# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-258883
**Filing Date:** 2026-6
**Character Count:** 284020
**Document Hash:** bb57737879e6643ee98f0a6ed6149606
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258883.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258883

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 261067708

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Treasury Obligations Fund (Series ID: S000009578)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000026166 | Capital Shares         | TOCXX           |
| C000026167 | Institutional Shares   | TOIXX           |
| C000026168 | Service Shares         | TOSXX           |
| C000026169 | Trust Shares           | TOTXX           |
| C000144363 | Automated Shares       | TOAXX           |
| C000242767 | Select Shares          | TOLXX           |
| C000242768 | Advisor Shares         | TOVXX           |
| C000242769 | Cash Management Shares | TOMXX           |
| C000242770 | Premier Shares         | TOPXX           |
| C000242771 | Administrative Shares  | TODXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**Registrant Full Name:** Federated Hermes Money Market Obligations Trust

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES TREASURY OBLIGATIONS FUND

**LEI of Series:** 254900WUIGYHOH89FC60

**EDGAR Series Identifier:** S000009578

**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            | Federated Investment Management Company | 801-34612         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA   |  |
| Administrator                 | Federated Administrative Services       |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143      | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $56149159477.07

- **Amortized Cost of Portfolio Securities:** $56150150369.38

- **Cash:** $1500448499.81

- **Total Other Assets:** $96955343.27

- **Total Liabilities:** $1287489403.93

- **Net Assets of Series:** $56460064808.53

- **Number of Shares Outstanding (Series):** 56480696907.6100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $46830004139.24           | $55980004139.24            | 83.5600%                  | 99.8900%                   |
| 2026-05-04 | $46623211217.80           | $55773211217.80            | 83.5100%                  | 99.9000%                   |
| 2026-05-05 | $46524950680.69           | $56124950680.69            | 82.8200%                  | 99.9000%                   |
| 2026-05-06 | $47387484788.91           | $56687484788.91            | 83.5100%                  | 99.9000%                   |
| 2026-05-07 | $46033759618.07           | $55533759618.07            | 82.8100%                  | 99.9000%                   |
| 2026-05-08 | $49627089086.14           | $56527089086.14            | 87.6900%                  | 99.8800%                   |
| 2026-05-11 | $47403030106.32           | $56453030106.32            | 83.8800%                  | 99.8900%                   |
| 2026-05-12 | $48717170400.72           | $56967170400.72            | 85.4100%                  | 99.8800%                   |
| 2026-05-13 | $48650884312.59           | $56900884312.59            | 85.4000%                  | 99.8800%                   |
| 2026-05-14 | $48841377456.64           | $56741377456.64            | 85.9700%                  | 99.8800%                   |
| 2026-05-15 | $50402058932.46           | $57902058932.46            | 86.9400%                  | 99.8800%                   |
| 2026-05-18 | $49776975020.95           | $57676975020.95            | 86.2000%                  | 99.8800%                   |
| 2026-05-19 | $49815386127.24           | $57315386127.24            | 86.8100%                  | 99.8800%                   |
| 2026-05-20 | $50934540086.26           | $58434540086.26            | 88.3600%                  | 100.0000%                  |
| 2026-05-21 | $50591325494.87           | $57691325494.87            | 87.5800%                  | 99.8700%                   |
| 2026-05-22 | $50852646967.13           | $59002646967.13            | 86.0600%                  | 99.8500%                   |
| 2026-05-26 | $50191052694.60           | $58341052694.60            | 85.9100%                  | 99.8600%                   |
| 2026-05-27 | $51261829210.50           | $59411829210.50            | 86.1600%                  | 99.8600%                   |
| 2026-05-28 | $50889938114.70           | $59039938114.70            | 86.0700%                  | 99.8500%                   |
| 2026-05-29 | $49500598870.56           | $57650598870.56            | 85.7200%                  | 99.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7300%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7200%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7100%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.7000%             |
| 2026-05-14 | 3.7000%             |
| 2026-05-15 | 3.7000%             |
| 2026-05-18 | 3.6900%             |
| 2026-05-19 | 3.6800%             |
| 2026-05-20 | 3.6800%             |
| 2026-05-21 | 3.6700%             |
| 2026-05-22 | 3.6700%             |
| 2026-05-26 | 3.6700%             |
| 2026-05-27 | 3.6800%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9997                      |
|  |  |
| 2026-05-04 | 0.9997                      |
|  |  |
| 2026-05-05 | 0.9997                      |
|  |  |
| 2026-05-06 | 0.9997                      |
|  |  |
| 2026-05-07 | 0.9997                      |
|  |  |
| 2026-05-08 | 0.9997                      |
|  |  |
| 2026-05-11 | 0.9996                      |
|  |  |
| 2026-05-12 | 0.9996                      |
|  |  |
| 2026-05-13 | 0.9997                      |
|  |  |
| 2026-05-14 | 0.9996                      |
|  |  |
| 2026-05-15 | 0.9996                      |
|  |  |
| 2026-05-18 | 0.9996                      |
|  |  |
| 2026-05-19 | 0.9996                      |
|  |  |
| 2026-05-20 | 0.9997                      |
|  |  |
| 2026-05-21 | 0.9996                      |
|  |  |
| 2026-05-22 | 0.9996                      |
|  |  |
| 2026-05-26 | 0.9996                      |
|  |  |
| 2026-05-27 | 0.9996                      |
|  |  |
| 2026-05-28 | 0.9996                      |
|  |  |
| 2026-05-29 | 0.9996                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $28003949137.12

- **Number of Shares Outstanding:** 28014225936.1100

- **Expense Reimbursement/Waiver:** 1913102.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1254500426.74            | $444048250.76           |
| 2026-05-04 | $407455973.88             | $648203324.52           |
| 2026-05-05 | $496112988.63             | $393540601.80           |
| 2026-05-06 | $727481904.96             | $428628354.74           |
| 2026-05-07 | $505748450.22             | $432611588.56           |
| 2026-05-08 | $477329500.81             | $450959811.94           |
| 2026-05-11 | $312514079.49             | $621190276.91           |
| 2026-05-12 | $433218870.53             | $408364546.71           |
| 2026-05-13 | $317897638.95             | $473541700.99           |
| 2026-05-14 | $628690143.75             | $482570407.18           |
| 2026-05-15 | $837559480.44             | $415852405.35           |
| 2026-05-18 | $233869228.42             | $1102981850.84          |
| 2026-05-19 | $561271411.32             | $244447232.81           |
| 2026-05-20 | $715538914.81             | $389217520.83           |
| 2026-05-21 | $554908267.45             | $458593250.13           |
| 2026-05-22 | $1366810532.61            | $584706143.48           |
| 2026-05-26 | $523920029.04             | $877582800.61           |
| 2026-05-27 | $458549440.30             | $1095381772.79          |
| 2026-05-28 | $604608947.75             | $577588482.47           |
| 2026-05-29 | $621280391.35             | $1145475001.93          |

**Total Gross Subscriptions (Month):** $12039266621.45

**Total Gross Redemptions (Month):** $11675485325.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5200%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5100%           |
| 2026-05-06 | 3.5100%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.5100%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.6300%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9300%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.2500%          | 0.0000%              |
| Broker-dealer                                       |  | 9.0800%          | 0.0000%              |
| Broker-dealer                                       |  | 16.1300%         | 0.0000%              |
| Broker-dealer                                       |  | 11.8600%         | 0.0000%              |
| Broker-dealer                                       |  | 6.2700%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $4224836927.27

- **Number of Shares Outstanding:** 4226320779.5200

- **Expense Reimbursement/Waiver:** 277648.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $119732953.59             | $46763339.03            |
| 2026-05-04 | $41210004.85              | $84441990.68            |
| 2026-05-05 | $61366995.71              | $50457860.41            |
| 2026-05-06 | $42265894.46              | $37663921.78            |
| 2026-05-07 | $66998343.60              | $16410645.35            |
| 2026-05-08 | $41573579.24              | $21878117.84            |
| 2026-05-11 | $36482972.81              | $38774005.41            |
| 2026-05-12 | $29904849.90              | $27004039.54            |
| 2026-05-13 | $41799360.83              | $41450161.66            |
| 2026-05-14 | $27061699.32              | $178181594.44           |
| 2026-05-15 | $91517400.40              | $42989856.62            |
| 2026-05-18 | $38235506.10              | $54783893.62            |
| 2026-05-19 | $70166557.05              | $26050976.26            |
| 2026-05-20 | $68477302.94              | $61142197.42            |
| 2026-05-21 | $42503568.47              | $48009355.50            |
| 2026-05-22 | $23946152.35              | $38080501.58            |
| 2026-05-26 | $29227360.27              | $24414918.62            |
| 2026-05-27 | $53467193.96              | $45135022.19            |
| 2026-05-28 | $43010855.90              | $58431259.48            |
| 2026-05-29 | $169474083.23             | $63779218.63            |

**Total Gross Subscriptions (Month):** $1138422634.98

**Total Gross Redemptions (Month):** $1005842876.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3000%           |
| 2026-05-04 | 3.3000%           |
| 2026-05-05 | 3.2900%           |
| 2026-05-06 | 3.2900%           |
| 2026-05-07 | 3.2900%           |
| 2026-05-08 | 3.2800%           |
| 2026-05-11 | 3.2800%           |
| 2026-05-12 | 3.2800%           |
| 2026-05-13 | 3.2800%           |
| 2026-05-14 | 3.2700%           |
| 2026-05-15 | 3.2700%           |
| 2026-05-18 | 3.2600%           |
| 2026-05-19 | 3.2500%           |
| 2026-05-20 | 3.2500%           |
| 2026-05-21 | 3.2500%           |
| 2026-05-22 | 3.2500%           |
| 2026-05-26 | 3.2500%           |
| 2026-05-27 | 3.2600%           |
| 2026-05-28 | 3.2600%           |
| 2026-05-29 | 3.2700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 22.3800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.7200%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.5500%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.9100%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7411072347.06

