# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-058124
**Filing Date:** 2025-9
**Character Count:** 294072
**Document Hash:** 4eddfba741c36b64535bf17ab1502efd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058124.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058124

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251300417

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Treasury Portfolio (Series ID: S000004153)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011684 | Administrative Class       | MTTXX           |
| C000011685 | Advisory Class             | MAOXX           |
| C000011686 | Institutional Class        | MISXX           |
| C000011687 | Investor Class             | MTNXX           |
| C000011688 | Participant Class          | MTCXX           |
| C000011689 | Institutional Select Class | MTSXX           |
| C000017912 | Cash Management Class      | MREXX           |
| C000167932 | Select Class               | MSTXX           |
| C000248994 | Advisor Class              | MATXX           |
| C000263899 | Institutional Plus Class   | MRXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Treasury Portfolio

**LEI of Series:** 549300D1XR6GP7EZ0T47

**EDGAR Series Identifier:** S000004153

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

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

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

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

### Service Providers
| Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 51 days

- **WAL:** 114 days

- **Total Value of Portfolio Securities:** $31172531618.45

- **Amortized Cost of Portfolio Securities:** $31166889975.17

- **Cash:** $1020121080.58

- **Total Other Assets:** $194477870.51

- **Total Liabilities:** $941704062.19

- **Net Assets of Series:** $31439784864.07

- **Number of Shares Outstanding (Series):** 31448979779.3900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $25050254536.51           | $31950504536.51            | 74.8400%                  | 95.4600%                   |
| 2025-08-04 | $25977102186.83           | $32377132578.99            | 76.6500%                  | 95.5300%                   |
| 2025-08-05 | $25854191987.19           | $32754369438.17            | 75.4400%                  | 95.5800%                   |
| 2025-08-06 | $25717262413.38           | $32617529472.20            | 75.3400%                  | 95.5600%                   |
| 2025-08-07 | $26125868897.13           | $33226349877.52            | 75.6300%                  | 96.1800%                   |
| 2025-08-08 | $26373058554.57           | $33473326985.94            | 75.7800%                  | 96.1900%                   |
| 2025-08-11 | $27017655335.13           | $33542893178.27            | 77.2600%                  | 95.9200%                   |
| 2025-08-12 | $26045147043.16           | $33145670082.38            | 75.3400%                  | 95.8800%                   |
| 2025-08-13 | $25873423541.11           | $32773845109.74            | 75.4300%                  | 95.5500%                   |
| 2025-08-14 | $25411938061.48           | $32312197277.17            | 75.0900%                  | 95.4800%                   |
| 2025-08-15 | $25235561395.76           | $32135655023.21            | 74.9500%                  | 95.4400%                   |
| 2025-08-18 | $25666999080.24           | $32067373590.04            | 76.1600%                  | 95.1600%                   |
| 2025-08-19 | $24675027980.19           | $31725087980.19            | 73.9700%                  | 95.1000%                   |
| 2025-08-20 | $25169776559.93           | $32219776756.01            | 74.3500%                  | 95.1700%                   |
| 2025-08-21 | $24790530093.58           | $31841285093.58            | 74.0500%                  | 95.1100%                   |
| 2025-08-22 | $24560373331.86           | $31610626175.00            | 73.8600%                  | 95.0600%                   |
| 2025-08-25 | $24516095353.94           | $31066190451.98            | 74.9500%                  | 94.9800%                   |
| 2025-08-26 | $24033805485.85           | $31084060191.73            | 73.4400%                  | 94.9800%                   |
| 2025-08-27 | $24095616783.53           | $31146124038.43            | 73.4800%                  | 94.9800%                   |
| 2025-08-28 | $23883810625.82           | $30933941017.97            | 73.3100%                  | 94.9500%                   |
| 2025-08-29 | $24182703523.14           | $30733121562.36            | 74.6700%                  | 94.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3600%             |
| 2025-08-04 | 4.3600%             |
| 2025-08-05 | 4.3500%             |
| 2025-08-06 | 4.3500%             |
| 2025-08-07 | 4.3500%             |
| 2025-08-08 | 4.3500%             |
| 2025-08-11 | 4.3500%             |
| 2025-08-12 | 4.3500%             |
| 2025-08-13 | 4.3500%             |
| 2025-08-14 | 4.3400%             |
| 2025-08-15 | 4.3400%             |
| 2025-08-18 | 4.3400%             |
| 2025-08-19 | 4.3400%             |
| 2025-08-20 | 4.3400%             |
| 2025-08-21 | 4.3300%             |
| 2025-08-22 | 4.3300%             |
| 2025-08-25 | 4.3300%             |
| 2025-08-26 | 4.3300%             |
| 2025-08-27 | 4.3300%             |
| 2025-08-28 | 4.3300%             |
| 2025-08-29 | 4.3300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9999                      |
|  |  |
| 2025-08-04 | 0.9999                      |
|  |  |
| 2025-08-05 | 0.9999                      |
|  |  |
| 2025-08-06 | 0.9999                      |
|  |  |
| 2025-08-07 | 0.9999                      |
|  |  |
| 2025-08-08 | 0.9999                      |
|  |  |
| 2025-08-11 | 0.9998                      |
|  |  |
| 2025-08-12 | 0.9999                      |
|  |  |
| 2025-08-13 | 0.9999                      |
|  |  |
| 2025-08-14 | 0.9999                      |
|  |  |
| 2025-08-15 | 0.9998                      |
|  |  |
| 2025-08-18 | 0.9999                      |
|  |  |
| 2025-08-19 | 0.9999                      |
|  |  |
| 2025-08-20 | 0.9998                      |
|  |  |
| 2025-08-21 | 0.9998                      |
|  |  |
| 2025-08-22 | 0.9999                      |
|  |  |
| 2025-08-25 | 0.9998                      |
|  |  |
| 2025-08-26 | 0.9998                      |
|  |  |
| 2025-08-27 | 0.9999                      |
|  |  |
| 2025-08-28 | 0.9999                      |
|  |  |
| 2025-08-29 | 0.9999                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $34052997.82

- **Number of Shares Outstanding:** 34054842.4600

- **Expense Reimbursement/Waiver:** 229.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $3815619.80               | $0.00                   |
| 2025-08-08 | $0.00                     | $609729.14              |
| 2025-08-13 | $0.00                     | $440811.16              |
| 2025-08-14 | $1086634.70               | $0.00                   |
| 2025-08-15 | $0.00                     | $858000.00              |
| 2025-08-19 | $902020.97                | $0.00                   |
| 2025-08-20 | $0.00                     | $375388.48              |
| 2025-08-28 | $136365.26                | $0.00                   |

**Total Gross Subscriptions (Month):** $5940640.73

**Total Gross Redemptions (Month):** $2283928.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0100%           |
| 2025-08-04 | 4.0100%           |
| 2025-08-05 | 4.0100%           |
| 2025-08-06 | 4.0000%           |
| 2025-08-07 | 4.0000%           |
| 2025-08-08 | 4.0000%           |
| 2025-08-11 | 4.0000%           |
| 2025-08-12 | 4.0000%           |
| 2025-08-13 | 4.0000%           |
| 2025-08-14 | 4.0000%           |
| 2025-08-15 | 3.9900%           |
| 2025-08-18 | 3.9900%           |
| 2025-08-19 | 3.9900%           |
| 2025-08-20 | 3.9900%           |
| 2025-08-21 | 3.9800%           |
| 2025-08-22 | 3.9800%           |
| 2025-08-25 | 3.9800%           |
| 2025-08-26 | 3.9800%           |
| 2025-08-27 | 3.9800%           |
| 2025-08-28 | 3.9800%           |
| 2025-08-29 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 87.7300%         | 0.0000%              |
| Non-financial corporation                           |  | 6.7400%          | 0.0000%              |
| Non-financial corporation                           |  | 5.3400%          | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $399702940.68

