        | $2366247.20        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $9983600.00        | $8711532.23        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $23966900.00       | $22779241.98       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.05             | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $10305300.00       | $9016138.06        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $750800.00         | $711066.88         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $461200.00         | $438292.48         | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $176.74            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $48000.00          | $45633.54          | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $32988400.00       | $32711688.95       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $3703100.00        | $3498039.93        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $67413800.00       | $58788321.62       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $2389500.00        | $2083767.64        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $10132700.00       | $9523587.97        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $19022300.00       | $18184832.70       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $11355000.00       | $10198218.26       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $32050200.00       | $30683673.32       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $39349900.00       | $38966038.90       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $17005300.00       | $16503459.39       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $113.69            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $2272600.00        | $2235777.54        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $21388200.00       | $21161963.54       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $88262200.00       | $87770186.51       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $22200.00          | $24789.36          | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $10149800.00       | $10354635.63       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $16812000.00       | $17071984.49       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $28476000.00       | $28916359.15       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $34655700.00       | $34964181.68       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $1532300.00        | $1557774.32        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $51728800.00       | $53053087.28       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $27667900.00       | $28410909.84       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $116200.00         | $117776.92         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $37796300.00       | $38218762.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.09            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $5923000.00        | $6121840.48        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $49554100.00       | $49787411.47       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $15036100.00       | $15507007.23       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $9519900.00        | $10003942.88       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $7841000.00        | $8126659.50        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $611200.00         | $611387.48         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $8558400.00        | $8821196.84        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $5764800.00        | $5823041.02        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $24668000.00       | $25551245.24       | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $8592900.00        | $9009830.78        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $2425000.00        | $2525226.17        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $35234400.00       | $35508237.28       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $8782900.00        | $8901827.89        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $566600.00         | $581000.77         | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $7425000.00        | $7652422.58        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $18394700.00       | $18345700.52       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $26894700.00       | $26823058.37       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $186200.00         | $187872.61         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $435100.00         | $440799.37         | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $69390100.00       | $69280583.36       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $41826000.00       | $42532181.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $4262100.00        | $4368709.93        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8177%  | 0.0000% | $48810900.00       | $49339898.21       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $104.05            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $42684600.00       | $44413945.69       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $74256600.00       | $77612264.22       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $316.20            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $105.32            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $5375000.00        | $5660961.45        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $11999900.00       | $12326614.58       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $100000000.00      | $102326859.34      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $8602300.00        | $8730847.20        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $7600.00           | $7691.28           | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $15388800.00       | $15578670.84       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $246900.00         | $256327.48         | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $4881900.00        | $4938645.50        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $202.37            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $67520300.00       | $68579948.37       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $16060900.00       | $16138312.20       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $7304300.00        | $7361071.40        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $17323100.00       | $17457740.78       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $3351700.00        | $3372184.70        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $977300.00         | $1000915.19        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $38515000.00       | $39323744.67       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $19200.00          | $19538.73          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $4759600.00        | $4838138.14        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $1132700.00        | $1151390.68        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $15856500.00       | $16007132.28       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $14298400.00       | $14405220.34       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $864800.00         | $865178.78         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $9657900.00        | $9702491.17        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $557200.00         | $553224.59         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $79000.00          | $78874.33          | U.S. Treasuries (including strips) |

### Security 60: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BNTBN1SP1
- **C.18 - Value (incl. sponsor support):** $44100000.00
- **C.18.a - Value (excl. sponsor support):** $44100000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2033-02-15      | 0.0000%  | 0.0000% | $3.30              | $2.47              | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $1200.00           | $1165.74           | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $198200.00         | $47502.99          | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $200.00            | $47.48             | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $16753100.00       | $11826949.98       | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $28617600.00       | $29082181.95       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $19.38             | $15.22             | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $36.53             | $26.04             | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $14.11             | $9.81              | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $9.63              | $7.65              | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $28.74             | $22.33             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $0.20              | $0.14              | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $19.20             | $13.53             | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $2.87              | $1.97              | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $0.08              | $0.08              | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $160.22            | $107.28            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $40.18             | $26.20             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $9.28              | $8.13              | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $17.95             | $15.89             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $13.62             | $11.56             | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $3.15              | $2.70              | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $43.54             | $36.58             | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $6758980.40        | $4063269.21        | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $1.88              | $1.11              | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $0.99              | $0.56              | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $2.83              | $1.54              | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $16.71             | $8.84              | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $149.26            | $77.69             | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $417.24            | $207.49            | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $132.41            | $64.93             | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $1.89              | $0.71              | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $6.33              | $3.02              | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $1.86              | $0.83              | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $18.71             | $8.14              | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $274.70            | $109.49            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $0.88              | $0.35              | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $19.36             | $7.50              | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $3.92              | $1.46              | U.S. Treasuries (including strips) |