- **Number of Shares Outstanding:** 7413742883.1000

- **Expense Reimbursement/Waiver:** 495122.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $54181241.48              | $42277483.74            |
| 2026-05-04 | $36941637.80              | $25409825.20            |
| 2026-05-05 | $50547291.31              | $29510906.17            |
| 2026-05-06 | $37034989.02              | $26373049.85            |
| 2026-05-07 | $26078224.58              | $42011629.33            |
| 2026-05-08 | $112696059.47             | $26152511.10            |
| 2026-05-11 | $29905935.28              | $42103941.19            |
| 2026-05-12 | $47265156.07              | $42892204.29            |
| 2026-05-13 | $37364202.05              | $23685593.33            |
| 2026-05-14 | $27324221.12              | $35738862.68            |
| 2026-05-15 | $31135333.58              | $28677397.73            |
| 2026-05-18 | $28103238.06              | $22220685.79            |
| 2026-05-19 | $18009970.77              | $29424828.19            |
| 2026-05-20 | $29370826.85              | $22800012.19            |
| 2026-05-21 | $30566035.39              | $39369521.20            |
| 2026-05-22 | $41767124.45              | $36823370.87            |
| 2026-05-26 | $50218048.42              | $47943141.92            |
| 2026-05-27 | $28660092.35              | $38148140.99            |
| 2026-05-28 | $30566229.10              | $38204626.39            |
| 2026-05-29 | $30533084.55              | $33419756.92            |

**Total Gross Subscriptions (Month):** $778268941.70

**Total Gross Redemptions (Month):** $673187489.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4200%           |
| 2026-05-04 | 3.4100%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4100%           |
| 2026-05-07 | 3.4100%           |
| 2026-05-08 | 3.4000%           |
| 2026-05-11 | 3.4000%           |
| 2026-05-12 | 3.4000%           |
| 2026-05-13 | 3.4000%           |
| 2026-05-14 | 3.3900%           |
| 2026-05-15 | 3.3900%           |
| 2026-05-18 | 3.3800%           |
| 2026-05-19 | 3.3700%           |
| 2026-05-20 | 3.3700%           |
| 2026-05-21 | 3.3700%           |
| 2026-05-22 | 3.3700%           |
| 2026-05-26 | 3.3700%           |
| 2026-05-27 | 3.3800%           |
| 2026-05-28 | 3.3800%           |
| 2026-05-29 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 77.9300%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1012212583.40

- **Number of Shares Outstanding:** 1012579048.9200

- **Expense Reimbursement/Waiver:** 62860.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $121999011.40             | $5697720.95             |
| 2026-05-04 | $7559886.65               | $3427717.95             |
| 2026-05-05 | $1828001.59               | $1136583.57             |
| 2026-05-06 | $24898919.22              | $413361.68              |
| 2026-05-07 | $28026966.61              | $2122831.64             |
| 2026-05-08 | $3709656.77               | $2347873.03             |
| 2026-05-11 | $876922.63                | $9129868.84             |
| 2026-05-12 | $7253684.21               | $434937.19              |
| 2026-05-13 | $33368044.97              | $287147.32              |
| 2026-05-14 | $128416631.89             | $1478529.48             |
| 2026-05-15 | $1704606.54               | $7480817.83             |
| 2026-05-18 | $1394282.35               | $1179386.96             |
| 2026-05-19 | $4557953.43               | $1365293.82             |
| 2026-05-20 | $569917.00                | $2814597.53             |
| 2026-05-21 | $128454.00                | $3714719.66             |
| 2026-05-22 | $426127.41                | $9033768.16             |
| 2026-05-26 | $3297331.02               | $351570.09              |
| 2026-05-27 | $3562829.58               | $6021234.69             |
| 2026-05-28 | $12542786.93              | $50866.90               |
| 2026-05-29 | $1773499.32               | $6860304.49             |

**Total Gross Subscriptions (Month):** $387895513.52

**Total Gross Redemptions (Month):** $65349131.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0700%           |
| 2026-05-04 | 3.0600%           |
| 2026-05-05 | 3.0600%           |
| 2026-05-06 | 3.0600%           |
| 2026-05-07 | 3.0500%           |
| 2026-05-08 | 3.0500%           |
| 2026-05-11 | 3.0500%           |
| 2026-05-12 | 3.0400%           |
| 2026-05-13 | 3.0400%           |
| 2026-05-14 | 3.0400%           |
| 2026-05-15 | 3.0400%           |
| 2026-05-18 | 3.0300%           |
| 2026-05-19 | 3.0200%           |
| 2026-05-20 | 3.0200%           |
| 2026-05-21 | 3.0100%           |
| 2026-05-22 | 3.0100%           |
| 2026-05-26 | 3.0200%           |
| 2026-05-27 | 3.0200%           |
| 2026-05-28 | 3.0300%           |
| 2026-05-29 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 45.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.8200%         | 0.0000%              |

### Class: Automated Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $1285658217.99

- **Number of Shares Outstanding:** 1286118902.0000

- **Expense Reimbursement/Waiver:** 85516.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $4484648.13               | $3630256.06             |
| 2026-05-04 | $7831047.10               | $7091451.04             |
| 2026-05-05 | $2453262.46               | $15819874.58            |
| 2026-05-06 | $2425055.44               | $1426536.24             |
| 2026-05-07 | $2818783.27               | $8555106.56             |
| 2026-05-08 | $13518996.22              | $478648.77              |
| 2026-05-11 | $15879577.12              | $492635.29              |
| 2026-05-12 | $2157570.90               | $2993007.72             |
| 2026-05-13 | $271095.33                | $5460411.84             |
| 2026-05-14 | $3170326.77               | $1438358.71             |
| 2026-05-15 | $16616295.65              | $955633.52              |
| 2026-05-18 | $14266171.42              | $417591.64              |
| 2026-05-19 | $344308.38                | $22206031.04            |
| 2026-05-20 | $3214068.76               | $5021130.70             |
| 2026-05-21 | $7233872.28               | $16020639.37            |
| 2026-05-22 | $17849732.34              | $12078429.52            |
| 2026-05-26 | $3326562.86               | $1847758.39             |
| 2026-05-27 | $11991314.86              | $1067645.11             |
| 2026-05-28 | $313465.40                | $14963404.54            |
| 2026-05-29 | $7599262.68               | $789498.70              |

**Total Gross Subscriptions (Month):** $137765417.37

**Total Gross Redemptions (Month):** $122754049.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2300%           |
| 2026-05-04 | 3.2200%           |
| 2026-05-05 | 3.2200%           |
| 2026-05-06 | 3.2200%           |
| 2026-05-07 | 3.2100%           |
| 2026-05-08 | 3.2100%           |
| 2026-05-11 | 3.2100%           |
| 2026-05-12 | 3.2000%           |
| 2026-05-13 | 3.2000%           |
| 2026-05-14 | 3.2000%           |
| 2026-05-15 | 3.2000%           |
| 2026-05-18 | 3.1900%           |
| 2026-05-19 | 3.1800%           |
| 2026-05-20 | 3.1800%           |
| 2026-05-21 | 3.1700%           |
| 2026-05-22 | 3.1700%           |
| 2026-05-26 | 3.1800%           |
| 2026-05-27 | 3.1800%           |
| 2026-05-28 | 3.1900%           |
| 2026-05-29 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 65.5300%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.7800%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $10232657706.61

- **Number of Shares Outstanding:** 10236456751.9200

- **Expense Reimbursement/Waiver:** 654545.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $49853243.03              | $141059620.82           |
| 2026-05-04 | $121850321.89             | $66883928.57            |
| 2026-05-05 | $172196760.94             | $148201397.31           |
| 2026-05-06 | $32685681.31              | $187703586.34           |
| 2026-05-07 | $98937020.89              | $679062177.13           |
| 2026-05-08 | $484049899.23             | $115788278.19           |
| 2026-05-11 | $358189865.50             | $134071239.41           |
| 2026-05-12 | $179433247.19             | $283597829.67           |
| 2026-05-13 | $137358294.59             | $275861178.73           |
| 2026-05-14 | $165561220.81             | $184238324.06           |
| 2026-05-15 | $940077589.42             | $254074321.52           |
| 2026-05-18 | $194334910.52             | $186752837.60           |
| 2026-05-19 | $41761679.67              | $291724257.60           |
| 2026-05-20 | $53964559.08              | $154308485.66           |
| 2026-05-21 | $97487845.25              | $265711131.29           |
| 2026-05-22 | $667229515.50             | $167853571.71           |
| 2026-05-26 | $137325267.07             | $133664391.38           |
| 2026-05-27 | $118585771.54             | $111873159.43           |
| 2026-05-28 | $777106940.30             | $258290842.22           |
| 2026-05-29 | $171741546.70             | $485154790.99           |

**Total Gross Subscriptions (Month):** $4999731180.43

**Total Gross Redemptions (Month):** $4525875349.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5700%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5400%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5300%           |
| 2026-05-19 | 3.5200%           |
| 2026-05-20 | 3.5200%           |
| 2026-05-21 | 3.5200%           |
| 2026-05-22 | 3.5200%           |
| 2026-05-26 | 3.5200%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0500%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.7400%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $250000.00

- **Net Assets of Class:** $31315450.42

- **Number of Shares Outstanding:** 31326736.1700

- **Expense Reimbursement/Waiver:** 2013.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $265871.48                | $219246.33              |
| 2026-05-04 | $389397.71                | $10666.86               |
| 2026-05-05 | $0.00                     | $25804.63               |
| 2026-05-06 | $60000.00                 | $0.00                   |
| 2026-05-07 | $15000.00                 | $31020.97               |
| 2026-05-08 | $25404.66                 | $0.00                   |
| 2026-05-11 | $0.00                     | $33356.10               |
| 2026-05-12 | $45000.00                 | $351500.00              |
| 2026-05-13 | $50780.13                 | $41400.00               |
| 2026-05-14 | $90000.00                 | $463.52                 |
| 2026-05-15 | $336.94                   | $215000.00              |
| 2026-05-18 | $0.00                     | $12200.00               |
| 2026-05-19 | $0.00                     | $85000.00               |
| 2026-05-20 | $154433.67                | $35682.69               |
| 2026-05-21 | $65000.00                 | $353572.51              |
| 2026-05-22 | $550082.00                | $0.00                   |
| 2026-05-26 | $1117796.36               | $103921.67              |
| 2026-05-27 | $1100000.00               | $158000.00              |
| 2026-05-28 | $0.00                     | $536218.94              |
| 2026-05-29 | $250004.85                | $251000.00              |