- **Number of Shares Outstanding:** 399835530.0500

- **Expense Reimbursement/Waiver:** 2918.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $448563.83                | $66850738.83            |
| 2025-08-04 | $900.00                   | $1058971.90             |
| 2025-08-05 | $130995.83                | $815459.80              |
| 2025-08-06 | $4487069.61               | $493555.25              |
| 2025-08-07 | $53649397.53              | $5493083.13             |
| 2025-08-08 | $2729753.99               | $51508960.82            |
| 2025-08-11 | $1980840.51               | $213542.50              |
| 2025-08-12 | $263742.79                | $2258235.82             |
| 2025-08-13 | $83660.71                 | $67572125.79            |
| 2025-08-14 | $4696568.07               | $999175.82              |
| 2025-08-15 | $3463552.78               | $5182673.53             |
| 2025-08-18 | $55.75                    | $730739.34              |
| 2025-08-19 | $5815828.74               | $3564687.57             |
| 2025-08-20 | $2930708.02               | $1411845.40             |
| 2025-08-21 | $4407373.16               | $155368.79              |
| 2025-08-22 | $849886.46                | $3606200.07             |
| 2025-08-25 | $2882770.87               | $0.00                   |
| 2025-08-26 | $3004924.55               | $12859936.29            |
| 2025-08-27 | $644824.37                | $700221.24              |
| 2025-08-28 | $13478476.34              | $0.00                   |
| 2025-08-29 | $442324.37                | $18568927.71            |

**Total Gross Subscriptions (Month):** $106392218.28

**Total Gross Redemptions (Month):** $244044449.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9100%           |
| 2025-08-04 | 3.9100%           |
| 2025-08-05 | 3.9000%           |
| 2025-08-06 | 3.9000%           |
| 2025-08-07 | 3.9000%           |
| 2025-08-08 | 3.9000%           |
| 2025-08-11 | 3.9000%           |
| 2025-08-12 | 3.9000%           |
| 2025-08-13 | 3.9000%           |
| 2025-08-14 | 3.8900%           |
| 2025-08-15 | 3.8900%           |
| 2025-08-18 | 3.8900%           |
| 2025-08-19 | 3.8900%           |
| 2025-08-20 | 3.8800%           |
| 2025-08-21 | 3.8800%           |
| 2025-08-22 | 3.8800%           |
| 2025-08-25 | 3.8800%           |
| 2025-08-26 | 3.8800%           |
| 2025-08-27 | 3.8800%           |
| 2025-08-28 | 3.8800%           |
| 2025-08-29 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.5800%          | 0.0000%              |
| Broker-dealer                                       |  | 7.7200%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 62.6600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.1300%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $23796196460.14

- **Number of Shares Outstanding:** 23802253743.7700

- **Expense Reimbursement/Waiver:** 166877.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $810486376.49             | $1655148128.36          |
| 2025-08-04 | $686029398.29             | $906719673.57           |
| 2025-08-05 | $924755744.42             | $517213742.04           |
| 2025-08-06 | $847279791.25             | $906801041.45           |
| 2025-08-07 | $818764466.27             | $630825791.66           |
| 2025-08-08 | $735215109.02             | $626147354.53           |
| 2025-08-11 | $314244411.92             | $625248136.07           |
| 2025-08-12 | $480821076.60             | $578957761.33           |
| 2025-08-13 | $413149358.14             | $754396429.23           |
| 2025-08-14 | $496021297.29             | $696516290.57           |
| 2025-08-15 | $545351060.60             | $402004479.54           |
| 2025-08-18 | $292397541.38             | $906530008.17           |
| 2025-08-19 | $436363146.34             | $291753552.41           |
| 2025-08-20 | $624678821.55             | $385950504.20           |
| 2025-08-21 | $462931929.44             | $530813975.30           |
| 2025-08-22 | $312958167.35             | $462550459.42           |
| 2025-08-25 | $299913317.34             | $875592478.13           |
| 2025-08-26 | $464918142.77             | $198731654.20           |
| 2025-08-27 | $214323752.85             | $637596513.51           |
| 2025-08-28 | $292015134.99             | $594593919.05           |
| 2025-08-29 | $1051012715.59            | $662257285.57           |

**Total Gross Subscriptions (Month):** $11523630759.89

**Total Gross Redemptions (Month):** $13846349178.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1600%           |
| 2025-08-04 | 4.1600%           |
| 2025-08-05 | 4.1500%           |
| 2025-08-06 | 4.1500%           |
| 2025-08-07 | 4.1500%           |
| 2025-08-08 | 4.1500%           |
| 2025-08-11 | 4.1500%           |
| 2025-08-12 | 4.1500%           |
| 2025-08-13 | 4.1500%           |
| 2025-08-14 | 4.1400%           |
| 2025-08-15 | 4.1400%           |
| 2025-08-18 | 4.1400%           |
| 2025-08-19 | 4.1400%           |
| 2025-08-20 | 4.1400%           |
| 2025-08-21 | 4.1300%           |
| 2025-08-22 | 4.1300%           |
| 2025-08-25 | 4.1300%           |
| 2025-08-26 | 4.1300%           |
| 2025-08-27 | 4.1300%           |
| 2025-08-28 | 4.1300%           |
| 2025-08-29 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 20.7700%         | 0.0000%              |
| Broker-dealer                                       |  | 11.7900%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.4500%         | 0.0000%              |
| Non-financial corporation                           |  | 5.4500%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $67026339.83

- **Number of Shares Outstanding:** 67053057.9400

- **Expense Reimbursement/Waiver:** 615.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9997          |
|  |  |
| 2025-08-15 | 0.9997          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9997          |
|  |  |
| 2025-08-28 | 0.9997          |
|  |  |
| 2025-08-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $623194.50                | $0.00                   |
| 2025-08-04 | $20382517.21              | $0.00                   |
| 2025-08-06 | $0.00                     | $78300000.00            |
| 2025-08-08 | $98433.88                 | $0.00                   |
| 2025-08-11 | $0.00                     | $2444434.34             |
| 2025-08-12 | $20238453.66              | $0.00                   |
| 2025-08-13 | $0.00                     | $34655297.30            |
| 2025-08-14 | $0.00                     | $8714787.93             |
| 2025-08-18 | $15088681.16              | $0.00                   |
| 2025-08-19 | $13322420.50              | $0.00                   |
| 2025-08-20 | $0.00                     | $9217013.70             |
| 2025-08-22 | $51259398.06              | $0.00                   |
| 2025-08-25 | $0.00                     | $68879182.81            |
| 2025-08-26 | $112521.75                | $0.00                   |
| 2025-08-28 | $57407.75                 | $0.00                   |
| 2025-08-29 | $4431953.21               | $0.00                   |

**Total Gross Subscriptions (Month):** $125614981.68

**Total Gross Redemptions (Month):** $202210716.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0600%           |
| 2025-08-04 | 4.0600%           |
| 2025-08-05 | 4.0500%           |
| 2025-08-06 | 4.0500%           |
| 2025-08-07 | 4.0500%           |
| 2025-08-08 | 4.0500%           |
| 2025-08-11 | 4.0500%           |
| 2025-08-12 | 4.0500%           |
| 2025-08-13 | 4.0500%           |
| 2025-08-14 | 4.0400%           |
| 2025-08-15 | 4.0400%           |
| 2025-08-18 | 4.0400%           |
| 2025-08-19 | 4.0400%           |
| 2025-08-20 | 4.0300%           |
| 2025-08-21 | 4.0300%           |
| 2025-08-22 | 4.0300%           |
| 2025-08-25 | 4.0300%           |
| 2025-08-26 | 4.0300%           |
| 2025-08-27 | 4.0300%           |
| 2025-08-28 | 4.0300%           |
| 2025-08-29 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9100%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3470296135.87