### Security 61: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** TRI-PARTY BANCO BILBAO VIZCAYA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: BNTBN1SU0
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2029-01-15      | 2.5000%  | 0.0000% | $4999900.00        | $7870376.19        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $150.29            | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $14600.00          | $10535.76          | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $1536000.00        | $1510212.02        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $200000000.00      | $174980603.31      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $58200.00          | $60153.83          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $97870100.00       | $98858868.85       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $145125000.00      | $146852274.56      | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $45014300.00       | $45267489.11       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $135960400.00      | $136588138.18      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $600.00            | $601.65            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $300.00            | $297.86            | U.S. Treasuries (including strips) |

### Security 62: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTBN1SV8
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2035-07-15      | 1.8750%  | 0.0000% | $63233500.00       | $64260041.10       | U.S. Treasuries (including strips) |

### Security 63: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T05
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2026-02-05      | 0.0000%  | 0.0000% | $462800.00         | $462661.62         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-16      | 0.0000%  | 0.0000% | $146168000.00      | $143817472.39      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-12      | 0.0000%  | 0.0000% | $1068302400.00     | $1057822353.46     | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $173304000.00      | $171020229.57      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $17509500.00       | $17805126.83       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $88212500.00       | $88072178.28       | U.S. Treasuries (including strips) |