**Total Gross Subscriptions (Month):** $4179107.80

**Total Gross Redemptions (Month):** $2464054.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5700%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5400%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5300%           |
| 2026-05-19 | 3.5200%           |
| 2026-05-20 | 3.5200%           |
| 2026-05-21 | 3.5200%           |
| 2026-05-22 | 3.5200%           |
| 2026-05-26 | 3.5200%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 88.1200%         | 0.0000%              |
| Retail investor |  | 9.9100%          | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1018970663.96

- **Number of Shares Outstanding:** 1019363798.8600

- **Expense Reimbursement/Waiver:** 88571.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $174127389.70             | $8709484.70             |
| 2026-05-04 | $5176473.54               | $5360437.49             |
| 2026-05-05 | $114897637.53             | $11361270.15            |
| 2026-05-06 | $3826694.99               | $29617374.93            |
| 2026-05-07 | $122485.00                | $191292664.45           |
| 2026-05-08 | $472013402.64             | $2758003.88             |
| 2026-05-11 | $3266318.44               | $73253382.33            |
| 2026-05-12 | $1686604.03               | $40617297.42            |
| 2026-05-13 | $37387942.38              | $104406.23              |
| 2026-05-14 | $10697930.12              | $1037189.77             |
| 2026-05-15 | $2010000.37               | $30893858.45            |
| 2026-05-18 | $7339653.26               | $12129519.23            |
| 2026-05-19 | $28869008.49              | $1335149.00             |
| 2026-05-20 | $20759288.00              | $1040142.64             |
| 2026-05-21 | $6812658.33               | $2579617.44             |
| 2026-05-22 | $18275440.64              | $618297.48              |
| 2026-05-26 | $3859134.12               | $38437035.98            |
| 2026-05-27 | $2787667.29               | $25109271.84            |
| 2026-05-28 | $19228854.57              | $342207564.67           |
| 2026-05-29 | $3857638.41               | $76218778.79            |

**Total Gross Subscriptions (Month):** $937002221.85

**Total Gross Redemptions (Month):** $894680746.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5200%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5000%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4900%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5000%           |
| 2026-05-29 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 43.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.7600%          | 0.0000%              |
| Depository institution or other banking institution |  | 44.9600%         | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $3232822947.72

- **Number of Shares Outstanding:** 3233990875.0700

- **Expense Reimbursement/Waiver:** 214384.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $10653659.42              | $547541562.18           |
| 2026-05-04 | $2126465.27               | $10576606.39            |
| 2026-05-05 | $390512.16                | $3934003.75             |
| 2026-05-06 | $6586893.00               | $6141998.72             |
| 2026-05-07 | $129170.40                | $10725354.69            |
| 2026-05-08 | $2765416.85               | $1276769.06             |
| 2026-05-11 | $15096968.40              | $7547769.91             |
| 2026-05-12 | $96279080.88              | $1514526.46             |
| 2026-05-13 | $2500949.95               | $7577584.32             |
| 2026-05-14 | $7879431.96               | $6898203.52             |
| 2026-05-15 | $13735178.75              | $8065846.79             |
| 2026-05-18 | $23000.00                 | $23153126.43            |
| 2026-05-19 | $7363497.49               | $6567054.41             |
| 2026-05-20 | $4032294.28               | $4613191.71             |
| 2026-05-21 | $1993597.22               | $322267.05              |
| 2026-05-22 | $18016115.71              | $4233214.57             |
| 2026-05-26 | $440897.83                | $11610912.61            |
| 2026-05-27 | $18113873.66              | $3700398.56             |
| 2026-05-28 | $20710429.16              | $21202154.58            |
| 2026-05-29 | $11871677.69              | $21188937.36            |

**Total Gross Subscriptions (Month):** $240709110.08

**Total Gross Redemptions (Month):** $708391483.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2700%           |
| 2026-05-04 | 3.2600%           |
| 2026-05-05 | 3.2600%           |
| 2026-05-06 | 3.2600%           |
| 2026-05-07 | 3.2600%           |
| 2026-05-08 | 3.2500%           |
| 2026-05-11 | 3.2500%           |
| 2026-05-12 | 3.2500%           |
| 2026-05-13 | 3.2500%           |
| 2026-05-14 | 3.2500%           |
| 2026-05-15 | 3.2400%           |
| 2026-05-18 | 3.2300%           |
| 2026-05-19 | 3.2200%           |
| 2026-05-20 | 3.2200%           |
| 2026-05-21 | 3.2200%           |
| 2026-05-22 | 3.2200%           |
| 2026-05-26 | 3.2200%           |
| 2026-05-27 | 3.2300%           |
| 2026-05-28 | 3.2300%           |
| 2026-05-29 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 55.4200%         | 0.0000%              |
| Depository institution or other banking institution |  | 40.6400%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $6568826.98

- **Number of Shares Outstanding:** 6571195.9400

- **Expense Reimbursement/Waiver:** 443.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $30307.01                 | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.02                     | $36077.84               |
| 2026-05-06 | $0.00                     | $327071.34              |
| 2026-05-07 | $0.00                     | $58379.00               |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $172509.00              |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $15000.00                 | $0.00                   |
| 2026-05-22 | $149975.00                | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $10000.00                 | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $4550.00                |

**Total Gross Subscriptions (Month):** $205282.03

**Total Gross Redemptions (Month):** $598587.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0200%           |
| 2026-05-04 | 3.0200%           |
| 2026-05-05 | 3.0100%           |
| 2026-05-06 | 3.0100%           |
| 2026-05-07 | 3.0100%           |
| 2026-05-08 | 3.0100%           |
| 2026-05-11 | 3.0000%           |
| 2026-05-12 | 3.0000%           |
| 2026-05-13 | 3.0000%           |
| 2026-05-14 | 3.0000%           |
| 2026-05-15 | 2.9900%           |
| 2026-05-18 | 2.9800%           |
| 2026-05-19 | 2.9700%           |
| 2026-05-20 | 2.9700%           |
| 2026-05-21 | 2.9700%           |
| 2026-05-22 | 2.9700%           |
| 2026-05-26 | 2.9700%           |
| 2026-05-27 | 2.9800%           |
| 2026-05-28 | 2.9800%           |
| 2026-05-29 | 2.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 88.5800%         | 0.0000%              |
| Broker-dealer                                       |  | 10.6600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/2 BOND 46 | 2046-05-15      | 2.5000%  |  | $592704800.00      | $404340302.58      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39 | 2039-05-15      | 4.2500%  |  | $109911200.00      | $105813144.18      | U.S. Treasuries (including strips) |

### Security 2: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.650%, 6/18/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $560.00            | $578.38            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $80.00             | $80.88             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $7999280.00        | $7701025.62        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $80.00             | $81.32             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $3999920.00        | $2612003.50        | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26    | 2026-08-20      | 0.0000%  |  | $1440.00           | $1428.06           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $80.00             | $79.43             | U.S. Treasuries (including strips) |
| USTR BILL 10/15/26    | 2026-10-15      | 0.0000%  |  | $800.00            | $788.79            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $720.00            | $620.00            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $9560720.00        | $9310823.46        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $160.00            | $158.41            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $80.00             | $76.99             | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $80.00             | $71.98             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $240.00            | $210.01            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $1113120.00        | $1052660.85        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $80.00             | $68.23             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $508880.00         | $483401.42         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $112588800.00      | $114297472.38      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  |  | $22625200.00       | $22534341.38       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $320.00            | $319.90            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $3181600.00        | $3230568.16        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $26396720.00       | $26949751.12       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $80.00             | $81.19             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $5026960.00        | $5107726.30        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $67017760.00       | $67530049.31       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $19999840.00       | $19972041.88       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $17509600.00       | $18016373.62       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $80.00             | $81.38             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $240.00            | $231.66            | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $8209069.72        | $5867290.08        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $4000000.00        | $4031118.36        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $14594960.00       | $14441136.46       | U.S. Treasuries (including strips) |
| USTR 5 BOND 56        | 2056-05-15      | 5.0000%  |  | $243760.00         | $244814.30         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $73181360.00       | $63454994.85       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $160.00            | $153.70            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $2498982.84        | $2380857.69        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $47011120.00       | $47295186.64       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $80.00             | $78.91             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  |  | $15198480.00       | $15104820.66       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  |  | $400000.00         | $391171.68         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $9438400.00        | $9394497.88        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $10480000.00       | $10444479.86       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $80.00             | $79.61             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $320.00            | $319.63            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $19199920.00       | $19067067.69       | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $80.00             | $77.39             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $2080.00           | $2071.76           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  |  | $29595520.00       | $29255494.18       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $800.00            | $802.66            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $240.00            | $243.46            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $144089600.00      | $142522891.86      | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $640.00            | $640.38            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $240.00            | $218.57            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $2109840.00        | $1771522.73        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $80.00             | $54.93             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $3360.00           | $2023.62           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $3999760.00        | $2177798.58        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $3037360.00        | $2034612.90        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $80.00             | $79.14             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $240.00            | $227.34            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $240.00            | $238.45            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $22000800.00       | $18993600.80       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $80.00             | $79.34             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $40376400.00       | $35005475.95       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $11496720.00       | $10970396.24       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $80.00             | $69.46             | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $781.78            | $765.89            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $35097120.00       | $32999342.63       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $640.00            | $642.80            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $36382720.00       | $35084605.06       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $11199840.00       | $11526881.27       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $80.00             | $80.18             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $4000000.00        | $2277314.43        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $80.00             | $49.62             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $240.00            | $133.22            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $80.00             | $56.44             | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $455440.00         | $333246.32         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $3999920.00        | $2763185.78        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $1600.00           | $1209.47           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $80.00             | $71.56             | U.S. Treasuries (including strips) |