- **Number of Shares Outstanding:** 3470901680.3600

- **Expense Reimbursement/Waiver:** 23988.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $22635738.99              | $0.00                   |
| 2025-08-04 | $556019198.50             | $81952.55               |
| 2025-08-05 | $85547.30                 | $30187736.76            |
| 2025-08-06 | $6254075.32               | $119211.02              |
| 2025-08-07 | $39287426.53              | $0.00                   |
| 2025-08-08 | $30002270.96              | $0.00                   |
| 2025-08-11 | $15747042.39              | $375.00                 |
| 2025-08-12 | $233554.97                | $46279684.20            |
| 2025-08-13 | $76859.57                 | $350276.39              |
| 2025-08-14 | $67883024.87              | $204895.63              |
| 2025-08-15 | $878343.64                | $389739249.70           |
| 2025-08-18 | $13854666.11              | $1062750.98             |
| 2025-08-19 | $6311779.00               | $742313.45              |
| 2025-08-20 | $1855721.30               | $29551628.84            |
| 2025-08-21 | $51080446.09              | $548255.83              |
| 2025-08-22 | $196669.81                | $185340188.52           |
| 2025-08-25 | $33732630.03              | $477526.44              |
| 2025-08-26 | $47118689.77              | $335085.17              |
| 2025-08-27 | $4175775.41               | $467681.08              |
| 2025-08-28 | $16403417.19              | $144259.28              |
| 2025-08-29 | $26972093.99              | $492232.40              |

**Total Gross Subscriptions (Month):** $940804971.74

**Total Gross Redemptions (Month):** $686125303.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.6600%           |
| 2025-08-04 | 3.6600%           |
| 2025-08-05 | 3.6500%           |
| 2025-08-06 | 3.6500%           |
| 2025-08-07 | 3.6500%           |
| 2025-08-08 | 3.6500%           |
| 2025-08-11 | 3.6500%           |
| 2025-08-12 | 3.6500%           |
| 2025-08-13 | 3.6500%           |
| 2025-08-14 | 3.6500%           |
| 2025-08-15 | 3.6400%           |
| 2025-08-18 | 3.6400%           |
| 2025-08-19 | 3.6400%           |
| 2025-08-20 | 3.6400%           |
| 2025-08-21 | 3.6300%           |
| 2025-08-22 | 3.6300%           |
| 2025-08-25 | 3.6300%           |
| 2025-08-26 | 3.6300%           |
| 2025-08-27 | 3.6300%           |
| 2025-08-28 | 3.6300%           |
| 2025-08-29 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 98.6500%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3529192481.98

- **Number of Shares Outstanding:** 3531564696.9200

- **Expense Reimbursement/Waiver:** 24670.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9995          |
|  |  |
| 2025-08-04 | 0.9995          |
|  |  |
| 2025-08-05 | 0.9995          |
|  |  |
| 2025-08-06 | 0.9995          |
|  |  |
| 2025-08-07 | 0.9995          |
|  |  |
| 2025-08-08 | 0.9995          |
|  |  |
| 2025-08-11 | 0.9995          |
|  |  |
| 2025-08-12 | 0.9995          |
|  |  |
| 2025-08-13 | 0.9996          |
|  |  |
| 2025-08-14 | 0.9995          |
|  |  |
| 2025-08-15 | 0.9995          |
|  |  |
| 2025-08-18 | 0.9995          |
|  |  |
| 2025-08-19 | 0.9995          |
|  |  |
| 2025-08-20 | 0.9995          |
|  |  |
| 2025-08-21 | 0.9994          |
|  |  |
| 2025-08-22 | 0.9995          |
|  |  |
| 2025-08-25 | 0.9995          |
|  |  |
| 2025-08-26 | 0.9995          |
|  |  |
| 2025-08-27 | 0.9995          |
|  |  |
| 2025-08-28 | 0.9995          |
|  |  |
| 2025-08-29 | 0.9995          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $14253107.69              | $742639.25              |
| 2025-08-04 | $62102835.12              | $0.00                   |
| 2025-08-05 | $23921400.47              | $0.00                   |
| 2025-08-06 | $0.00                     | $12471144.67            |
| 2025-08-07 | $0.00                     | $6918760.47             |
| 2025-08-08 | $9665186.86               | $0.00                   |
| 2025-08-11 | $31458561.06              | $0.00                   |
| 2025-08-12 | $34387856.82              | $0.00                   |
| 2025-08-13 | $3057736.33               | $0.00                   |
| 2025-08-14 | $0.00                     | $48623933.36            |
| 2025-08-15 | $0.00                     | $72393811.10            |
| 2025-08-18 | $12136285.82              | $0.00                   |
| 2025-08-19 | $44602698.50              | $0.00                   |
| 2025-08-20 | $20627426.36              | $0.00                   |
| 2025-08-21 | $0.00                     | $77534490.09            |
| 2025-08-22 | $11583840.45              | $0.00                   |
| 2025-08-25 | $0.00                     | $2702639.96             |
| 2025-08-26 | $17996343.32              | $0.00                   |
| 2025-08-27 | $14420099.48              | $0.00                   |
| 2025-08-28 | $0.00                     | $15324633.66            |
| 2025-08-29 | $0.00                     | $130450339.39           |

**Total Gross Subscriptions (Month):** $300213378.28

**Total Gross Redemptions (Month):** $367162391.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1100%           |
| 2025-08-04 | 4.1100%           |
| 2025-08-05 | 4.1000%           |
| 2025-08-06 | 4.1000%           |
| 2025-08-07 | 4.1000%           |
| 2025-08-08 | 4.0900%           |
| 2025-08-11 | 4.0900%           |
| 2025-08-12 | 4.1000%           |
| 2025-08-13 | 4.1000%           |
| 2025-08-14 | 4.0900%           |
| 2025-08-15 | 4.0900%           |
| 2025-08-18 | 4.0900%           |
| 2025-08-19 | 4.0900%           |
| 2025-08-20 | 4.0800%           |
| 2025-08-21 | 4.0800%           |
| 2025-08-22 | 4.0800%           |
| 2025-08-25 | 4.0800%           |
| 2025-08-26 | 4.0800%           |
| 2025-08-27 | 4.0800%           |
| 2025-08-28 | 4.0800%           |
| 2025-08-29 | 4.0800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9100%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2730050.80

- **Number of Shares Outstanding:** 2730518.2500

- **Expense Reimbursement/Waiver:** 18.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $9250.29                  | $0.00                   |
| 2025-08-07 | $1.10                     | $0.00                   |

**Total Gross Subscriptions (Month):** $9251.39

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0100%           |
| 2025-08-04 | 4.0100%           |
| 2025-08-05 | 4.0000%           |
| 2025-08-06 | 4.0000%           |
| 2025-08-07 | 4.0000%           |
| 2025-08-08 | 4.0000%           |
| 2025-08-11 | 4.0000%           |
| 2025-08-12 | 4.0000%           |
| 2025-08-13 | 4.0000%           |
| 2025-08-14 | 4.0000%           |
| 2025-08-15 | 3.9900%           |
| 2025-08-18 | 3.9900%           |
| 2025-08-19 | 3.9900%           |
| 2025-08-20 | 3.9900%           |
| 2025-08-21 | 3.9800%           |
| 2025-08-22 | 3.9800%           |
| 2025-08-25 | 3.9800%           |
| 2025-08-26 | 3.9800%           |
| 2025-08-27 | 3.9800%           |
| 2025-08-28 | 3.9800%           |
| 2025-08-29 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56550.53

- **Number of Shares Outstanding:** 56565.1200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $160.64                   | $0.00                   |