### Security 64: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T13
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 9.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2030-08-31      | 4.1250%  | 0.0000% | $65000000.00       | $67050128.73       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $11155000.00       | $11814202.88       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $200000000.00      | $194290000.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-10      | 0.0000%  | 0.0000% | $125000000.00      | $124508125.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-16      | 0.0000%  | 0.0000% | $26116000.00       | $25687697.60       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $200000000.00      | $196450000.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 6.1250%  | 0.0000% | $5000000.00        | $5540734.78        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $200000.00         | $222163.91         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $5714000.00        | $9324594.48        | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $19500000.00       | $20759325.26       | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 4.5000%  | 0.0000% | $1650000.00        | $1689086.05        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $45000000.00       | $70801092.12       | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $30549200.00       | $30156479.40       | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $701000.00         | $715405.89         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $134834200.00      | $133963856.41      | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $5875000.00        | $6049570.52        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $28650000.00       | $28379231.22       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $70182000.00       | $68214774.11       | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $37914600.00       | $39349204.39       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $96000000.00       | $94365607.96       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $80193000.00       | $66804199.14       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $62952000.00       | $52666103.02       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $88771000.00       | $72013196.12       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $30000000.00       | $23209664.42       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $33647400.00       | $27720050.61       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $60604700.00       | $47431111.61       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $190137500.00      | $167359771.51      | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $10000000.00       | $8758409.13        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $89000000.00       | $105133292.20      | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $94820000.00       | $79022384.50       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $6600000.00        | $5325126.21        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $18500000.00       | $14443400.34       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $69850000.00       | $50300315.19       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $77623734.25       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $93690000.00       | $71587217.34       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $28000000.00       | $21593721.59       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $1370000.00        | $971025.92         | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $99000000.00       | $103418848.00      | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $1130000.00        | $791206.36         | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $145239400.00      | $97230478.44       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $49285000.00       | $37839231.60       | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $75799034.25       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $19000000.00       | $13658748.13       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $20000000.00       | $15174693.04       | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $135000000.00      | $103536194.42      | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $13500000.00       | $10193656.30       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $146000000.00      | $116626936.76      | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $25000000.00       | $18783966.30       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $45000000.00       | $42269576.54       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $10000000.00       | $7244649.12        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $29120000.00       | $18593316.24       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $15000000.00       | $9729452.82        | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $70000000.00       | $51319539.20       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $233500000.00      | $112806957.74      | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $38250000.00       | $19115903.15       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $30000000.00       | $17073083.48       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $69000000.00       | $46849942.08       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $150000000.00      | $87559115.22       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $244661000.00      | $136587988.66      | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $208000000.00      | $128641913.74      | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $70000000.00       | $43433290.94       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $90000000.00       | $77736382.72       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $34920000.00       | $28545371.36       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $135800000.00      | $132357989.58      | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $35000000.00       | $34736533.15       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $140000000.00      | $135172232.42      | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $191000000.00      | $188664734.35      | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $30000000.00       | $29190898.34       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $35200000.00       | $34886014.06       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $43530000.00       | $40235744.23       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $152500000.00      | $142853997.07      | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $140000000.00      | $133442051.93      | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $65000000.00       | $64558485.13       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $76300000.00       | $77531083.91       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $1620000.00        | $1678589.30        | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $25000000.00       | $24343398.62       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $79800000.00       | $79065659.58       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $37900000.00       | $37222679.89       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $22000000.00       | $21923491.65       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $37370000.00       | $37210467.47       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $30000000.00       | $29811053.20       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $35385000.00       | $34786664.27       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $30500000.00       | $29446413.73       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $100000000.00      | $99152389.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $24750079.70       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $16230000.00       | $15257749.61       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $50000000.00       | $49353561.96       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $138000000.00      | $127570488.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $59660000.00       | $57526314.16       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $112245000.00      | $98579862.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $116029400.00      | $111546361.88      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $15000000.00       | $14337012.15       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $43000000.00       | $40867065.33       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $50216000.00       | $43933326.42       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $54690000.00       | $51928449.79       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $37000000.00       | $35143325.92       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $30000000.00       | $28683232.71       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $30000000.00       | $28684186.81       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $25000000.00       | $23756369.51       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $1000000.00        | $989174.14         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $30000000.00       | $28342156.81       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $20100000.00       | $19794232.62       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $32685000.00       | $30918497.87       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $25000000.00       | $23487912.57       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $23600000.00       | $23129626.31       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $33000000.00       | $31535210.71       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $173445000.00      | $155827633.30      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $188250000.00      | $186360521.23      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $80000000.00       | $80166581.74       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $19000000.00       | $18597307.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $40000000.00       | $40263661.88       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $20000000.00       | $19886950.94       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $20800000.00       | $21195254.86       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $178280000.00      | $182366097.28      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $20000000.00       | $20403944.97       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $15000000.00       | $15296692.13       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $51000000.00       | $51818051.27       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $170000000.00      | $172057139.18      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $161000000.00      | $162452272.48      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $19000000.00       | $19312072.93       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $25000000.00       | $25230122.28       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $37039200.00       | $36449101.13       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $20000000.00       | $20506931.60       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $189000000.00      | $191516105.08      | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49955617.13       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $15000000.00       | $15090215.11       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $50000000.00       | $50284232.04       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $20000000.00       | $20589226.09       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $9392000.00        | $9611711.31        | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $102560000.00      | $107795828.88      | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $23775000.00       | $24258428.18       | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $111000000.00      | $115157562.03      | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $30000000.00       | $30975951.92       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $134000000.00      | $134070716.46      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $29000000.00       | $29161688.30       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $70910000.00       | $72907627.19       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $32140000.00       | $32920729.51       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $15795000.00       | $16108908.08       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $14000000.00       | $14227617.85       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $136634000.00      | $138676928.92      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $108440000.00      | $110729874.76      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $22800000.00       | $23069601.86       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $35000000.00       | $35790373.48       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $6900000.00        | $6953425.82        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $16612500.00       | $17033063.95       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $65000000.00       | $66985834.78       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $60500000.00       | $61340313.25       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $11000000.00       | $11136204.78       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $103685000.00      | $107271389.68      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $78000000.00       | $79139661.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $30000000.00       | $30775287.23       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $10000000.00       | $10457061.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $25340000.00       | $25926632.20       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $36530000.00       | $37539340.05       | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $74229900.00       | $75205477.74       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $169079000.00      | $170876955.43      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $35000000.00       | $35568847.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $159241000.00      | $163056366.76      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $157095000.00      | $159817285.59      | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $34000000.00       | $34297567.81       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $70000000.00       | $70433134.62       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $140000000.00      | $140263559.67      | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $30000000.00       | $30039092.31       | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $30001000.00       | $29858235.02       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $40000000.00       | $39804565.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $25000000.00       | $24988699.03       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $49904513.81       | U.S. Treasuries (including strips) |