### Security 3: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.620%, 6/15/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE W 31 | 2031-03-31      | 3.8750%  |  | $151500600.00      | $150750003.11      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43   | 2043-08-15      | 3.6250%  |  | $169293345.00      | $145343623.13      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29 | 2029-04-15      | 2.1250%  |  | $459574494.37      | $468906375.87      | U.S. Treasuries (including strips) |

### Security 4: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.620%, 6/15/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $388711040.00      | $397197127.40      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $194856000.00      | $198958449.78      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $172536320.00      | $175749613.67      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $249896220.00      | $248094817.29      | U.S. Treasuries (including strips) |

### Security 5: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $518962000.00
- **C.18.a - Value (excl. sponsor support):** $518962000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $86561297.78       | $89059811.56       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $157040800.90      | $159965508.07      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $67758896.28       | $67536283.27       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $1230828.66        | $1264522.11        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $44401473.85       | $44092539.19       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $99149558.36       | $84397763.76       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $104739888.38      | $58216728.46       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $35255268.30       | $24808083.80       | U.S. Treasuries (including strips) |

### Security 6: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 5/8 NOTE S 27 | 2027-11-30      | 0.6250%  |  | $226473542.86      | $216224179.05      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30 | 2030-02-15      | 1.5000%  |  | $181126628.57      | $165944767.69      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29 | 2029-05-15      | 2.3750%  |  | $133904914.29      | $127831058.69      | U.S. Treasuries (including strips) |

### Security 7: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $46449056.60       | $47513069.51       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $31473710.69       | $31257481.51       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $28155974.84       | $28353769.34       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $34163905.02       | $33642349.70       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $3131823.90        | $3134707.31        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $30397767.24       | $28487045.88       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $16448276.73       | $13391082.55       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $19230792.45       | $18220499.84       | U.S. Treasuries (including strips) |

### Security 8: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 1/4 BOND 29 | 2029-02-15      | 5.2500%  |  | $41800.00          | $43827.00          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  |  | $69451200.00       | $68620785.43       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40 | 2040-02-15      | 4.6250%  |  | $33194800.00       | $33335463.97       | U.S. Treasuries (including strips) |

### Security 9: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 69999A006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 9.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION BNP

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $191500000.00      | $192788828.30      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $11200.00          | $10368.27          | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $7082300.00        | $6461160.18        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $18100.00          | $16259.71          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $2532000.00        | $2434862.02        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $277797500.00      | $262815189.35      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $2400300.00        | $2281765.39        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $267778200.00      | $266404844.20      | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  |  | $400.00            | $415.73            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $17743000.00       | $13268656.47       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $86800.00          | $83472.57          | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $100.00            | $106.85            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $1673200.00        | $1600590.70        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $300.00            | $207.65            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $24771100.00       | $18939382.36       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $5028000.00        | $4421647.73        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $206344600.00      | $146916098.89      | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $1600.00           | $1314.36           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $26593100.00       | $18280941.27       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $25817800.00       | $14716471.50       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $71338600.00       | $51814008.35       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $60800.00          | $54351.59          | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $2184000.00        | $1131701.20        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $2352700.00        | $1470531.53        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $54910400.00       | $26866247.13       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $300.00            | $141.40            | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $1289100.00        | $944577.60         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $59301900.00       | $46174177.16       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1000.00           | $740.01            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $500.00            | $363.35            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $3253400.00        | $2425364.96        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $38618000.00       | $38735761.14       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $1262500.00        | $1268528.53        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $7604000.00        | $5570793.79        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $27000.00          | $25613.49          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $400.00            | $385.70            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $1400.00           | $899.80            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $400.00            | $396.92            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $200.00            | $203.95            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $173312000.00      | $172121320.19      | U.S. Treasuries (including strips) |
| USTR BILL 10/22/26    | 2026-10-22      | 0.0000%  |  | $2278100.00        | $2245343.20        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $1175300000.00     | $1164008841.24     | U.S. Treasuries (including strips) |
| USTR BILL 11/05/26    | 2026-11-05      | 0.0000%  |  | $17397500.00       | $17122758.68       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $49775474.46       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $24300.00          | $20752.67          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $22253100.00       | $19104981.24       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $2351000.00        | $2234928.91        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $10394900.00       | $9523609.42        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $25009800.00       | $21619373.92       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $100071200.00      | $97734256.62       | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  |  | $1600.00           | $1674.72           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $23090300.00       | $22799006.30       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $16784300.00       | $16856160.34       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $414800.00         | $333690.66         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $1041700.00        | $799842.87         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $5006400.00        | $4096094.17        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $294700.00         | $297900.20         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $9002200.00        | $8690682.49        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $495000.00         | $497097.58         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $923800.00         | $919652.02         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $140600.00         | $135554.27         | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $508000.00         | $533625.13         | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $200.00            | $215.99            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $25413200.00       | $17882513.04       | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $54000.00          | $55399.29          | U.S. Treasuries (including strips) |
| USTR BILL 05/13/27    | 2027-05-13      | 0.0000%  |  | $732300.00         | $706752.25         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $800.00            | $803.33            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $201689100.00      | $202852461.46      | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $25357500.00       | $25306142.80       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $6370000.00        | $6399522.24        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $161797000.00      | $160853008.37      | U.S. Treasuries (including strips) |
| USTR BILL 08/04/26    | 2026-08-04      | 0.0000%  |  | $36000.00          | $35769.78          | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26    | 2026-09-17      | 0.0000%  |  | $46000.00          | $45502.00          | U.S. Treasuries (including strips) |
| USTR BILL 09/10/26    | 2026-09-10      | 0.0000%  |  | $1761700.00        | $1743980.82        | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27    | 2027-04-15      | 0.0000%  |  | $7324900.00        | $7090195.55        | U.S. Treasuries (including strips) |
| USTR BILL 02/18/27    | 2027-02-18      | 0.0000%  |  | $28000.00          | $27274.07          | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26    | 2026-08-25      | 0.0000%  |  | $40000.00          | $39662.00          | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $11200.00          | $10852.57          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $43706000.00       | $43562409.64       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $604669000.00      | $606521154.01      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $1000.00           | $1016.30           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $455804000.00      | $469741816.46      | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 3.7260%  |  | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $50000000.00       | $50955279.56       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $3300000.00        | $3412414.83        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $242201000.00      | $246544233.50      | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.8330%  |  | $187500.00         | $188201.36         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $876721600.00      | $890171405.12      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $1000.00           | $1031.70           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $23604200.00       | $23257750.59       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $10010800.00       | $10167610.50       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $4995500.00        | $4952612.83        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $16995000.00       | $16995808.70       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $1000.00           | $947.69            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $400.00            | $347.31            | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $20480300.00       | $19278263.44       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $50000000.00       | $47690701.37       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $300.00            | $260.46            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $200.00            | $192.21            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $517000.00         | $506687.84         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $10104400.00       | $9868078.07        | U.S. Treasuries (including strips) |
| USTR 5 BOND 56        | 2056-05-15      | 5.0000%  |  | $8400.00           | $8444.85           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  |  | $5589300.00        | $5415201.86        | U.S. Treasuries (including strips) |

### Security 10: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 76599M009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION ING

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $514600000.00      | $509343098.11      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $49999700.00       | $50814822.18       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $91664000.00       | $94831793.01       | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $98509000.00       | $97751975.47       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $49999700.00       | $49775175.80       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $100.00            | $95.95             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $200.00            | $190.93            | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27    | 2027-04-15      | 0.0000%  |  | $225000000.00      | $217790550.00      | U.S. Treasuries (including strips) |

### Security 11: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION BNYM

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $450653500.00      | $454389367.72      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $457355000.00      | $476989194.87      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $173350400.00      | $169223256.53      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $16880900.00       | $15722897.59       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $522000000.00      | $463141475.80      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $452275000.00      | $460533808.87      | U.S. Treasuries (including strips) |