**Total Gross Subscriptions (Month):** $160.64

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.3600%           |
| 2025-08-04 | 3.3600%           |
| 2025-08-05 | 3.3500%           |
| 2025-08-06 | 3.3500%           |
| 2025-08-07 | 3.3500%           |
| 2025-08-08 | 3.3400%           |
| 2025-08-11 | 3.3400%           |
| 2025-08-12 | 3.3400%           |
| 2025-08-13 | 3.3500%           |
| 2025-08-14 | 3.3400%           |
| 2025-08-15 | 3.3400%           |
| 2025-08-18 | 3.3400%           |
| 2025-08-19 | 3.3400%           |
| 2025-08-20 | 3.3300%           |
| 2025-08-21 | 3.3300%           |
| 2025-08-22 | 3.3300%           |
| 2025-08-25 | 3.3300%           |
| 2025-08-26 | 3.3300%           |
| 2025-08-27 | 3.3300%           |
| 2025-08-28 | 3.3300%           |
| 2025-08-29 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $140480906.44

- **Number of Shares Outstanding:** 140479144.5200

- **Expense Reimbursement/Waiver:** 971.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $851166.92                | $521322.16              |
| 2025-08-04 | $468331.71                | $200266.46              |
| 2025-08-05 | $702754.00                | $338004.10              |
| 2025-08-06 | $147596.51                | $441918.00              |
| 2025-08-07 | $110813.00                | $2077614.45             |
| 2025-08-08 | $0.00                     | $90000.00               |
| 2025-08-11 | $5038421.91               | $1885402.39             |
| 2025-08-12 | $438736.97                | $1456619.38             |
| 2025-08-13 | $1052589.04               | $4267182.48             |
| 2025-08-14 | $4095772.59               | $147012.04              |
| 2025-08-15 | $934560.40                | $1291125.82             |
| 2025-08-18 | $2590611.97               | $1001320.29             |
| 2025-08-19 | $400622.00                | $551796.94              |
| 2025-08-20 | $1123976.37               | $505790.43              |
| 2025-08-21 | $740592.00                | $2479406.34             |
| 2025-08-22 | $4834321.61               | $5508196.30             |
| 2025-08-25 | $2162874.00               | $1138486.15             |
| 2025-08-26 | $271962.61                | $3095533.76             |
| 2025-08-27 | $293723.89                | $1411278.86             |
| 2025-08-28 | $5000.00                  | $1237044.61             |
| 2025-08-29 | $1214412.29               | $1037774.69             |

**Total Gross Subscriptions (Month):** $27478839.79

**Total Gross Redemptions (Month):** $30683095.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1600%           |
| 2025-08-04 | 4.1600%           |
| 2025-08-05 | 4.1600%           |
| 2025-08-06 | 4.1500%           |
| 2025-08-07 | 4.1500%           |
| 2025-08-08 | 4.1500%           |
| 2025-08-11 | 4.1500%           |
| 2025-08-12 | 4.1500%           |
| 2025-08-13 | 4.1500%           |
| 2025-08-14 | 4.1500%           |
| 2025-08-15 | 4.1400%           |
| 2025-08-18 | 4.1400%           |
| 2025-08-19 | 4.1400%           |
| 2025-08-20 | 4.1400%           |
| 2025-08-21 | 4.1300%           |
| 2025-08-22 | 4.1300%           |
| 2025-08-25 | 4.1300%           |
| 2025-08-26 | 4.1300%           |
| 2025-08-27 | 4.1300%           |
| 2025-08-28 | 4.1300%           |
| 2025-08-29 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $49999.98

- **Number of Shares Outstanding:** 50000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-26 | $50000.00                 | $0.00                   |

**Total Gross Subscriptions (Month):** $50000.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-29 | 4.1100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $447423749.58
- **C.18.a - Value (excl. sponsor support):** $447423749.58
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $461895004.35
- **C.18.a - Value (excl. sponsor support):** $461895004.35
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $645629581.84
- **C.18.a - Value (excl. sponsor support):** $645629581.84
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $628855470.88
- **C.18.a - Value (excl. sponsor support):** $628855470.88
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $428315455.05
- **C.18.a - Value (excl. sponsor support):** $428315455.05
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $143343294.94
- **C.18.a - Value (excl. sponsor support):** $143343294.94
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $212492150.50
- **C.18.a - Value (excl. sponsor support):** $212492150.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $225987432.22
- **C.18.a - Value (excl. sponsor support):** $225987432.22
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $237298697.55
- **C.18.a - Value (excl. sponsor support):** $237298697.55
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $147362654.28
- **C.18.a - Value (excl. sponsor support):** $147362654.28
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $334295734.08
- **C.18.a - Value (excl. sponsor support):** $334295734.08
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $423516598.92
- **C.18.a - Value (excl. sponsor support):** $423516598.92
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $132430452.88
- **C.18.a - Value (excl. sponsor support):** $132430452.88
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $72405989.51
- **C.18.a - Value (excl. sponsor support):** $72405989.51
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $211108423.68
- **C.18.a - Value (excl. sponsor support):** $211108423.68
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $291939283.55
- **C.18.a - Value (excl. sponsor support):** $291939283.55
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $85097942.74
- **C.18.a - Value (excl. sponsor support):** $85097942.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $240306750.81
- **C.18.a - Value (excl. sponsor support):** $240306750.81
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $373908680.76
- **C.18.a - Value (excl. sponsor support):** $373908680.76
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $122498348.19
- **C.18.a - Value (excl. sponsor support):** $122498348.19
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $654806508.86
- **C.18.a - Value (excl. sponsor support):** $654806508.86
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $141198862.98
- **C.18.a - Value (excl. sponsor support):** $141198862.98
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $279192546.18
- **C.18.a - Value (excl. sponsor support):** $279192546.18
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $174867929.28
- **C.18.a - Value (excl. sponsor support):** $174867929.28
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $80347427.90
- **C.18.a - Value (excl. sponsor support):** $80347427.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $164119926.10
- **C.18.a - Value (excl. sponsor support):** $164119926.10
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $184405270.28
- **C.18.a - Value (excl. sponsor support):** $184405270.28
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $473242027.96
- **C.18.a - Value (excl. sponsor support):** $473242027.96
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $209326497.81
- **C.18.a - Value (excl. sponsor support):** $209326497.81
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $203084873.60
- **C.18.a - Value (excl. sponsor support):** $203084873.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $180783691.04
- **C.18.a - Value (excl. sponsor support):** $180783691.04
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $131465550.80
- **C.18.a - Value (excl. sponsor support):** $131465550.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $214627660.52
- **C.18.a - Value (excl. sponsor support):** $214627660.52
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $261893842.25
- **C.18.a - Value (excl. sponsor support):** $261893842.25
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $216266763.93
- **C.18.a - Value (excl. sponsor support):** $216266763.93
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $142090050.24
- **C.18.a - Value (excl. sponsor support):** $142090050.24
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $58680963.60
- **C.18.a - Value (excl. sponsor support):** $58680963.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55726143.20
- **C.18.a - Value (excl. sponsor support):** $55726143.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $27887649.44
- **C.18.a - Value (excl. sponsor support):** $27887649.44
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $81115958.00
- **C.18.a - Value (excl. sponsor support):** $81115958.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $60034080.86
- **C.18.a - Value (excl. sponsor support):** $60034080.86
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $65202161.64
- **C.18.a - Value (excl. sponsor support):** $65202161.64
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $143785726.04
- **C.18.a - Value (excl. sponsor support):** $143785726.04
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54980232.72
- **C.18.a - Value (excl. sponsor support):** $54980232.72
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $57290882.69
- **C.18.a - Value (excl. sponsor support):** $57290882.69
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $36017850.96
- **C.18.a - Value (excl. sponsor support):** $36017850.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $14995788.75
- **C.18.a - Value (excl. sponsor support):** $14995788.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $97915868.96
- **C.18.a - Value (excl. sponsor support):** $97915868.96
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55197975.80
- **C.18.a - Value (excl. sponsor support):** $55197975.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $61913651.98
- **C.18.a - Value (excl. sponsor support):** $61913651.98
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55082099.60
- **C.18.a - Value (excl. sponsor support):** $55082099.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $68337801.56
- **C.18.a - Value (excl. sponsor support):** $68337801.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $40117320.23
- **C.18.a - Value (excl. sponsor support):** $40117320.23
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $40016606.80
- **C.18.a - Value (excl. sponsor support):** $40016606.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $60065322.60
- **C.18.a - Value (excl. sponsor support):** $60065322.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $80123944.80
- **C.18.a - Value (excl. sponsor support):** $80123944.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $133049745.99
- **C.18.a - Value (excl. sponsor support):** $133049745.99
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $84229177.20
- **C.18.a - Value (excl. sponsor support):** $84229177.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $76428876.36
- **C.18.a - Value (excl. sponsor support):** $76428876.36
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.293400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $114027468.30
- **C.18.a - Value (excl. sponsor support):** $114027468.30
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56368092.48
- **C.18.a - Value (excl. sponsor support):** $56368092.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54303905.52
- **C.18.a - Value (excl. sponsor support):** $54303905.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.325400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $657570236.58
- **C.18.a - Value (excl. sponsor support):** $657570236.58
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $61931393.28
- **C.18.a - Value (excl. sponsor support):** $61931393.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.348400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $885618951.30
- **C.18.a - Value (excl. sponsor support):** $885618951.30
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.241400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $737819640.18
- **C.18.a - Value (excl. sponsor support):** $737819640.18
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.303400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $756968122.73
- **C.18.a - Value (excl. sponsor support):** $756968122.73
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.302400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $717348420.89
- **C.18.a - Value (excl. sponsor support):** $717348420.89
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.44_0905
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-10-16      | N/A      | 0.0000% | $5900.00           | $5867.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-15      | N/A      | 0.0000% | $136600.00         | $134526.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $200.00            | $102.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $93.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $98.19             | $72.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $725.10            | $454.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $147.27            | $89.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $82.64             | $49.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $1.38              | $1.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $29.15             | $24.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $44.87             | $27.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $151.65            | $87.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $381.76            | $208.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $35.67             | $18.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $2.09              | $0.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $38621.20          | $10797.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $30405200.00       | $28482315.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $42540200.00       | $41900481.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $7129600.00        | $7011791.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $4194200.00        | $4267239.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1024.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 4.0000%  | 0.0000% | $69946700.00       | $71074322.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-08-15      | 6.3750%  | 0.0000% | $104600.00         | $110263.70         | U.S. Treasuries (including strips) |