### Security 65: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T21
- **C.18 - Value (incl. sponsor support):** $7946000000.00
- **C.18.a - Value (excl. sponsor support):** $7946000000.00
- **C.19 - Percentage of Net Assets:** 7.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2026-04-16      | 0.0000%  | 0.0000% | $107100.00         | $106322.24         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $2331700.00        | $2302197.00        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $42000.00          | $41353.91          | U.S. Treasuries (including strips) |
| USTR          | 2026-02-12      | 0.0000%  | 0.0000% | $350100.00         | $349748.85         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-26      | 0.0000%  | 0.0000% | $900.00            | $897.82            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-05      | 0.0000%  | 0.0000% | $23700.00          | $23626.13          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  | 0.0000% | $200.00            | $198.82            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $7290600.00        | $7103683.60        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-09      | 0.0000%  | 0.0000% | $330000.00         | $327834.87         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-07      | 0.0000%  | 0.0000% | $685500.00         | $679110.45         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-24      | 0.0000%  | 0.0000% | $127000000.00      | $126718949.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-21      | 0.0000%  | 0.0000% | $600.00            | $593.59            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-24      | 0.0000%  | 0.0000% | $4000.00           | $3979.83           | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $800.00            | $789.30            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-28      | 0.0000%  | 0.0000% | $195000.00         | $193358.49         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-16      | 0.0000%  | 0.0000% | $200.00            | $196.78            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $7859800.00        | $8083036.43        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $2301900.00        | $2445783.86        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 5.2500%  | 0.0000% | $8516800.00        | $9132363.57        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $1030800.00        | $1026142.67        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $18612800.00       | $18445577.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $31715700.00       | $31158732.89       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $6900.00           | $6878.13           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $10790300.00       | $10692247.59       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $8400.00           | $8349.87           | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $338700.00         | $340475.88         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $200.00            | $200.55            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $731900.00         | $706779.86         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $168662000.00      | $169732409.72      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $4264000.00        | $4253875.57        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $50000100.00       | $49588493.93       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $43734400.00       | $43306467.11       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $2279900.00        | $2281480.08        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $3157500.00        | $2969412.40        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $1365100.00        | $1350668.09        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $1960200.00        | $1834845.28        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $228100.00         | $224713.46         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $4581100.00        | $4486036.48        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $1423800.00        | $1379921.02        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $2023300.00        | $1777600.87        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $1846700.00        | $1776176.21        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $11819100.00       | $10313160.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $800.00            | $764.75            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $6485400.00        | $6164021.88        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $2057700.00        | $1800287.94        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $3934200.00        | $3737467.93        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $4593300.00        | $4350217.77        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $600966200.00      | $571116581.19      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $903500.00         | $864291.32         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $225800.00         | $224630.66         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $12638300.00       | $12053036.32       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $71080000.00       | $63799673.81       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $190.14            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $385271600.00      | $365176184.56      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $784800.00         | $776473.38         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $24708000.00       | $23323334.68       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $5520700.00        | $4832630.43        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $2100.00           | $1983.71           | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $994500.00         | $939943.28         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $1474700.00        | $1452815.00        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.58             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $685500.00         | $674801.43         | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $67519300.00       | $58880323.07       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $99700.00          | $94357.45          | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $361800.00         | $340050.93         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $400.00            | $382.39            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $10934500.00       | $9820556.37        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $500.00            | $495.13            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $21577000.00       | $20940244.71       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $4885900.00        | $4868584.96        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $11362500.00       | $11178395.79       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $431808300.00      | $408329549.14      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $10482000.00       | $10236338.78       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $9318300.00        | $9247649.01        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $3549800.00        | $3512251.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $271308300.00      | $270982287.85      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $100000900.00      | $100225929.20      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $1839600.00        | $1801061.61        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $6506300.00        | $6125969.99        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $884900.00         | $879967.17         | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $1004200.00        | $1023439.11        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $364692200.00      | $373142318.66      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $1167200.00        | $1190755.56        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $8349200.00        | $8516112.82        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $21774700.00       | $22038932.03       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $28164700.00       | $28423345.62       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $263738300.00      | $270490153.48      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $160000.00         | $161230.68         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $119570600.00      | $121193259.76      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $5710200.00        | $5752257.58        | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $596420700.00      | $575068621.46      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $211494600.00      | $213030656.22      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $14779300.00       | $14869754.35       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $7000000.00        | $7050049.38        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $84497800.00       | $84727020.12       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $42156400.00       | $42717371.72       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $37463200.00       | $38720873.63       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $20231400.00       | $20826087.92       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $15152900.00       | $15224243.15       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $9196600.00        | $9484623.19        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $39215500.00       | $40684715.20       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $260800.00         | $266887.71         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $102100.00         | $107291.31         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $57275000.00       | $59650616.57       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $2906100.00        | $2964990.57        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $1080800.00        | $1129595.77        | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $830400.00         | $879346.13         | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $27423700.00       | $28422786.90       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $5018000.00        | $5104369.54        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $5827100.00        | $6015447.79        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $57517700.00       | $58218889.