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $568427995.68
- **C.18.a - Value (excl. sponsor support):** $568427995.68
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1148843928.00
- **C.18.a - Value (excl. sponsor support):** $1148843928.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $587740872.30
- **C.18.a - Value (excl. sponsor support):** $587740872.30
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $577821301.20
- **C.18.a - Value (excl. sponsor support):** $577821301.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.650%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $572477333.89
- **C.18.a - Value (excl. sponsor support):** $572477333.89
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $151220427.82
- **C.18.a - Value (excl. sponsor support):** $151220427.82
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.463%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $302440855.64
- **C.18.a - Value (excl. sponsor support):** $302440855.64
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $569531481.40
- **C.18.a - Value (excl. sponsor support):** $569531481.40
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $844742976.35
- **C.18.a - Value (excl. sponsor support):** $844742976.35
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $587674332.00
- **C.18.a - Value (excl. sponsor support):** $587674332.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $428758788.50
- **C.18.a - Value (excl. sponsor support):** $428758788.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $879728223.15
- **C.18.a - Value (excl. sponsor support):** $879728223.15
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/13/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $290867042.04
- **C.18.a - Value (excl. sponsor support):** $290867042.04
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.505%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200386617.92
- **C.18.a - Value (excl. sponsor support):** $200386617.92
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $558503296.48
- **C.18.a - Value (excl. sponsor support):** $558503296.48
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99848510.00
- **C.18.a - Value (excl. sponsor support):** $99848510.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $974521457.60
- **C.18.a - Value (excl. sponsor support):** $974521457.60
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $848112337.00
- **C.18.a - Value (excl. sponsor support):** $848112337.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $573320338.75
- **C.18.a - Value (excl. sponsor support):** $573320338.75
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $56323840.02
- **C.18.a - Value (excl. sponsor support):** $56323840.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $281619200.10
- **C.18.a - Value (excl. sponsor support):** $281619200.10
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.485%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278705898.03
- **C.18.a - Value (excl. sponsor support):** $278705898.03
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 10/8/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $580390215.72
- **C.18.a - Value (excl. sponsor support):** $580390215.72
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $841936030.00
- **C.18.a - Value (excl. sponsor support):** $841936030.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $565144419.76
- **C.18.a - Value (excl. sponsor support):** $565144419.76
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $342770716.95
- **C.18.a - Value (excl. sponsor support):** $342770716.95
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 8/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $528231588.64
- **C.18.a - Value (excl. sponsor support):** $528231588.64
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.650%, 5/13/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271189626.84
- **C.18.a - Value (excl. sponsor support):** $271189626.84
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 11/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $564098258.92
- **C.18.a - Value (excl. sponsor support):** $564098258.92
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $474880200.00
- **C.18.a - Value (excl. sponsor support):** $474880200.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 9/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $860107551.90
- **C.18.a - Value (excl. sponsor support):** $860107551.90
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 9/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1116426937.20
- **C.18.a - Value (excl. sponsor support):** $1116426937.20
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 8/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82604453.54
- **C.18.a - Value (excl. sponsor support):** $82604453.54
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.375%, 5/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188270789.54
- **C.18.a - Value (excl. sponsor support):** $188270789.54
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.875%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12960898.47
- **C.18.a - Value (excl. sponsor support):** $12960898.47
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $109321991.91
- **C.18.a - Value (excl. sponsor support):** $109321991.91
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.875%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $328252117.20
- **C.18.a - Value (excl. sponsor support):** $328252117.20
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397963540.00
- **C.18.a - Value (excl. sponsor support):** $397963540.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.875%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $169403554.26
- **C.18.a - Value (excl. sponsor support):** $169403554.26
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145390751.31
- **C.18.a - Value (excl. sponsor support):** $145390751.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209906507.28
- **C.18.a - Value (excl. sponsor support):** $209906507.28
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.625%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224166045.74
- **C.18.a - Value (excl. sponsor support):** $224166045.74
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $85208073.20
- **C.18.a - Value (excl. sponsor support):** $85208073.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88178750.00
- **C.18.a - Value (excl. sponsor support):** $88178750.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.875%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $87000000.00
- **C.18.a - Value (excl. sponsor support):** $87000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.810%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $546098973.42
- **C.18.a - Value (excl. sponsor support):** $546098973.42
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.375%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $414436641.66
- **C.18.a - Value (excl. sponsor support):** $414436641.66
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66999345.41
- **C.18.a - Value (excl. sponsor support):** $66999345.41
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $212806968.75
- **C.18.a - Value (excl. sponsor support):** $212806968.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.833%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1527051383.48
- **C.18.a - Value (excl. sponsor support):** $1527051383.48
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178418577.68
- **C.18.a - Value (excl. sponsor support):** $178418577.68
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161320742.59
- **C.18.a - Value (excl. sponsor support):** $161320742.59
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.726%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1810564231.30
- **C.18.a - Value (excl. sponsor support):** $1810564231.30
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/28/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $649328905.44
- **C.18.a - Value (excl. sponsor support):** $649328905.44
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179057686.33
- **C.18.a - Value (excl. sponsor support):** $179057686.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.788%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1338669714.19
- **C.18.a - Value (excl. sponsor support):** $1338669714.19
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321901889.82
- **C.18.a - Value (excl. sponsor support):** $321901889.82
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.787%, 7/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $691671189.03
- **C.18.a - Value (excl. sponsor support):** $691671189.03
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.818%, 10/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $829423191.24
- **C.18.a - Value (excl. sponsor support):** $829423191.24
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.716%, 1/31/2028
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1017162048.78
- **C.18.a - Value (excl. sponsor support):** $1017162048.78
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.731%, 4/30/2028
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $742171290.70
- **C.18.a - Value (excl. sponsor support):** $742171290.70
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Fixed Income Clearing Corporation ("FICC") - CIBC

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CIBC, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 923XCM001, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION CIBC

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $49458559.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $49458559.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 02/28/2033 | 2033-02-28      | 3.7500%  |  | $50000000.00       | $48909729.78       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  |  | $50000000.00       | $50033387.82       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44340967.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $6126000.00        | $5432655.31        | U.S. Treasuries (including strips) |

### Security 74: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.640%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $85.00             | $83.90             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $595.00            | $594.77            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $1313420.00        | $1306334.74        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $425.00            | $428.84            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $425.00            | $415.08            | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $625.32            | $630.17            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $255.00            | $258.93            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  |  | $868.35            | $673.78            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $256.00            | $249.86            | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $391.67            | $406.39            | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $66900745.39       | $67777138.51       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $555.98            | $566.34            | U.S. Treasuries (including strips) |
| USTR 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  |  | $947.51            | $1041.65           | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $511.53            | $548.65            | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $693.22            | $724.89            | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8100%  |  | $680.00            | $682.24            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $510.00            | $520.10            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $510.00            | $513.58            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $181.25            | $185.03            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $255.00            | $257.73            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $170.00            | $170.83            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $340.00            | $344.06            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $425.00            | $430.83            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $42500085.00       | $42032040.72       | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $273.57            | $273.07            | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $595.00            | $601.59            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $425765.00         | $429019.58         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $170.00            | $174.92            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $170.00            | $172.12            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $680.00            | $702.38            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  |  | $765.00            | $771.65            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $340.00            | $346.83            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $595.00            | $603.06            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $255.00            | $256.99            | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $369.18            | $361.67            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $255.00            | $259.00            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $85.00             | $85.09             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $340.00            | $346.38            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $25500340.00       | $25617742.44       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $680.00            | $643.07            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $425.00            | $422.03            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $595.00            | $583.25            | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $425.00            | $429.03            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $7395.00           | $7131.15           | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $94.10             | $90.79             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $595.00            | $596.86            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $340.00            | $342.74            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $425.00            | $432.36            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $340.00            | $337.76            | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $85.00             | $84.98             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $378.50            | $382.51            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $170.00            | $171.47            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $765.00            | $764.40            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $85.00             | $83.15             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $4760.00           | $4407.84           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $340.00            | $338.37            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $86.66             | $85.55             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $6290.00           | $6125.59           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $5950340.00        | $5926765.66        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $680.00            | $684.28            | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $42500510.00       | $42045502.59       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $595.00            | $595.14            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $765.00            | $746.78            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $680.00            | $632.09            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $42500085.00       | $41198036.46       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $595.00            | $590.87            | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $934974.25         | $933988.61         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $627.50            | $584.44            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $340.00            | $351.15            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $255.00            | $246.13            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $170.00            | $159.72            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $680.00            | $639.23            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $425.00            | $427.43            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $799.38            | $815.98            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $765.00            | $773.41            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $595.00            | $584.65            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $595.00            | $594.24            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $510.00            | $505.96            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $4420.00           | $4468.02           | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $595.00            | $596.98            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $765.00            | $779.36            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $425.00            | $420.38            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $264.16            | $265.47            | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $425.00            | $421.19            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $102850.00         | $102244.59         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $510.00            | $510.89            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $170.00            | $169.92            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $340.00            | $341.82            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $680000.00         | $690745.73         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $85.00             | $86.31             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $85.00             | $86.70             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $340.00            | $346.18            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $765.00            | $782.88            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $595.00            | $597.03            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $42500170.00       | $40554497.74       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $595.00            | $516.56            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $340.00            | $323.88            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $255.00            | $243.33            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $170.00            | $147.41            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $680.00            | $653.22            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $425.00            | $410.52            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $510.00            | $445.41            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $595.00            | $582.71            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $595.00            | $590.75            | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $47149546.49       | $36365122.93       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $765.00            | $769.73            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $794.21            | $787.17            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $425.00            | $399.59            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $340.00            | $341.23            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  |  | $45666675.00       | $40546037.43       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $510.00            | $514.22            | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $771.79            | $728.07            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $59517425.00       | $42995505.54       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $680.00            | $699.86            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  |  | $85.00             | $86.01             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $680.00            | $670.73            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $425.00            | $430.90            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $765.00            | $763.94            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  |  | $425.00            | $420.12            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $255.00            | $249.65            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $680.00            | $678.33            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $50347278.47       | $26321338.82       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  |  | $680000.00         | $664991.86         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $85.00             | $82.46             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $510.00            | $513.28            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $42500085.00       | $40500129.55       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $680.00            | $679.75            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $170.00            | $168.21            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $435.79            | $415.19            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $680.00            | $676.74            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $595.00            | $550.72            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $425.00            | $421.66            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $340.00            | $338.46            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $85.00             | $85.25             | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $781.68            | $776.61            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $340.00            | $335.34            | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $425.00            | $421.82            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $219.17            | $212.08            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $340.00            | $342.06            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $680.00            | $651.81            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $255.00            | $252.46            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $425.00            | $402.81            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $680.00            | $603.05            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $170.00            | $161.03            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $765.00            | $757.55            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $510.00            | $482.89            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $425.00            | $422.25            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $170.00            | $168.23            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $340.00            | $311.15            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $640.61            | $659.56            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $85.00             | $87.61             | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  |  | $1097.27           | $813.99            | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $696.24            | $695.34            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $595.00            | $554.18            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $42500000.00       | $42140775.13       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $85.00             | $86.88             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $968.98            | $517.29            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $680.00            | $674.25            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $42500000.00       | $42107881.93       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $680.00            | $695.17            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $170.00            | $170.91            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $680.00            | $678.12            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $85.00             | $85.09             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $680.00            | $691.92            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $680.00            | $652.33            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $42500595.00       | $42007256.41       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $595.00            | $602.23            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $170.00            | $164.46            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $425.00            | $414.90            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $425.00            | $434.46            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  |  | $595.00            | $579.95            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $680.00            | $645.96            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $170.00            | $170.88            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $178.17            | $180.06            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $765.00            | $764.76            | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.8330%  |  | $680.00            | $682.55            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $765.00            | $768.34            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $4420.00           | $4436.96           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $85.00             | $85.28             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $255.00            | $256.20            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $765.00            | $757.72            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $340.00            | $349.57            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $15427670.00       | $13318925.01       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $42500680.00       | $41813977.50       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $348.36            | $248.98            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $340.00            | $340.49            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $255.00            | $256.98            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $255.00            | $226.24            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $170.00            | $164.72            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $340.00            | $338.37            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $595.00            | $610.58            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $85.00             | $86.96             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $425.00            | $428.92            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 36  | 2036-05-15      | 4.3750%  |  | $1946500.00        | $1936964.88        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $510.00            | $505.92            | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $445.57            | $317.74            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  |  | $773500.00         | $770393.77         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $765.00            | $762.95            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $255.00            | $255.72            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  |  | $714000.00         | $713420.56         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $255000.00         | $252993.96         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  |  | $595000.00         | $583483.65         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  |  | $433925.00         | $427890.35         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $36550000.00       | $36369397.57       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $5355000.00        | $5317946.50        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  |  | $2093550.00        | $2089017.81        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $2314805.00        | $2292746.45        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $820.63            | $824.13            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $595.00            | $590.12            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $42500765.00       | $39940987.59       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $255.00            | $253.50            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $42500340.00       | $36846886.54       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $510.00            | $479.64            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $6205.00           | $5893.52           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $765.00            | $729.16            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $170.00            | $162.20            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $425.00            | $371.89            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $42500340.00       | $40373824.92       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $861.43            | $807.44            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $510.00            | $484.95            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $680.00            | $659.89            | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $111.01            | $109.88            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $85.00             | $83.61             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $340.00            | $332.98            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $29381015.00       | $28995465.15       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $681.82            | $673.97            | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $1031.30           | $1027.27           | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $425.00            | $424.72            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $872.22            | $496.59            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $35334330.00       | $34943566.09       | U.S. Treasuries (including strips) |