### Security 70: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.44_0905
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $553000.00         | $210058.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1212000.00        | $454555.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $200.00            | $73.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $200.00            | $73.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $67.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $2800.00           | $930.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $4096600.00        | $1174126.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $200.00            | $54.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $5713000.00        | $1415624.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $2500.00           | $1978.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $91.52             | $67.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $10.83             | $6.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $7048545.12        | $4303468.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $2499847.68        | $2000413.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $4.53              | $4.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $20.48             | $18.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $151.20            | $133.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $1060117.91        | $923874.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $155443.60         | $131375.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $1676999.68        | $982074.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $49.43             | $28.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $154802.21         | $68064.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $2256806.40        | $947854.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $5867990.00        | $2202315.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $3254941.18        | $1157964.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $1283000.00        | $446128.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $6.96              | $2.39              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $79703.84          | $26999.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $14.22             | $4.58              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $729600.00         | $471290.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $354700.00         | $178646.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $8789900.00        | $3787181.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $1356000.00        | $536844.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $4200.00           | $5045.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $500.00            | $506.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $55462000.00       | $56752514.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 4.6250%  | 0.0000% | $183790800.00      | $176819525.13      | U.S. Treasuries (including strips) |

### Security 71: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.44_0905
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $45000.00          | $21350.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $499.99            | $226.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $260.00            | $97.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2415225.12        | $859230.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $51.93             | $17.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $34.82             | $11.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $135569800.00      | $151282373.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $114181800.00      | $112464737.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $11970300.00       | $12178755.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1019.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $200.00            | $75.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $100.00            | $36.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $124800.00         | $36561.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $18450300.00       | $9127695.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $3153.30           | $1977.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $2708779.77        | $1871867.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1220.00           | $1115.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $34.75             | $18.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $32926929.87       | $16872911.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $2617300.00        | $1279919.90        | U.S. Treasuries (including strips) |

### Security 72: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.44_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $100.00            | $51.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $200.00            | $102.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $2023500.00        | $1019143.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $46.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $100.00            | $43.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $860900.00         | $340832.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $100.00            | $38.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $5278600.00        | $2005086.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $300.00            | $112.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $1300.00           | $475.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1000.00           | $337.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $800.00            | $265.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $500.00            | $247.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $100.00            | $28.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $5848900.00        | $1630246.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $100.00            | $48.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $500.00            | $134.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $7699800.00        | $2048046.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $200.00            | $48.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $300.00            | $70.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $191896.49         | $148295.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $17.47             | $12.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $18.89             | $13.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $22.02             | $15.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $120.87            | $82.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $4479.20           | $2968.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $133985.68         | $84025.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $14.08             | $7.68              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $3990560.14        | $2109924.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $55.01             | $14.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $88.28             | $22.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $2.99              | $1.53              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $34.63             | $17.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $632.40            | $230.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $0.18              | $0.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $4441763.22        | $1865531.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $12.51             | $5.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $30.20             | $10.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $82.53             | $28.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $8874771.06        | $2966551.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $121.59            | $40.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $105.24            | $34.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $47.83             | $15.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $6003982.21        | $1880507.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $34.84             | $10.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $18.61             | $5.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $13826000.00       | $14572463.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $22521800.00       | $16654337.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $17490800.00       | $12809969.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $900.00            | $911.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 4.5000%  | 0.0000% | $300.00            | $303.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $495.39            | $302.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $229.85            | $136.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $6141587.74        | $4914584.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $989120.94         | $773513.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $13.56             | $9.62              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $483899.55         | $334392.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $30.18             | $29.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $72.71             | $47.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $24.62             | $21.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $3789390.30        | $3302389.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $69.53             | $41.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $727309.78         | $425922.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $32019045.81       | $18491030.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $95.98             | $53.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $23933937.99       | $13615658.31       | U.S. Treasuries (including strips) |

### Security 73: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.44_0905
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $200.00            | $102.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $239400.00         | $111884.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $200.00            | $84.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $26.77             | $19.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $403.25            | $252.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $199.54            | $121.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $2.09              | $1.56              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $3.20              | $3.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $0.48              | $0.42              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $24.93             | $15.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $132.17            | $76.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $21.66             | $7.91              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $11.27             | $5.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $2.82              | $1.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $5.07              | $2.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $17.06             | $6.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $248.61            | $91.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $54401800.00       | $55349176.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-15      | 3.8750%  | 0.0000% | $20720000.00       | $21038146.77       | U.S. Treasuries (including strips) |

### Security 74: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.43_0905
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $2113400.00        | $836701.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $16088500.00       | $6111248.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $100.00            | $37.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $200.00            | $73.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $200.00            | $67.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $49.05             | $36.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $805.18            | $504.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $256.01            | $156.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $30.46             | $26.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $20.48             | $16.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $84.49             | $50.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $61.81             | $35.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $95.88             | $49.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $46.08             | $19.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1175224.32        | $434872.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 3.7500%  | 0.0000% | $600.00            | $607.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $120002000.00      | $122794259.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 4.3024%  | 0.0000% | $409100.00         | $410215.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 4.6250%  | 0.0000% | $532700.00         | $546312.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-30      | 4.8750%  | 0.0000% | $21572600.00       | $21864708.21       | U.S. Treasuries (including strips) |

### Security 75: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17PVF2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17PVF2_4.23_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $1696700.00        | $1972879.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $102250000.00      | $99987785.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $43700.00          | $38480.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $95.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $706.16            | U.S. Treasuries (including strips) |