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $3299800.00        | $3322706.33        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $6633300.00        | $6836984.13        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $10943100.00       | $11249652.39       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $55098000.00       | $55654647.91       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $5200000.00        | $5302855.43        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $636400.00         | $660039.91         | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $22868200.00       | $23491668.30       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $6210400.00        | $6311141.50        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $71700.00          | $72772.19          | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $810400.00         | $849720.92         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $865900.00         | $901687.97         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $3297800.00        | $3381917.26        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $715900.00         | $731061.70         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $307940800.00      | $318376054.19      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $72668600.00       | $75910468.82       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $10516300.00       | $10727138.99       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $923200.00         | $943853.00         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $183791600.00      | $186280293.62      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 3.7947%  | 0.0000% | $200000000.00      | $202070313.53      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51531465.22       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $656300.00         | $678040.53         | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $2924400.00        | $2916610.03        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $9389200.00        | $9579571.34        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $726500.00         | $738538.72         | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $99700.00          | $100595.59         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $198219200.00      | $200815672.21      | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $1600.00           | $1597.48           | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $16936000.00       | $17024097.17       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $259600.00         | $263983.03         | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $4341000.00        | $4449583.49        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $1211200.00        | $1227949.05        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $4795800.00        | $4863208.09        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $2818400.00        | $2870822.87        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $3849500.00        | $3918077.98        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $233500.00         | $238521.60         | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $363400.00         | $375812.03         | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $10002400.00       | $10276102.58       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $402000.00         | $405849.19         | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $262983200.00      | $273637835.72      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $2336000.00        | $2441564.10        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $3528800.00        | $3716539.67        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $10256800.00       | $10595696.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $4315000.00        | $4415498.26        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1400200.00        | $1430039.74        | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $867400.00         | $887727.99         | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $59014200.00       | $60387377.42       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $4842100.00        | $4922801.53        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $117400.00         | $119154.35         | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $1887300.00        | $1915047.13        | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $866200.00         | $876887.39         | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $538100.00         | $544354.69         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $294575500.00      | $298072679.17      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $600.00            | $606.49            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $3650500.00        | $3707790.12        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $1486000.00        | $1510418.39        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $491800.00         | $497653.39         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.7717%  | 0.0000% | $159767800.00      | $161500550.28      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $376971600.00      | $383622100.19      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $87033600.00       | $88002699.05       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $972746100.00      | $963450869.65      | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $62631900.00       | $62287570.23       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $400.00            | $398.01            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-STATE STREET 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T47
- **C.18 - Value (incl. sponsor support):** $8500000000.00
- **C.18.a - Value (excl. sponsor support):** $8500000000.00
- **C.19 - Percentage of Net Assets:** 8.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2032-02-15      | 3.6600%  | 0.0000% | $300000000.00      | $269415591.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 3.6600%  | 0.0000% | $386916300.00      | $364296681.72      | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 3.6600%  | 0.0000% | $484794300.00      | $511579320.82      | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 3.6600%  | 0.0000% | $74599300.00       | $78416060.54       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.6600%  | 0.0000% | $2797288100.00     | $2811478826.45     | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 3.6600%  | 0.0000% | $1398908200.00     | $1450594374.71     | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 3.6600%  | 0.0000% | $386234300.00      | $396420294.98      | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 3.6600%  | 0.0000% | $461281300.00      | $471199904.28      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 3.6600%  | 0.0000% | $1100000000.00     | $1119506388.00     | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 3.6600%  | 0.0000% | $650000000.00      | $667631334.50      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 3.6600%  | 0.0000% | $500000000.00      | $507870445.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.6600%  | 0.0000% | $21715200.00       | $21590783.85       | U.S. Treasuries (including strips) |

### Security 67: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTBN1T54
- **C.18 - Value (incl. sponsor support):** $4300000000.00
- **C.18.a - Value (excl. sponsor support):** $4300000000.00
- **C.19 - Percentage of Net Assets:** 4.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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      | 2.1250%  | 0.0000% | $2506772000.00     | $2724716618.57     | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $1628269400.00     | $1661283482.41     | U.S. Treasuries (including strips) |

### Security 68: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BNTBN1TB1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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

**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          | 2029-03-31      | 2.3750%  | 0.0000% | $43256300.00       | $41979770.46       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $18989800.00       | $19220237.78       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-02-06

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President