### Security 75: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  |  | $2148800.00        | $2107209.51        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $3531100.00        | $3514675.31        | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $1936300.00        | $1954672.79        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $5340700.00        | $5360068.50        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $4607100.00        | $4741629.76        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $5109100.00        | $5039072.29        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $3916700.00        | $4045585.72        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $1519300.00        | $1584523.37        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $1770600.00        | $1697207.84        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $1939500.00        | $1967394.57        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $1923100.00        | $1956830.65        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $2531200.00        | $2522620.94        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $3773000.00        | $3779622.23        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $2110400.00        | $2113197.53        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $3588700.00        | $3658184.57        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $4399100.00        | $4487007.63        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $4297300.00        | $4316082.12        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $2038800.00        | $1991195.15        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $1174900.00        | $1187807.61        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $4139700.00        | $4232080.35        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $3891800.00        | $3853051.67        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $1999200.00        | $1892897.70        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $1958300.00        | $1937952.38        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $2477700.00        | $2469492.11        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $2631000.00        | $2510180.16        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $6260900.00        | $5478512.68        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $5168100.00        | $4964514.98        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $6249400.00        | $5457955.81        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $3324700.00        | $3279357.52        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  |  | $2846200.00        | $2828660.53        | U.S. Treasuries (including strips) |

### Security 76: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $700304500.00
- **C.18.a - Value (excl. sponsor support):** $700304500.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $42525306.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $42525306.96       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2054 | 2054-11-15      | 4.5000%  |  | $30000000.00       | $27754483.70       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $10000000.00       | $9441814.11        | U.S. Treasuries (including strips) |
| UST - 3.6250 - 02/15/2053 | 2053-02-15      | 3.6250%  |  | $30000000.00       | $24097317.80       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 11/15/2048 | 2048-11-15      | 3.3750%  |  | $20000000.00       | $15556929.35       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 11/15/2045 | 2045-11-15      | 3.0000%  |  | $12000000.00       | $9007132.85        | U.S. Treasuries (including strips) |
| UST - 2.5000 - 05/15/2046 | 2046-05-15      | 2.5000%  |  | $20000000.00       | $13647145.74       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/15/2050 | 2050-11-15      | 1.6250%  |  | $50000000.00       | $25886380.33       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/15/2050 | 2050-11-15      | 1.6250%  |  | $19000000.00       | $9836824.52        | U.S. Treasuries (including strips) |
| UST - 1.3750 - 08/15/2050 | 2050-08-15      | 1.3750%  |  | $13000000.00       | $6354336.21        | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2045 | 2045-08-15      | 2.8750%  |  | $50000000.00       | $37235182.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2045 | 2045-08-15      | 2.8750%  |  | $19400000.00       | $14447250.78       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $36426795.58       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $35575235.58       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $35575235.58       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $35575235.58       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $40000000.00       | $28460188.46       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2047 | 2047-08-15      | 2.7500%  |  | $50000000.00       | $35477169.28       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49803922.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $30000000.00       | $29882353.57       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $40000000.00       | $38548846.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2035 | 2035-08-15      | 4.2500%  |  | $15000000.00       | $14983341.62       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 04/15/2027 | 2027-04-15      | 0.0000%  |  | $50000000.00       | $48377165.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 04/15/2027 | 2027-04-15      | 0.0000%  |  | $50000000.00       | $48377165.00       | U.S. Treasuries (including strips) |

### Security 77: Prudential Legacy Insurance Co. of NJ

- **C.1 - Title:** Prudential Legacy Insurance Co. of NJ, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933DRN005, C.3 - LEI: 5493005NCNV4ZW27HH91
- **C.18 - Value (incl. sponsor support):** $253390000.00
- **C.18.a - Value (excl. sponsor support):** $253390000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.2500 - 08/15/2049 | 2049-08-15      | 2.2500%  |  | $40000000.00       | $25856077.35       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $42525306.96       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49458447.80       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49458447.80       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2043 | 2043-05-15      | 2.8750%  |  | $23000000.00       | $17557265.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2032 | 2032-12-31      | 3.8750%  |  | $50000000.00       | $49654899.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2032 | 2032-12-31      | 3.8750%  |  | $25000000.00       | $24827449.64       | U.S. Treasuries (including strips) |

### Security 78: NatWest Markets Securities Inc.

- **C.1 - Title:** NatWest Markets Securities Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934FSD000, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 55 | 2055-08-15      | 4.7500%  |  | $15729567.52       | $15362237.97       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45     | 2045-05-15      | 5.0000%  |  | $18073320.38       | $18194956.97       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55 | 2055-05-15      | 4.7500%  |  | $26703882.80       | $25760062.51       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53 | 2053-05-15      | 3.6250%  |  | $20081862.42       | $15954699.83       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51     | 2051-08-15      | 2.0000%  |  | $27223127.39       | $15517525.83       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41 | 2041-05-15      | 2.2500%  |  | $19983728.03       | $14514401.05       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45 | 2045-02-15      | 2.5000%  |  | $39137761.15       | $27540078.55       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42 | 2042-11-15      | 2.7500%  |  | $30595421.66       | $23171173.22       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42     | 2042-11-15      | 4.0000%  |  | $22862663.69       | $20602683.42       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  |  | $26579027.39       | $26261227.10       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55 | 2055-11-15      | 4.6250%  |  | $6339053.50        | $5997172.57        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53 | 2053-08-15      | 4.1250%  |  | $28226109.55       | $24822178.44       | U.S. Treasuries (including strips) |
| USTR 5 BOND 56     | 2056-05-15      | 5.0000%  |  | $28114977.71       | $28265088.46       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46 | 2046-02-15      | 4.6250%  |  | $29660403.82       | $28736527.64       | U.S. Treasuries (including strips) |

### Security 79: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935TKW005, C.3 - LEI: 549300H7EXFMRS487544
- **C.18 - Value (incl. sponsor support):** $450000125.00
- **C.18.a - Value (excl. sponsor support):** $450000125.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2051 | 2051-02-15      | 1.8750%  |  | $50000000.00       | $27776512.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50638332.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50638332.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50638332.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50638332.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50638332.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $11650000.00       | $11798731.55       | U.S. Treasuries (including strips) |

### Security 80: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 44 | 2044-11-15      | 4.6250%  |  | $99539300.00       | $95723511.79       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  |  | $128153100.00      | $71230305.27       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44 | 2044-02-15      | 3.6250%  |  | $164622000.00      | $140590353.11      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50     | 2050-02-15      | 2.0000%  |  | $304589900.00      | $177660772.80      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42 | 2042-08-15      | 3.3750%  |  | $101864700.00      | $85672480.89       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51 | 2051-11-15      | 1.8750%  |  | $200660000.00      | $109383842.45      | U.S. Treasuries (including strips) |
| USTR 2 BOND 51     | 2051-08-15      | 2.0000%  |  | $164275200.00      | $93638935.14       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40 | 2040-11-15      | 1.3750%  |  | $106786200.00      | $68633316.55       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  |  | $202429000.00      | $104894296.17      | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50 | 2050-05-15      | 1.2500%  |  | $249147000.00      | $117432085.80      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49 | 2049-05-15      | 2.8750%  |  | $273000000.00      | $192812187.75      | U.S. Treasuries (including strips) |
| USTR 3 BOND 47     | 2047-02-15      | 3.0000%  |  | $195500000.00      | $146277188.22      | U.S. Treasuries (including strips) |
| USTR 3 BOND 44     | 2044-11-15      | 3.0000%  |  | $180495000.00      | $137492301.68      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41 | 2041-11-15      | 3.1250%  |  | $162579500.00      | $132361313.10      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40 | 2040-11-15      | 4.2500%  |  | $100000000.00      | $94746484.78       | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45 | 2045-08-15      | 4.8750%  |  | $172955200.00      | $173329796.12      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  |  | $99931100.00       | $98736243.16       | U.S. Treasuries (including strips) |