### Security 76: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17WQC0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQC0_4.36_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $3600.00           | $3745.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $188300.00         | $192243.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $493032400.00      | $500114778.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $103.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $9578400.00        | $9803933.63        | U.S. Treasuries (including strips) |

### Security 77: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17YJZ3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17YJZ3_4.14_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3055100.00        | $1209523.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $2053700.00        | $770231.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1700.00           | $573.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $34100.33          | $10980.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $800000.00         | $1019461.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 1.2500%  | 0.0000% | $9000.00           | $8450.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $71572800.00       | $70496490.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $9494700.00        | $9660044.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $17770900.00       | $17891807.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1015.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $1000.00           | $1023.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1019.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-11-15      | 6.1250%  | 0.0000% | $867700.00         | $929378.43         | U.S. Treasuries (including strips) |

### Security 78: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.44_0905
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $17175500.00       | $8778277.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $9550000.00        | $3581689.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $200.00            | $73.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $55600.00          | $27506.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $14361100.00       | $3869325.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $29693383.42       | $21344554.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $66.10             | $46.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $29352.32          | $20001.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $5945135.10        | $3940560.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $8192248.97        | $5137539.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $10.04             | $5.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $24622642.81       | $17015157.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $61.78             | $60.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $30571847.68       | $18404588.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $2022522.24        | $1184417.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $1055215.03        | $591233.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $13866340.76       | $7888353.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $25869150.10       | $13677769.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $10146017.27       | $5036462.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $10802292.27       | $3945666.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $229.58            | $82.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $900.00            | $855.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $700.00            | $708.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 4.0000%  | 0.0000% | $1132300.00        | $1150554.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $25131000.00       | $25715759.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2036-02-15      | 4.5000%  | 0.0000% | $11370800.00       | $11688749.82       | U.S. Treasuries (including strips) |

### Security 79: Natixis SA

- **C.1 - Title:** Natixis SA 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP180HP0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP180HP0_4.22_1024
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-10-15      | 0.1250%  | 0.0000% | $800.00            | $992.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $75000000.00       | $79300870.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $110.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 1.8750%  | 0.0000% | $600.00            | $589.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $4998800.00        | $4506681.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $17677900.00       | $18190104.97       | U.S. Treasuries (including strips) |

### Security 80: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1875G8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1875G8_4.27_1105
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $1696700.00        | $1972879.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $95697300.00       | $93580059.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $6524700.00        | $6407706.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $43700.00          | $38480.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $95.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $706.16            | U.S. Treasuries (including strips) |

### Security 81: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18BX11, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BX11_4.33_1112
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $2525500.00        | $1960826.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $1000.00           | $802.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $42600.00          | $38406.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $105111800.00      | $99999940.09       | U.S. Treasuries (including strips) |

### Security 82: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.44_0905
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $100.00            | $51.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $400.00            | $134.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $28864000.00       | $29357804.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $21271500.00       | $21641930.96       | U.S. Treasuries (including strips) |

### Security 83: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18JFY2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18JFY2_4.35_1121
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $1262700.00        | $980374.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $500.00            | $401.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $21300.00          | $19203.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $52555900.00       | $49999970.05       | U.S. Treasuries (including strips) |

### Security 84: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18KE61, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18KE61_4.34_1118
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $2525500.00        | $1960826.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $1000.00           | $802.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $42600.00          | $38406.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $105111800.00      | $99999940.09       | U.S. Treasuries (including strips) |

### Security 85: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MY81, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18MY81_4.35_1128
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $2525500.00        | $1960826.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $1000.00           | $802.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $42600.00          | $38406.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $105111800.00      | $99999940.09       | U.S. Treasuries (including strips) |

### Security 86: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18UHN9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHN9_4.35_1209
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $8394900.00        | $8244371.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $821900.00         | $638132.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $300.00            | $240.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $6816600.00        | $5849658.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $13900.00          | $12531.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $34205200.00       | $32541712.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $52353600.00       | $54713279.21       | U.S. Treasuries (including strips) |

### Security 87: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18WQK1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18WQK1_4.35_0905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $1500.00           | $1560.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $75300.00          | $76876.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $197212900.00      | $200045850.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $103.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $3831400.00        | $3921614.39        | U.S. Treasuries (including strips) |

### Security 88: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1973E4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1973E4_4.34_0905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-12-26      | N/A      | 0.0000% | $600.00            | $592.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $373100.00         | $215427.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $189709900.00      | $193987060.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 4.2500%  | 0.0000% | $7403000.00        | $7429911.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $20800.00          | $21180.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $10200.00          | $10522.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $5000.00           | $5243.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 4.7500%  | 0.0000% | $200.00            | $201.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $2988700.00        | $2944742.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $500.00            | $506.75            | U.S. Treasuries (including strips) |

### Security 89: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1993H3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993H3_4.43_0905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $200.00            | $75.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $300.00            | $109.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $400.00            | $134.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $300.00            | $99.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $29.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $36747300.00       | $9105613.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $67.09             | $49.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $167.05            | $104.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $90.10             | $55.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $5643894.64        | $3351073.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $10073.66          | $9206.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $999944.96         | $827558.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $93.83             | $54.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $163.84            | $89.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $20.32             | $9.50              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $9.60              | $3.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $8.55              | $3.54              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $98.99             | $34.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $20.76             | $6.86              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $12.94             | $3.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $600.00            | $795.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $97.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $36074900.00       | $33742616.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 3.8750%  | 0.0000% | $154138000.00      | $156958266.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $3800.00           | $3847.65           | U.S. Treasuries (including strips) |

### Security 90: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.34_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $336500.00         | $344086.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $104.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $60892600.00       | $62717744.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-22      | N/A      | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $38220400.00       | $39245640.94       | U.S. Treasuries (including strips) |

### Security 91: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.34_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2025-10-02      | N/A      | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-26      | N/A      | 0.0000% | $1850400.00        | $1826713.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $700.00            | $686.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $400.00            | $357.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $9000100.00        | $8898605.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $54000.00          | $55259.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $422900.00         | $432434.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 4.2414%  | 0.0000% | $9894600.00        | $9924001.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $77118400.00       | $79553637.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.3884%  | 0.0000% | $1248700.00        | $1253858.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $1600.00           | $1513.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-30      | 4.6250%  | 0.0000% | $900.00            | $951.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 4.7500%  | 0.0000% | $355500.00         | $358430.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $779.64            | U.S. Treasuries (including strips) |

### Security 92: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.355000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.35_0905
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 5.5700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-23      | N/A      | 0.0000% | $3729500.00        | $3707745.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $20624200.00       | $19964452.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $1721548800.00     | $1768248712.42     | U.S. Treasuries (including strips) |

### Security 93: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19GNC6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GNC6_4.29_0108
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $148500.00         | $116763.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $1899200.00        | $1572899.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $617500.00         | $526915.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $18500.00          | $16290.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $41465300.00       | $41985220.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $2944900.00        | $2691910.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $9092200.00        | $9004314.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $302.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $6914600.00        | $7162226.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $7806300.00        | $8011461.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $717000.00         | $833709.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $3213700.00        | $2253565.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $22306500.00       | $16600848.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $9386300.00        | $7277989.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $5148700.00        | $3945501.86        | U.S. Treasuries (including strips) |

### Security 94: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.34_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $26767700.00       | $27145979.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $500.00            | $519.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1124.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $22429000.00       | $22802686.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $50833600.00       | $52357244.34       | U.S. Treasuries (including strips) |

### Security 95: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_0905
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $3030800.00        | $1234844.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $250753600.00      | $79017725.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $1064474.95        | $270977.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $41403968.00       | $9916333.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $2415000.00        | $556341.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 4.1250%  | 0.0000% | $159507200.00      | $164003778.59      | U.S. Treasuries (including strips) |

### Security 96: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-10-28      | N/A      | 0.0000% | $45043700.00       | $44734249.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $51618500.00       | $33343383.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $700.00            | $357.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $2590700.00        | $1025665.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $200.00            | $73.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $23877600.00       | $8048876.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $49.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $7817632.12        | $4902609.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $21781919.18       | $13298885.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $43.60             | $34.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $3067820.25        | $2119977.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $420.00            | $339.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $801580.87         | $482560.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $15.38             | $9.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $29.48             | $14.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $8523277.48        | $3527528.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $10676204.29       | $3798123.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $0.07              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $211.70            | $68.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $1315933.13        | $412163.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $28200.00          | $27694.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 3.7500%  | 0.0000% | $359029400.00      | $360130410.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $33651700.00       | $34146925.01       | U.S. Treasuries (including strips) |

### Security 97: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TPN2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPN2_4.28_0126
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $4902100.00        | $5700036.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $91433000.00       | $89793523.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $500.00            | $388.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $1218900.00        | $1045997.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $6177500.00        | $5439650.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $21400.00          | $20359.26          | U.S. Treasuries (including strips) |

### Security 98: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.43_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $8927967.76        | $5999085.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $127865980.00      | $54492133.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-05-15      | 3.6250%  | 0.0000% | $14874200.00       | $12142814.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $21547800.00       | $19262099.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 4.5000%  | 0.0000% | $10000000.00       | $10103867.17       | U.S. Treasuries (including strips) |

### Security 99: Natixis SA

- **C.1 - Title:** Natixis SA 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WJN2, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJN2_4.28_0129
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2026-02-15      | 4.0000%  | 0.0000% | $4999700.00        | $5004333.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $16999900.00       | $17569271.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $12996900.00       | $13536115.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 4.6250%  | 0.0000% | $17635500.00       | $17423856.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $2601200.00        | $2668003.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 0.7500%  | 0.0000% | $999900.00         | $984178.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 0.7500%  | 0.0000% | $4950000.00        | $4855668.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $194.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $17354800.00       | $16183244.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-15      | 1.8750%  | 0.0000% | $9982400.00        | $8850908.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $1151000.00        | $1213142.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 2.2500%  | 0.0000% | $300.00            | $181.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-05-15      | 2.3750%  | 0.0000% | $77900.00          | $49338.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 2.3750%  | 0.0000% | $1000.00           | $975.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 2.6250%  | 0.0000% | $900.00            | $899.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $900.00            | $871.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 3.0000%  | 0.0000% | $4995800.00        | $3828333.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-06-30      | 3.2500%  | 0.0000% | $4999900.00        | $4956455.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $165.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $500.00            | $397.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $3795800.00        | $3823904.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $1025800.00        | $1047281.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $300.00            | $276.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-15      | N/A      | 0.0000% | $200.00            | $196.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $8.52              | $7.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $12.12             | $10.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 0.1250%  | 0.0000% | $100.00            | $124.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $1000.00           | $1047.22           | U.S. Treasuries (including strips) |

### Security 100: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WOJ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19WOJ5_4.35_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $101813400.00      | $99987793.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $1000.00           | $776.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $2299100.00        | $1972970.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $40400.00          | $38435.24          | U.S. Treasuries (including strips) |

### Security 101: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFP9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFP9_4.32_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $97439100.00       | $99999954.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $51900.00          | $38624.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $2575700.00        | $1973785.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $700.00            | $725.07            | U.S. Treasuries (including strips) |

### Security 102: Natixis SA

- **C.1 - Title:** Natixis SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XJ67, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XJ67_4.35_0905
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-04-16      | N/A      | 0.0000% | $1000.00           | $975.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-09      | N/A      | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-30      | N/A      | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $99.01             | $88.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $11014884.40       | $9505019.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $14200500.00       | $17612235.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $99999000.00       | $92907175.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $81700.00          | $88895.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $215000.00         | $200486.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $4999900.00        | $5202305.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $177.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $7512900.00        | $7238093.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $5000300.00        | $4844133.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $13054900.00       | $9605394.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $150000000.00      | $151568983.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-15      | 3.6250%  | 0.0000% | $24998800.00       | $25200454.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50855399.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 3.7500%  | 0.0000% | $541000.00         | $484544.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 3.7500%  | 0.0000% | $9999900.00        | $10144614.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $10000000.00       | $10074041.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $180.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1017.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1023.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-15      | 4.1250%  | 0.0000% | $2999800.00        | $3069790.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 4.2414%  | 0.0000% | $600.00            | $601.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $6871800.00        | $7098788.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $1100.00           | $1108.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-05-15      | 4.5000%  | 0.0000% | $1500.00           | $1537.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-08-15      | 4.5000%  | 0.0000% | $800.00            | $797.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $47685100.00       | $49066742.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 4.6250%  | 0.0000% | $1900.00           | $1877.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-31      | 4.8750%  | 0.0000% | $51643000.00       | $55222335.64       | U.S. Treasuries (including strips) |

### Security 103: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5WC8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WC8_4.15_0211
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $25936800.00       | $26618460.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $52800.00          | $50502.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $19184600.00       | $13241481.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $547000.00         | $379880.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $12976300.00       | $9204299.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $27778600.00       | $19842648.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $13800.00          | $10270.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $5224600.00        | $3868028.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $685600.00         | $525382.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $4174900.00        | $3122250.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $19774700.00       | $14892668.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $6981400.00        | $5162579.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $6662700.00        | $5081543.74        | U.S. Treasuries (including strips) |

### Security 104: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_0905
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $69235713.75       | $43419239.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $19.20             | $15.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $40.95             | $23.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $32514500.00       | $33080721.35       | U.S. Treasuries (including strips) |

### Security 105: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A7GQ1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7GQ1_4.08_0217
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $9500.00           | $9086.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $12727100.00       | $11735980.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $142.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $632200.00         | $467496.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $31023600.00       | $23661245.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $40568900.00       | $32790181.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $38033000.00       | $33335800.47       | U.S. Treasuries (including strips) |

### Security 106: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AB790, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AB790_4.14_0218
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $17500.00          | $16137.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $58396100.00       | $59191969.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $500.00            | $381.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $51924800.00       | $41968690.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $938700.00         | $822767.49         | U.S. Treasuries (including strips) |

### Security 107: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_0905
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $133.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $600.00            | $795.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $97.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $36182400.00       | $39460777.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $6555200.00        | $6569877.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $93911400.00       | $94939135.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $11476800.00       | $11952949.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $74700.00          | $76135.51          | U.S. Treasuries (including strips) |

### Security 108: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHGB2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AHGB2_4.38_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $163400.00         | $170014.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $8493600.00        | $8671465.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $58089600.00       | $58924053.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $3200.00           | $3307.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $432071000.00      | $442244572.27      | U.S. Treasuries (including strips) |

### Security 109: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJVG0, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1AJVG0_4.42_0902
- **C.18 - Value (incl. sponsor support):** $500130392.15
- **C.18.a - Value (excl. sponsor support):** $500130392.15
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $394000000.00      | $261813000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $400000000.00      | $248320000.00      | U.S. Treasuries (including strips) |

### Security 110: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKO18, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1AKO18_4.34_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $197338000.00      | $204000000.00      | U.S. Treasuries (including strips) |

### Security 111: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKPY5, C.3 - LEI: N/A, C.5 - Other ID: ARP1AKPY5_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49578202.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $19944000.00       | $20312701.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50924342.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50924342.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50924342.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 4.2500%  | 0.0000% | $50000000.00       | $51401825.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $45724500.00       | $45338769.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50924342.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50924342.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49578202.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $12027000.00       | $11822816.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $26600000.00       | $27345771.01       | U.S. Treasuries (including strips) |

### Security 112: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.420000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1AKRT4, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1AKRT4_4.42_0903
- **C.18 - Value (incl. sponsor support):** $500418039.22
- **C.18.a - Value (excl. sponsor support):** $500418039.22
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

### Security 113: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4L4, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1AL4L4_4.33_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $202363400.00      | $47592229.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $6000.00           | $1361.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-15      | 0.2500%  | 0.0000% | $40051300.00       | $49214192.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $697100.00         | $565168.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-02-15      | 3.5000%  | 0.0000% | $2900.00           | $2613.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-05-15      | 4.7500%  | 0.0000% | $4680000.00        | $4614924.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 5.0000%  | 0.0000% | $57100.00          | $58511.98          | U.S. Treasuries (including strips) |

### Security 114: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4S9, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1AL4S9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-20      | N/A      | 0.0000% | $8364400.00        | $8289831.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-16      | N/A      | 0.0000% | $11300.00          | $11167.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $971000.00         | $1139403.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $10344900.00       | $10069003.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $345500.00         | $298559.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $19157100.00       | $18573652.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $592300.00         | $513833.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $6175200.00        | $6040566.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $2230400.00        | $1976619.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $9054000.00        | $9167167.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $1000000.00        | $963714.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $231000.00         | $223863.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $471100.00         | $475284.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $24162100.00       | $24588426.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $16733000.00       | $17186910.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $2403500.00        | $2441592.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $37700.00          | $40302.48          | U.S. Treasuries (including strips) |

### Security 115: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4U4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1AL4U4_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $980238700.00      | $1020490804.87     | U.S. Treasuries (including strips) |

### Security 116: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4X8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AL4X8_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $600.00            | $721.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $2044100.00        | $2126848.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $106243400.00      | $108468260.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $40400.00          | $41753.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $390175200.00      | $399362291.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.52            | U.S. Treasuries (including strips) |

### Security 117: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL4Y6, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1AL4Y6_4.32_0902
- **C.18 - Value (incl. sponsor support):** $789000000.00
- **C.18.a - Value (excl. sponsor support):** $789000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $511000.00         | $268770.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $1455000.00        | $721877.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $689900.00         | $242363.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $1829084800.00     | $460660494.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $332335671.50      | $191924182.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $62466900.00       | $43951039.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 4.8750%  | 0.0000% | $9727100.00        | $10401277.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $93269800.00       | $96609994.31       | U.S. Treasuries (including strips) |

### Security 118: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL566, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1AL566_4.33_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $27019400.00       | $25455889.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $22398100.00       | $22723005.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $50768300.00       | $51952524.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $12987500.00       | $13332723.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $50343100.00       | $51932829.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $12813300.00       | $13210892.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $12348500.00       | $12671672.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $12496000.00       | $12818644.12       | U.S. Treasuries (including strips) |

### Security 119: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL582, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1AL582_4.33_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-11      | N/A      | 0.0000% | $900.00            | $873.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $200.00            | $192.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-12      | N/A      | 0.0000% | $485000.00         | $480892.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $24000.00          | $23542.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $105.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $42447100.00       | $44374053.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $22478400.00       | $12812257.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $500.00            | $326.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $500.00            | $501.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $92.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $500.00            | $498.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $165332000.00      | $146189413.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-02-15      | 6.6250%  | 0.0000% | $111400.00         | $116593.51         | U.S. Treasuries (including strips) |

### Security 120: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5F6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1AL5F6_4.33_0902
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $122703600.00      | $119260656.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $58995800.00       | $52308703.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $121151000.00      | $119232073.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $69133400.00       | $68104910.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $117420000.00      | $119656722.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $116405300.00      | $115981787.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $118500000.00      | $119455190.46      | U.S. Treasuries (including strips) |

### Security 121: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5K5, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1AL5K5_4.34_0902
- **C.18 - Value (incl. sponsor support):** $555000000.00
- **C.18.a - Value (excl. sponsor support):** $555000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $1685000.00        | $2024613.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $120500.00         | $118694.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $3282000.00        | $2017067.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $385800.00         | $361043.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $16964700.00       | $16594829.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $705700.00         | $689402.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $10002800.00       | $8109688.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $71630000.00       | $57096907.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $105570800.00      | $87664346.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $213103600.00      | $181743503.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $986700.00         | $790868.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $9684700.00        | $8869763.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $222100.00         | $226245.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $55395000.00       | $56081701.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $11408000.00       | $11598066.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $49265800.00       | $47568741.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $47964100.00       | $47121227.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $37819500.00       | $37285188.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-08-15      | 6.3750%  | 0.0000% | $390000.00         | $411140.45         | U.S. Treasuries (including strips) |

### Security 122: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL5N9, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1AL5N9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $116143600.00      | $75023887.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $32113800.00       | $16174243.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $155045600.00      | $64992479.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $201553000.00      | $71772015.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $166906297.80      | $78037373.33       | U.S. Treasuries (including strips) |

### Security 123: Natixis SA

- **C.1 - Title:** Natixis SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7O5, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1AL7O5_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 4.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $22700.00          | $26394.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 4.5000%  | 0.0000% | $209400.00         | $213835.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 4.2414%  | 0.0000% | $596200.00         | $597983.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 3.6250%  | 0.0000% | $811600.00         | $655983.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-05-15      | 2.3750%  | 0.0000% | $1165800.00        | $738372.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $1000200.00        | $795603.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 3.7500%  | 0.0000% | $899800.00         | $915156.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $1234700.00        | $1278917.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $1999900.00        | $1550691.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 4.1250%  | 0.0000% | $1845400.00        | $1917361.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-30      | N/A      | 0.0000% | $1998600.00        | $1991105.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $1999600.00        | $2050584.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $2981100.00        | $3043527.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $3707200.00        | $3794489.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 0.5000%  | 0.0000% | $4935500.00        | $4623369.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-11-15      | 6.5000%  | 0.0000% | $4999800.00        | $5267053.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $5471000.00        | $5507127.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $5999900.00        | $6161265.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $13998200.00       | $8654428.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 4.6250%  | 0.0000% | $9467100.00        | $9353485.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $15000100.00       | $10357678.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $11965300.00       | $10609048.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.1250%  | 0.0000% | $11862400.00       | $12234561.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 3.0000%  | 0.0000% | $19000000.00       | $14641139.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $13986300.00       | $14738664.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $16602000.00       | $16083759.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $15998700.00       | $16264225.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49464212.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50751208.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $51109589.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $53621900.00       | $55508487.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $99999800.00       | $58255970.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $60000000.00       | $62083106.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 4.3750%  | 0.0000% | $61997000.00       | $64680058.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $63465100.00       | $65109532.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.8750%  | 0.0000% | $75000700.00       | $76835143.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $100000000.00      | $99177518.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $100000000.00      | $100345815.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $134727000.00      | $131746252.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $143475100.00      | $142553146.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 4.2500%  | 0.0000% | $264421300.00      | $266313062.01      | U.S. Treasuries (including strips) |

### Security 124: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL7U1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AL7U1_4.33_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $36030700.00       | $40644051.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-03-31      | 4.1250%  | 0.0000% | $41990600.00       | $43282585.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $46281700.00       | $47361535.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $54758175.68       | $47720819.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $225.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $400.00            | $368.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 4.3750%  | 0.0000% | $800.00            | $805.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $900.00            | $870.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $0.50              | $0.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $12.68             | $10.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $200.00            | $54.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $38.96             | $22.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $92.13             | $79.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $180.47            | $104.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $424.66            | $217.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $25494.88          | $7687.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $47600.00          | $24651.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $77522.49          | $39123.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $699100.00         | $654887.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $2670420.01        | $1325591.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $16016289.27       | $8737750.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $12495900.00       | $12043255.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $14344000.00       | $15109860.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $15591000.00       | $16000756.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 0.1250%  | 0.0000% | $14402800.00       | $17593084.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $20508400.00       | $21615644.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 0.1250%  | 0.0000% | $17542700.00       | $21757414.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $34993600.00       | $21973478.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $41304400.00       | $24062327.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $27548400.00       | $29128161.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $46010600.00       | $38914574.00       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-09-08

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President