### Security 81: Citibank, N.A.

- **C.1 - Title:** Citibank, N.A., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FRP008, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $1000.00           | $987.09            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $2000.00           | $2030.78           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $400.00            | $408.30            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $24700.00          | $25533.32          | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $100.00            | $75.05             | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $113486565.62      | $81982919.47       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $300.00            | $210.73            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $300.00            | $241.01            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $400.00            | $302.37            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  |  | $29977216.51       | $23260160.99       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $319.85            | $326.52            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $1000.00           | $1023.07           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $2000.00           | $2010.71           | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $600.00            | $619.74            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  |  | $3500.00           | $3530.40           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $1000.00           | $1020.10           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $600.00            | $605.53            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $1000.00           | $983.84            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $3000.00           | $2450.44           | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $200.00            | $183.76            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $3294800.00        | $3176669.57        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $100.00            | $102.20            | U.S. Treasuries (including strips) |
| USTR 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  |  | $46500192.15       | $51120453.27       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  |  | $1300.00           | $1401.17           | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $354659.03         | $380396.14         | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  |  | $300.00            | $314.08            | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  |  | $1000.00           | $1038.42           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $1000.00           | $980.26            | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $600.00            | $605.69            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $2600.00           | $2622.47           | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $1200.00           | $1158.28           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $300.00            | $292.86            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $3153.49           | $3125.52           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $1200.00           | $1064.20           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $832.75            | $764.80            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $2000.00           | $1894.46           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $2500.00           | $2479.51           | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $200.00            | $200.21            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $200.00            | $190.59            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $300.00            | $286.22            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $400.00            | $381.04            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $1000.00           | $954.25            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $100.00            | $95.93             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $400.00            | $386.37            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $400.00            | $349.34            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $2200.00           | $2182.73           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $300.00            | $298.64            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $200.00            | $201.21            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $2200.00           | $2098.33           | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $4010.73           | $3964.57           | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $110.94            | $85.56             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $118.46            | $61.93             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $42919300.00       | $23823342.24       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $8900.00           | $4349.47           | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $4996700.00        | $3158481.69        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $100.00            | $62.27             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $100.00            | $73.53             | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $25619801.82       | $18541468.28       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $4200.00           | $4204.45           | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $1000.00           | $1006.17           | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $108.58            | $106.37            | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $14280500.00       | $14749473.95       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $4500.00           | $4407.05           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $2000.00           | $1988.28           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $2100.00           | $1878.35           | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $3000.00           | $2375.32           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $1600.00           | $1603.76           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $5900.00           | $5819.13           | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $700.00            | $516.59            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $1100.61           | $1109.54           | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $11018612.59       | $11162955.32       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $400.00            | $403.12            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $2153.30           | $2216.99           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $1500.00           | $1133.75           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $1100.00           | $1116.59           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $200.00            | $186.28            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $126.66            | $67.62             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $1600.00           | $1605.45           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $300.00            | $299.17            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $3160.42           | $3120.17           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $100.00            | $101.88            | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $50797.42          | $42302.74          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $400.00            | $410.47            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $200.00            | $203.51            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $300.00            | $221.74            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $1970.61           | $1957.83           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $16755000.00       | $16219466.67       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  |  | $1100.00           | $1097.35           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $1131727.38        | $1072838.75        | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  |  | $1000.00           | $1029.89           | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $6324241.11        | $5919967.77        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $1200.00           | $1186.07           | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $100.00            | $104.92            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $200.00            | $170.58            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $342600.00         | $340229.41         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $800.00            | $791.15            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $1600.00           | $1558.18           | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $1200.00           | $1206.43           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $2100.00           | $2110.86           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $300.00            | $305.81            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $300.00            | $307.01            | U.S. Treasuries (including strips) |

### Security 82: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE C 34 | 2034-05-15      | 4.3750%  |  | $115120813.56      | $115447112.24      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27 | 2027-07-31      | 0.3750%  |  | $54.24             | $52.10             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  |  | $49080867.22       | $50100327.00       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  |  | $51305084.72       | $51703602.49       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34     | 2034-02-15      | 4.0000%  |  | $55876718.64       | $55261360.38       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33 | 2033-11-15      | 4.5000%  |  | $40679023.73       | $41184946.98       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  |  | $69377627.12       | $68256661.75       | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30     | 2030-02-28      | 4.0000%  |  | $3875145.76        | $3897298.45        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52       | 2052-11-15      | 4.0000%  |  | $14969057.63       | $12728155.86       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31 | 2031-08-31      | 3.7500%  |  | $227742.37         | $225098.79         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  |  | $18482150.26       | $16974019.86       | U.S. Treasuries (including strips) |

### Security 83: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 8/13/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  |  | $81692000.00       | $81666894.36       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  |  | $149606095.54      | $150768177.01      | U.S. Treasuries (including strips) |
| USTR 3 3/8 TRIB 32   | 2032-04-15      | 3.3750%  |  | $44588.64          | $49018.97          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31 | 2031-09-30      | 3.6250%  |  | $512800.00         | $502033.03         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31 | 2031-06-30      | 4.2500%  |  | $54386000.00       | $55514242.68       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31 | 2031-08-31      | 3.7500%  |  | $88202400.00       | $87178563.80       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  |  | $36535120.00       | $31541284.16       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47   | 2047-02-15      | 0.8750%  |  | $88502499.50       | $63255625.19       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33 | 2033-03-31      | 4.2500%  |  | $60000000.00       | $60262805.58       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33     | 2033-01-31      | 4.0000%  |  | $81028000.00       | $80753369.70       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN A 36 | 2036-01-15      | 1.8750%  |  | $306843365.86      | $304375917.99      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32 | 2032-11-30      | 3.7500%  |  | $86645600.00       | $85687382.50       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32 | 2032-09-30      | 3.8750%  |  | $13324960.00       | $13121135.88       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35 | 2035-07-15      | 1.8750%  |  | $99709689.59       | $99636862.41       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32     | 2032-06-30      | 4.0000%  |  | $134284880.00      | $134731254.81      | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32     | 2032-04-30      | 4.0000%  |  | $119992000.00      | $118915812.62      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32 | 2032-02-29      | 4.1250%  |  | $52400480.00       | $52671407.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32 | 2032-01-31      | 4.3750%  |  | $671360.00         | $686304.50         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31 | 2031-11-30      | 4.1250%  |  | $82660720.00       | $84027874.71       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33 | 2033-02-15      | 3.5000%  |  | $13992000.00       | $13492773.33       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33 | 2033-01-15      | 1.1250%  |  | $8511862.68        | $8212529.11        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32 | 2032-11-15      | 4.1250%  |  | $8400000.00        | $8344848.06        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32 | 2032-05-15      | 2.8750%  |  | $67111760.00       | $62383853.95       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31 | 2031-08-15      | 1.2500%  |  | $19200000.00       | $16645989.70       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30 | 2030-08-15      | 0.6250%  |  | $43676080.00       | $37871193.31       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29 | 2029-07-15      | 0.2500%  |  | $412.55            | $399.21            | U.S. Treasuries (including strips) |

### Security 84: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $1692315.79        | $1732885.92        | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27    | 2027-04-15      | 0.0000%  |  | $273447.37         | $264578.65         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $49005881.54       | $49528331.10       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $57335078.95       | $58388307.21       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $144857121.05      | $143917902.69      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $658657.89         | $668795.33         | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $1993421.05        | $2015503.52        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $26.32             | $25.08             | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $862657.89         | $849312.58         | U.S. Treasuries (including strips) |

### Security 85: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $85461635.00       | $83466153.04       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $23971700.00       | $24446258.21       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $53193595.00       | $52615212.95       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $44809850.42       | $44239223.96       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $336009408.68      | $335763990.01      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $304449260.00      | $313339339.87      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $19470355.00       | $19525541.82       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $1709987.50        | $1691155.78        | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  |  | $42.50             | $41.25             | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  |  | $297.50            | $290.45            | U.S. Treasuries (including strips) |

### Security 86: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $454000000.00
- **C.18.a - Value (excl. sponsor support):** $454000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $209.11            | $194.38            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $151574428.86      | $152205217.15      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $129096038.49      | $133451448.00      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $23.23             | $22.17             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $76590775.84       | $76293345.56       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $185.88            | $186.87            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $98432962.13       | $99896957.72       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $1348733.16        | $1372096.04        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $232.34            | $229.17            | U.S. Treasuries (including strips) |

### Security 87: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.650%, 6/8/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  |  | $431100.00         | $416984.72         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  |  | $17823500.00       | $17713664.19       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $198951900.00      | $151860930.29      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $1860700.00        | $1872676.55        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $219400.00         | $207483.28         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $400.00            | $396.85            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $213006100.00      | $212762378.66      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $254900.00         | $258768.42         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $13286200.00       | $13535543.28       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $50896000.00       | $52257854.64       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $48828650.40       | $48777175.50       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $3793600.00        | $3603662.24        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $4678900.00        | $4656398.86        | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $1348.10           | $1342.84           | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  |  | $1267028.36        | $1186868.03        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $118.46            | $61.93             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $100.00            | $54.45             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $900.00            | $439.83            | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $932200.00         | $438866.28         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $1691000.00        | $1449819.82        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $100.00            | $79.18             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $100.00            | $81.68             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $285676.43         | $290998.99         | U.S. Treasuries (including strips) |

### Security 88: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.650%, 6/5/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $40353160.00       | $41432913.58       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $3242266.67        | $3210725.99        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $13.33             | $13.52             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $5461570.77        | $2855285.51        | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  |  | $13.33             | $13.31             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $106.67            | $105.77            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $138973.33         | $140603.66         | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $160882.01         | $168231.37         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $1040.00           | $1026.35           | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $13488906.36       | $13285611.44       | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7270%  |  | $26.67             | $26.75             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $6172533.33        | $6202442.28        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $4309200.00        | $4323543.04        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $106.67            | $107.81            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $13.33             | $13.21             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $13.33             | $12.72             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $3838173.33        | $3723354.46        | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $726680.00         | $721243.61         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $13.33             | $13.40             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $3333320.00        | $2990249.84        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $26.67             | $23.43             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $10302560.00       | $7074219.34        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $4580866.67        | $2608018.44        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $40.00             | $25.66             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $537053.33         | $542143.09         | U.S. Treasuries (including strips) |
| USTR BILL 07/23/26    | 2026-07-23      | 0.0000%  |  | $13.33             | $13.26             | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $15083906.67       | $12988912.38       | U.S. Treasuries (including strips) |

### Security 89: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.630%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $149846.67         | $144636.60         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $77306.67          | $75779.87          | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $27494461.28       | $28065549.34       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $57455761.37       | $57231518.52       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $21509020.00       | $19301216.77       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $522.95            | $525.18            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $866.67            | $863.30            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $6018133.33        | $6152432.26        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $1157.76           | $1170.02           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $255064160.00      | $251637422.33      | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $3828432.10        | $2179657.81        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $125859066.67      | $118971996.98      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $6113986.67        | $6145597.91        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $86.67             | $82.32             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $10378647.77       | $10429851.36       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $637953.33         | $489079.01         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $866.67            | $878.41            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $346.67            | $347.17            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $2179233.33        | $2197298.94        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $1913426.67        | $1868749.21        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $866.67            | $878.99            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $757033.33         | $748696.29         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $1179360.00        | $1188375.13        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $2597400.00        | $2629703.75        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $86.67             | $81.96             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $5780666.67        | $5773345.91        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $19555640.00       | $19655875.94       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $196.73            | $185.59            | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $3206.67           | $3172.34           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $1733.33           | $1611.22           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $3039660.00        | $2624181.33        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $36490832.80       | $33986894.14       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $173.33            | $164.66            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $840666.67         | $782998.29         | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $275202.09         | $274846.55         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  |  | $88.19             | $82.61             | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $1567280.00        | $1568210.74        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $452.86            | $423.91            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $86.67             | $78.93             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $3466493.33        | $3375886.70        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $86.67             | $87.68             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $2320413.33        | $2332844.76        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $42235786.67       | $43365914.81       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $86.67             | $83.41             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $39697406.67       | $35611691.67       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $86.67             | $71.07             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $86.67             | $65.04             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $520.00            | $396.92            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $5797306.67        | $4657397.19        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $173.33            | $137.24            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $1040.00           | $1070.37           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $184340.00         | $188443.42         | U.S. Treasuries (including strips) |

### Security 90: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.630%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $43480769.11       | $43944315.69       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $200.00            | $94.16             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $100.00            | $96.37             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $56126000.00       | $56560951.83       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $814200.00         | $840992.64         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $514600.00         | $520636.88         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $3087400.00        | $1681034.70        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $18182800.00       | $18209060.08       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $386.76            | $374.26            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $600.00            | $606.52            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $89400.00          | $89951.47          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $122400.00         | $124257.57         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $10616800.00       | $10926816.19       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $65448900.00       | $66817524.96       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $400.00            | $405.69            | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $449292.83         | $448472.37         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $27955200.00       | $28168891.87       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $107.67            | $110.85            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $5307600.00        | $5123058.09        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $236531.92         | $223132.04         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $17407600.00       | $17221235.48       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $3758100.00        | $3721541.31        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $3837000.00        | $3648532.37        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $500.00            | $434.09            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $60029700.00       | $29336772.09       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $100.00            | $74.68             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $13800.00          | $13307.62          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $3000.00           | $2869.36           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $233853.13         | $219196.08         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $237300.00         | $217165.08         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $2756200.00        | $2764170.60        | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $2703884.17        | $2693331.24        | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $5314000.00        | $5317155.75        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $400.00            | $364.27            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $131800.00         | $118271.33         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $200.00            | $192.43            | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $31615396.22       | $24384068.48       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $300.00            | $206.47            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $648900.00         | $402450.72         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $1000000.00        | $555072.94         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $126699800.00      | $79034190.74       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $43100.00          | $25103.62          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $471000.00         | $297725.47         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $100.00            | $70.03             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $200.00            | $130.60            | U.S. Treasuries (including strips) |
| USTR BILL 11/19/26    | 2026-11-19      | 0.0000%  |  | $4841600.00        | $4756484.67        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $100.00            | $100.36            | U.S. Treasuries (including strips) |

### Security 91: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 41   | 2041-02-15      | 4.7500%  |  | $2281922.22        | $2303548.44        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35 | 2035-07-15      | 1.8750%  |  | $45266218.89       | $45233156.80       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30     | 2030-05-31      | 4.0000%  |  | $95417674.07       | $96865753.67       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30 | 2030-01-15      | 0.1250%  |  | $26019322.00       | $24789407.05       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  |  | $10544349.69       | $9362004.07        | U.S. Treasuries (including strips) |

### Security 92: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $93339184.82       | $96100096.04       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $165053751.00      | $166801724.09      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $242527981.25      | $242214664.57      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $5056678.16        | $5036942.56        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 02/15/35   | 2035-02-15      | 0.0000%  |  | $1338927.48        | $908019.11         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33   | 2033-08-15      | 0.0000%  |  | $1311212.69        | $958804.61         | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32 | 2032-02-15      | 0.0000%  |  | $2040.11           | $1603.47           | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34   | 2034-05-15      | 0.0000%  |  | $1276850.62        | $899916.65         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30   | 2030-05-15      | 0.0000%  |  | $12270350.29       | $10405895.11       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30 | 2030-05-15      | 0.0000%  |  | $290149.25         | $246576.09         | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28   | 2028-11-15      | 0.0000%  |  | $6429274.25        | $5823565.90        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28   | 2028-11-15      | 0.0000%  |  | $1613212.47        | $1459337.81        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26   | 2026-11-15      | 0.0000%  |  | $1737.87           | $1708.08           | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26   | 2026-11-15      | 0.0000%  |  | $8078603.42        | $7940047.30        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31   | 2031-05-15      | 0.0000%  |  | $54457261.85       | $44223380.92       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33   | 2033-05-15      | 0.0000%  |  | $1325051.70        | $980878.79         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34   | 2034-11-15      | 0.0000%  |  | $923889.84         | $634511.84         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31 | 2031-05-15      | 0.0000%  |  | $102005.60         | $82986.75          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28   | 2028-02-15      | 0.0000%  |  | $57410106.76       | $53583206.45       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27 | 2027-05-15      | 0.0000%  |  | $2060009.33        | $1984050.60        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/36   | 2036-05-15      | 0.0000%  |  | $909648.89         | $577772.59         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31   | 2031-02-15      | 0.0000%  |  | $1350047.35        | $1109019.35        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30   | 2030-08-15      | 0.0000%  |  | $108108964.62      | $90691096.90       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30   | 2030-02-15      | 0.0000%  |  | $32133757.33       | $27545570.93       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29   | 2029-11-15      | 0.0000%  |  | $12950974.39       | $11224078.52       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29   | 2029-05-15      | 0.0000%  |  | $42149940.64       | $37314077.95       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29   | 2029-08-15      | 0.0000%  |  | $64803959.08       | $56757510.69       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29   | 2029-02-15      | 0.0000%  |  | $502978.32         | $450306.93         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/35   | 2035-11-15      | 0.0000%  |  | $5945332.65        | $3879496.03        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35   | 2035-05-15      | 0.0000%  |  | $596418.16         | $399486.85         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28   | 2028-05-15      | 0.0000%  |  | $821745.76         | $759217.48         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28   | 2028-08-15      | 0.0000%  |  | $37552498.77       | $34331996.48       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27   | 2027-11-15      | 0.0000%  |  | $81253767.51       | $76698762.56       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27   | 2027-08-15      | 0.0000%  |  | $65315630.41       | $62316336.67       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27   | 2027-05-15      | 0.0000%  |  | $10577470.12       | $10190757.81       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27   | 2027-02-15      | 0.0000%  |  | $28519697.40       | $27759932.66       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26   | 2026-08-15      | 0.0000%  |  | $23849565.03       | $23662107.44       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33   | 2033-11-15      | 0.0000%  |  | $19742818.60       | $14261600.12       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32   | 2032-11-15      | 0.0000%  |  | $957593.79         | $726377.98         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32   | 2032-05-15      | 0.0000%  |  | $884804.61         | $687095.02         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31   | 2031-11-15      | 0.0000%  |  | $25828476.80       | $20508585.43       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30   | 2030-11-15      | 0.0000%  |  | $4439126.50        | $3686588.02        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/36   | 2036-02-15      | 0.0000%  |  | $650821.90         | $419081.79         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35   | 2035-08-15      | 0.0000%  |  | $1311240.14        | $867128.35         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34   | 2034-08-15      | 0.0000%  |  | $650821.65         | $452839.10         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34   | 2034-02-15      | 0.0000%  |  | $2365819.09        | $1687314.00        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33   | 2033-02-15      | 0.0000%  |  | $1333881.10        | $999597.16         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32   | 2032-08-15      | 0.0000%  |  | $1311182.21        | $1006148.78        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31   | 2031-08-15      | 0.0000%  |  | $36561626.11       | $29365493.74       | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35 | 2035-05-15      | 0.0000%  |  | $392633.40         | $264218.33         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34 | 2034-05-15      | 0.0000%  |  | $25.19             | $17.79             | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  |  | $5389.93           | $3950.78           | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33 | 2033-02-15      | 0.0000%  |  | $25.19             | $18.90             | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32 | 2032-05-15      | 0.0000%  |  | $25.19             | $19.57             | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31 | 2031-11-15      | 0.0000%  |  | $125.93            | $100.14            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29 | 2029-05-15      | 0.0000%  |  | $29266.79          | $25942.35          | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27 | 2027-02-15      | 0.0000%  |  | $646085.82         | $628658.30         | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26     | 2026-11-15      | 0.0000%  |  | $100.75            | $99.01             | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  |  | $15945867.54       | $13986375.55       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  |  | $2163727.61        | $1944784.34        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  |  | $366842.35         | $335629.20         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27   | 2027-11-15      | 0.0000%  |  | $429959.89         | $406014.99         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27   | 2027-08-15      | 0.0000%  |  | $34253.73          | $32676.35          | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  |  | $105607.28         | $102794.95         | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26   | 2026-08-15      | 0.0000%  |  | $510103.54         | $505956.40         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Money Market Obligations Trust

**Date:** 2026-06-05

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer