# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-000024
**Filing Date:** 2026-1
**Character Count:** 242397
**Document Hash:** 181d97233142e0aa71188eab1578b4fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000024.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0002066578-26-000024

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 26520544

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

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

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

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

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

## Series and Classes Contracts Data

### TREASURY PORTFOLIO (Series ID: S000023949)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Treasury Portfolio

**LEI of Series:** 54930050VO21IXKJ3O67

**EDGAR Series Identifier:** S000023949

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $101054669616.89

- **Amortized Cost of Portfolio Securities:** $101026610200.37

- **Cash:** $2642848986.61

- **Total Other Assets:** $211218286.26

- **Total Liabilities:** $3955247547.34

- **Net Assets of Series:** $99925429925.90

- **Number of Shares Outstanding (Series):** 99925249225.2700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $90153093730.38           | $99653093730.38            | 90.3300%                  | 99.8400%                   |
| 2025-12-02 | $90060000861.64           | $99560000861.64            | 90.3100%                  | 99.8400%                   |
| 2025-12-03 | $87808454158.40           | $97308454158.40            | 90.0900%                  | 99.8300%                   |
| 2025-12-04 | $89744539925.53           | $99244539925.53            | 90.2800%                  | 99.8300%                   |
| 2025-12-05 | $88845393311.47           | $98345393311.47            | 90.1800%                  | 99.8300%                   |
| 2025-12-08 | $92092663757.50           | $101592663757.50           | 90.4900%                  | 99.8200%                   |
| 2025-12-09 | $91678111063.75           | $101178111063.75           | 90.4400%                  | 99.8200%                   |
| 2025-12-10 | $98949032875.29           | $100449032875.29           | 98.3200%                  | 99.8100%                   |
| 2025-12-11 | $94976110824.69           | $104476110824.69           | 90.7700%                  | 99.8500%                   |
| 2025-12-12 | $92910798138.05           | $102410798138.05           | 90.5800%                  | 99.8400%                   |
| 2025-12-15 | $93908067126.66           | $103408067126.66           | 90.6600%                  | 99.8300%                   |
| 2025-12-16 | $92996190873.53           | $102496190873.53           | 90.5700%                  | 99.8300%                   |
| 2025-12-17 | $91322638465.75           | $100822638465.75           | 90.4100%                  | 99.8200%                   |
| 2025-12-18 | $91252283160.84           | $100752283160.84           | 90.4000%                  | 99.8100%                   |
| 2025-12-19 | $91431544416.79           | $100931544416.79           | 90.4200%                  | 99.8100%                   |
| 2025-12-22 | $92302127247.68           | $101802127247.68           | 90.4900%                  | 99.8000%                   |
| 2025-12-23 | $88694338984.18           | $98194338984.18            | 90.1400%                  | 99.7900%                   |
| 2025-12-24 | $89386578128.20           | $98886578128.20            | 90.2000%                  | 99.7900%                   |
| 2025-12-26 | $89155376168.10           | $98655376168.10            | 90.1700%                  | 99.7800%                   |
| 2025-12-29 | $90328269595.80           | $99828269595.80            | 90.2800%                  | 99.7700%                   |
| 2025-12-30 | $90853615823.17           | $100353615823.17           | 90.3300%                  | 99.7800%                   |
| 2025-12-31 | $90543606418.23           | $100043606418.23           | 90.3100%                  | 99.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0300%             |
| 2025-12-02 | 4.0300%             |
| 2025-12-03 | 4.0200%             |
| 2025-12-04 | 4.0100%             |
| 2025-12-05 | 3.9900%             |
| 2025-12-08 | 3.9600%             |
| 2025-12-09 | 3.9600%             |
| 2025-12-10 | 3.9500%             |
| 2025-12-11 | 3.9300%             |
| 2025-12-12 | 3.9100%             |
| 2025-12-15 | 3.8600%             |
| 2025-12-16 | 3.8400%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8000%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8100%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0001                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0003                      |
|  |  |
| 2025-12-12 | 1.0003                      |
|  |  |
| 2025-12-15 | 1.0003                      |
|  |  |
| 2025-12-16 | 1.0003                      |
|  |  |
| 2025-12-17 | 1.0003                      |
|  |  |
| 2025-12-18 | 1.0003                      |
|  |  |
| 2025-12-19 | 1.0003                      |
|  |  |
| 2025-12-22 | 1.0003                      |
|  |  |
| 2025-12-23 | 1.0003                      |
|  |  |
| 2025-12-24 | 1.0003                      |
|  |  |
| 2025-12-26 | 1.0003                      |
|  |  |
| 2025-12-29 | 1.0003                      |
|  |  |
| 2025-12-30 | 1.0003                      |
|  |  |
| 2025-12-31 | 1.0003                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $21181382643.71

- **Number of Shares Outstanding:** 21181291791.4500

- **Expense Reimbursement/Waiver:** 41572.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1136838278.16            | $252559193.71           |
| 2025-12-02 | $926052661.99             | $808846804.65           |
| 2025-12-03 | $338354943.25             | $494672121.85           |
| 2025-12-04 | $1466898723.94            | $142092812.29           |
| 2025-12-05 | $1230856152.58            | $232994980.41           |
| 2025-12-08 | $1723887060.98            | $288128936.59           |
| 2025-12-09 | $484192968.67             | $686550186.79           |
| 2025-12-10 | $915454704.66             | $961173579.77           |
| 2025-12-11 | $1026645768.66            | $2098583660.73          |
| 2025-12-12 | $269870429.72             | $950789546.50           |
| 2025-12-15 | $979645771.86             | $270835293.27           |
| 2025-12-16 | $1076473553.27            | $1495620933.85          |
| 2025-12-17 | $957308639.87             | $560510607.72           |
| 2025-12-18 | $818272461.49             | $1405712864.63          |
| 2025-12-19 | $359633018.87             | $715246915.84           |
| 2025-12-22 | $2004811590.43            | $1567640624.38          |
| 2025-12-23 | $335483246.35             | $2208751493.94          |
| 2025-12-24 | $345913573.25             | $376482752.89           |
| 2025-12-26 | $527550758.58             | $681462373.67           |
| 2025-12-29 | $1557820574.11            | $747673650.76           |
| 2025-12-30 | $2087098457.44            | $877489744.67           |
| 2025-12-31 | $205782791.44             | $250522540.97           |

**Total Gross Subscriptions (Month):** $20774846129.57

**Total Gross Redemptions (Month):** $18074341619.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8700%           |
| 2025-12-04 | 3.8500%           |
| 2025-12-05 | 3.8200%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7200%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6700%           |
| 2025-12-29 | 3.6700%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 12.5100%         | 0.0000%              |
| Broker-dealer |  | 24.6100%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77426276878.62

- **Number of Shares Outstanding:** 77426201652.6600

- **Expense Reimbursement/Waiver:** 157517.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $4619680121.80            | $4833490157.12          |
| 2025-12-02 | $4039452522.36            | $3205023139.57          |
| 2025-12-03 | $2125309581.20            | $3866560829.48          |
| 2025-12-04 | $4302137631.11            | $3307044717.79          |
| 2025-12-05 | $2347140075.41            | $4582418254.23          |
| 2025-12-08 | $2884224513.98            | $2405991680.09          |
| 2025-12-09 | $2393675711.18            | $2821315544.27          |
| 2025-12-10 | $1914061226.88            | $2797209972.87          |
| 2025-12-11 | $8241090556.77            | $2574416036.84          |
| 2025-12-12 | $2834851976.62            | $3849073449.17          |
| 2025-12-15 | $4148214705.02            | $3676895945.53          |
| 2025-12-16 | $3037174764.29            | $3449658494.72          |
| 2025-12-17 | $2789620342.63            | $4632974102.37          |
| 2025-12-18 | $4313109472.77            | $3928918718.14          |
| 2025-12-19 | $3663743139.72            | $3226361256.24          |
| 2025-12-22 | $3558811757.94            | $3306001225.57          |
| 2025-12-23 | $3256297169.63            | $5096904408.22          |
| 2025-12-24 | $2978106082.09            | $2091457444.31          |
| 2025-12-26 | $2704431389.93            | $2640391014.29          |
| 2025-12-29 | $3595984812.20            | $3110155344.99          |
| 2025-12-30 | $4594846797.58            | $5308815522.87          |
| 2025-12-31 | $4788159241.75            | $5086348156.03          |

**Total Gross Subscriptions (Month):** $79130123592.86

**Total Gross Redemptions (Month):** $79797425414.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8300%           |
| 2025-12-02 | 3.8300%           |
| 2025-12-03 | 3.8200%           |
| 2025-12-04 | 3.8000%           |
| 2025-12-05 | 3.7700%           |
| 2025-12-08 | 3.7600%           |
| 2025-12-09 | 3.7600%           |
| 2025-12-10 | 3.7500%           |
| 2025-12-11 | 3.7300%           |
| 2025-12-12 | 3.6700%           |
| 2025-12-15 | 3.6500%           |
| 2025-12-16 | 3.6400%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6000%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.6000%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6200%           |
| 2025-12-30 | 3.6200%           |
| 2025-12-31 | 3.6300%           |

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

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1317770403.57

- **Number of Shares Outstanding:** 1317755781.1600

- **Expense Reimbursement/Waiver:** 3083.88

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0004          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0004          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $68696996.78              | $4042315.31             |
| 2025-12-02 | $30000000.00              | $1081831377.90          |
| 2025-12-03 | $0.00                     | $361063746.48           |
| 2025-12-04 | $186422.48                | $375888759.41           |
| 2025-12-05 | $331410726.98             | $0.00                   |
| 2025-12-08 | $1320993885.75            | $7000000.00             |
| 2025-12-09 | $229587050.54             | $20972999.73            |
| 2025-12-10 | $336687660.31             | $143321542.71           |
| 2025-12-11 | $0.00                     | $609355296.26           |
| 2025-12-12 | $0.00                     | $377152536.05           |
| 2025-12-15 | $0.00                     | $203249582.68           |
| 2025-12-16 | $105000000.00             | $192234853.58           |
| 2025-12-17 | $7247828.00               | $241010321.17           |
| 2025-12-18 | $146230203.30             | $20000000.00            |
| 2025-12-19 | $91969993.08              | $1000000.00             |
| 2025-12-22 | $161878842.06             | $0.00                   |
| 2025-12-23 | $102016832.94             | $2394016.18             |
| 2025-12-24 | $8542000.00               | $178580679.14           |
| 2025-12-26 | $0.00                     | $154452828.88           |
| 2025-12-29 | $51665496.01              | $194191005.07           |
| 2025-12-30 | $118168228.30             | $103438181.11           |
| 2025-12-31 | $12918914.23              | $4699270.00             |

**Total Gross Subscriptions (Month):** $3123201080.76

**Total Gross Redemptions (Month):** $4275879311.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8700%           |
| 2025-12-04 | 3.8500%           |
| 2025-12-05 | 3.8200%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7200%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6700%           |
| 2025-12-29 | 3.6700%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 81.0400%         | 0.0000%              |
| Broker-dealer |  | 7.5900%          | 0.0000%              |
| Broker-dealer |  | 5.8500%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723566783.75
- **C.18.a - Value (excl. sponsor support):** $723566783.75
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746882608.35
- **C.18.a - Value (excl. sponsor support):** $746882608.35
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $618639025.00
- **C.18.a - Value (excl. sponsor support):** $618639025.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1888000000.00
- **C.18.a - Value (excl. sponsor support):** $1888000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $439849862.33
- **C.18.a - Value (excl. sponsor support):** $439849862.33
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $556624104.55
- **C.18.a - Value (excl. sponsor support):** $556624104.55
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12159173.92
- **C.18.a - Value (excl. sponsor support):** $12159173.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $445385877.23
- **C.18.a - Value (excl. sponsor support):** $445385877.23
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $372942941.25
- **C.18.a - Value (excl. sponsor support):** $372942941.25
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $884855357.82
- **C.18.a - Value (excl. sponsor support):** $884855357.82
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $813351546.60
- **C.18.a - Value (excl. sponsor support):** $813351546.60
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $939639143.40
- **C.18.a - Value (excl. sponsor support):** $939639143.40
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1788234804.31
- **C.18.a - Value (excl. sponsor support):** $1788234804.31
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $284109343.65
- **C.18.a - Value (excl. sponsor support):** $284109343.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $672595622.80
- **C.18.a - Value (excl. sponsor support):** $672595622.80
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712026362.95
- **C.18.a - Value (excl. sponsor support):** $712026362.95
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $434602361.60
- **C.18.a - Value (excl. sponsor support):** $434602361.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254021937.30
- **C.18.a - Value (excl. sponsor support):** $254021937.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $706792518.20
- **C.18.a - Value (excl. sponsor support):** $706792518.20
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $286501158.72
- **C.18.a - Value (excl. sponsor support):** $286501158.72
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2425550124.80
- **C.18.a - Value (excl. sponsor support):** $2425550124.80
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1873003109.00
- **C.18.a - Value (excl. sponsor support):** $1873003109.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $325113924.30
- **C.18.a - Value (excl. sponsor support):** $325113924.30
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 24: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397123456.00
- **C.18.a - Value (excl. sponsor support):** $397123456.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2081168893.34
- **C.18.a - Value (excl. sponsor support):** $2081168893.34
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $791381561.56
- **C.18.a - Value (excl. sponsor support):** $791381561.56
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: UNITED STATES TREASURY

- **C.1 - Title:** US TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2411731705.20
- **C.18.a - Value (excl. sponsor support):** $2411731705.20
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $716120382.99
- **C.18.a - Value (excl. sponsor support):** $716120382.99
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99626563.00
- **C.18.a - Value (excl. sponsor support):** $99626563.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $153775741.80
- **C.18.a - Value (excl. sponsor support):** $153775741.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 1.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $272371602.25
- **C.18.a - Value (excl. sponsor support):** $272371602.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $604482540.60
- **C.18.a - Value (excl. sponsor support):** $604482540.60
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1288086722.00
- **C.18.a - Value (excl. sponsor support):** $1288086722.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $707922000.00
- **C.18.a - Value (excl. sponsor support):** $707922000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $980273440.00
- **C.18.a - Value (excl. sponsor support):** $980273440.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $406508709.90
- **C.18.a - Value (excl. sponsor support):** $406508709.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250009722.50
- **C.18.a - Value (excl. sponsor support):** $250009722.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400189844.00
- **C.18.a - Value (excl. sponsor support):** $400189844.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201025782.00
- **C.18.a - Value (excl. sponsor support):** $201025782.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.847151%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2186957047.32
- **C.18.a - Value (excl. sponsor support):** $2186957047.32
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2660765625.00
- **C.18.a - Value (excl. sponsor support):** $2660765625.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.752150%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2781807763.80
- **C.18.a - Value (excl. sponsor support):** $2781807763.80
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.784151%
- **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):** $855293957.55
- **C.18.a - Value (excl. sponsor support):** $855293957.55
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $969500817.90
- **C.18.a - Value (excl. sponsor support):** $969500817.90
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399709376.00
- **C.18.a - Value (excl. sponsor support):** $399709376.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.807151%
- **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):** $2738100372.48
- **C.18.a - Value (excl. sponsor support):** $2738100372.48
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1368351243.20
- **C.18.a - Value (excl. sponsor support):** $1368351243.20
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.700148%
- **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):** $2368312563.58
- **C.18.a - Value (excl. sponsor support):** $2368312563.58
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.762148%
- **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):** $1271428441.39
- **C.18.a - Value (excl. sponsor support):** $1271428441.39
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.761150%
- **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):** $1365787140.90
- **C.18.a - Value (excl. sponsor support):** $1365787140.90
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.792150%
- **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):** $1729208908.80
- **C.18.a - Value (excl. sponsor support):** $1729208908.80
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.930000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBD7202
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2028-01-15      | 1.7500%  | 0.0000% | $3717900.00        | $5869070.92        | U.S. Treasuries (including strips) |
| USTR                   | 2039-11-15      | 0.0000%  | 0.0000% | $397000.00         | $212261.61         | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-15      | 3.8750%  | 0.0000% | $500.00            | $1075.89           | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 2.1250%  | 0.0000% | $12119800.00       | $17825604.18       | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-15      | 2.5000%  | 0.0000% | $998400.00         | $1581412.18        | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-15      | 0.0000%  | 0.0000% | $225000.00         | $218601.00         | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 0.0000%  | 0.0000% | $100.00            | $90.44             | U.S. Treasuries (including strips) |
| USTR                   | 2034-08-15      | 0.0000%  | 0.0000% | $5258977.87        | $3661163.66        | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-15      | 0.0000%  | 0.0000% | $1.00              | $0.79              | U.S. Treasuries (including strips) |
| USTR                   | 2033-11-15      | 0.0000%  | 0.0000% | $138.00            | $99.74             | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-15      | 0.0000%  | 0.0000% | $4.00              | $3.81              | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-15      | 0.0000%  | 0.0000% | $2810000.00        | $2410302.79        | U.S. Treasuries (including strips) |
| USTR                   | 2036-05-15      | 0.0000%  | 0.0000% | $354000.00         | $225069.66         | U.S. Treasuries (including strips) |
| USTR                   | 2037-05-15      | 0.0000%  | 0.0000% | $49.00             | $29.54             | U.S. Treasuries (including strips) |
| USTR                   | 2035-02-15      | 0.0000%  | 0.0000% | $78000.00          | $52950.92          | U.S. Treasuries (including strips) |
| USTR                   | 2032-05-15      | 0.0000%  | 0.0000% | $61177.00          | $47520.70          | U.S. Treasuries (including strips) |
| USTR                   | 2034-11-15      | 0.0000%  | 0.0000% | $198758.22         | $136599.57         | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-15      | 0.0000%  | 0.0000% | $2.09              | $2.04              | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-15      | 0.0000%  | 0.0000% | $120.00            | $115.37            | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 0.0000%  | 0.0000% | $20.00             | $18.89             | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-15      | 0.0000%  | 0.0000% | $1021999.27        | $858117.60         | U.S. Treasuries (including strips) |
| USTR                   | 2037-11-15      | 0.0000%  | 0.0000% | $364000.00         | $213466.71         | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-15      | 0.0000%  | 0.0000% | $1665100.00        | $1561499.14        | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-15      | 0.0000%  | 0.0000% | $30000.00          | $29877.90          | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-15      | 0.0000%  | 0.0000% | $40000.00          | $39136.84          | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 0.0000%  | 0.0000% | $1300.00           | $1186.40           | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-15      | 0.0000%  | 0.0000% | $1200.00           | $1023.37           | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-15      | 0.0000%  | 0.0000% | $100.00            | $82.71             | U.S. Treasuries (including strips) |
| USTR                   | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $66.35             | U.S. Treasuries (including strips) |
| USTR                   | 2037-02-15      | 0.0000%  | 0.0000% | $400000.00         | $251683.20         | U.S. Treasuries (including strips) |
| USTR                   | 2039-05-15      | 0.0000%  | 0.0000% | $500200.00         | $275832.79         | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-15      | 0.0000%  | 0.0000% | $140.19            | $112.66            | U.S. Treasuries (including strips) |
| USTR                   | 2035-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.66              | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-15      | 0.0000%  | 0.0000% | $1660.00           | $1259.72           | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-15      | 0.0000%  | 0.0000% | $5795850.00        | $5330640.30        | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 0.0000%  | 0.0000% | $1662000.00        | $1500191.00        | U.S. Treasuries (including strips) |
| USTR                   | 2035-11-15      | 0.0000%  | 0.0000% | $647000.00         | $422806.74         | U.S. Treasuries (including strips) |
| USTR                   | 2042-02-15      | 0.0000%  | 0.0000% | $22000.00          | $10269.09          | U.S. Treasuries (including strips) |
| USTR                   | 2042-08-15      | 0.0000%  | 0.0000% | $824800.00         | $373547.80         | U.S. Treasuries (including strips) |
| USTR                   | 2033-02-15      | 0.0000%  | 0.0000% | $13.71             | $10.27             | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-15      | 0.0000%  | 0.0000% | $6078.00           | $5270.68           | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-15      | 0.0000%  | 0.0000% | $383996.00         | $325991.48         | U.S. Treasuries (including strips) |
| USTR                   | 2033-08-15      | 0.0000%  | 0.0000% | $35481.01          | $25962.52          | U.S. Treasuries (including strips) |
| USTR                   | 2034-02-15      | 0.0000%  | 0.0000% | $15.00             | $10.71             | U.S. Treasuries (including strips) |
| USTR                   | 2036-02-15      | 0.0000%  | 0.0000% | $1588130.00        | $1024550.31        | U.S. Treasuries (including strips) |
| USTR                   | 2033-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.74              | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 0.0000%  | 0.0000% | $3800258.47        | $3526446.05        | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 0.0000%  | 0.0000% | $805000.00         | $733342.93         | U.S. Treasuries (including strips) |
| USTR                   | 2035-05-15      | 0.0000%  | 0.0000% | $34.64             | $23.22             | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.89              | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-15      | 0.0000%  | 0.0000% | $60.00             | $52.54             | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-15      | 0.0000%  | 0.0000% | $386000.00         | $341526.62         | U.S. Treasuries (including strips) |
| USTR                   | 2036-11-15      | 0.0000%  | 0.0000% | $2169000.00        | $1342639.20        | U.S. Treasuries (including strips) |
| USTR                   | 2037-08-15      | 0.0000%  | 0.0000% | $85.00             | $50.52             | U.S. Treasuries (including strips) |
| USTR                   | 2038-02-15      | 0.0000%  | 0.0000% | $8209920.00        | $4741926.64        | U.S. Treasuries (including strips) |
| USTR                   | 2040-08-15      | 0.0000%  | 0.0000% | $393000.00         | $195490.38         | U.S. Treasuries (including strips) |
| USTR                   | 2040-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 0.0000%  | 0.0000% | $231000.00         | $111615.97         | U.S. Treasuries (including strips) |
| USTR                   | 2041-08-15      | 0.0000%  | 0.0000% | $52825.60          | $24786.72          | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 0.0000%  | 0.0000% | $20.00             | $9.25              | U.S. Treasuries (including strips) |
| USTR                   | 2042-02-15      | 0.0000%  | 0.0000% | $663000.00         | $301485.33         | U.S. Treasuries (including strips) |
| USTR                   | 2038-05-15      | 0.0000%  | 0.0000% | $141000.00         | $80403.84          | U.S. Treasuries (including strips) |
| USTR                   | 2038-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.56              | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 0.0000%  | 0.0000% | $165000.00         | $82124.13          | U.S. Treasuries (including strips) |
| USTR                   | 2041-08-15      | 0.0000%  | 0.0000% | $400.00            | $192.97            | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 0.0000%  | 0.0000% | $2100.00           | $996.74            | U.S. Treasuries (including strips) |
| USTR                   | 2042-11-15      | 0.0000%  | 0.0000% | $100.00            | $44.64             | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 0.6250%  | 0.0000% | $9100.00           | $9650.55           | U.S. Treasuries (including strips) |
| USTR                   | 2039-08-15      | 0.0000%  | 0.0000% | $377999.36         | $199774.17         | U.S. Treasuries (including strips) |
| USTR                   | 2039-11-15      | 0.0000%  | 0.0000% | $670317.68         | $349168.48         | U.S. Treasuries (including strips) |
| USTR                   | 2040-05-15      | 0.0000%  | 0.0000% | $522597.68         | $264201.35         | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 0.0000%  | 0.0000% | $464000.00         | $204054.21         | U.S. Treasuries (including strips) |
| USTR                   | 2042-11-15      | 0.0000%  | 0.0000% | $1996000.00        | $869349.82         | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 0.0000%  | 0.0000% | $397000.00         | $170137.13         | U.S. Treasuries (including strips) |
| USTR                   | 2043-08-15      | 0.0000%  | 0.0000% | $960000.00         | $399004.80         | U.S. Treasuries (including strips) |
| USTR                   | 2043-11-15      | 0.0000%  | 0.0000% | $55000.00          | $23160.22          | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 1.3750%  | 0.0000% | $44000.00          | $51945.84          | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 0.0000%  | 0.0000% | $806998.00         | $325762.50         | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 0.0000%  | 0.0000% | $19500.00          | $7978.78           | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 0.7500%  | 0.0000% | $139988000.00      | $142096390.59      | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 0.0000%  | 0.0000% | $132000.00         | $52516.73          | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 0.0000%  | 0.0000% | $1.01              | $0.40              | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $387527.00         | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 0.0000%  | 0.0000% | $7468720.00        | $2859265.02        | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 0.0000%  | 0.0000% | $63.00             | $23.80             | U.S. Treasuries (including strips) |
| USTR                   | 2044-08-15      | 0.0000%  | 0.0000% | $330000.00         | $129497.28         | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-15      | 1.6250%  | 0.0000% | $95000.00          | $95332.10          | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-15      | 1.6250%  | 0.0000% | $12074800.00       | $12014171.43       | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 0.0000%  | 0.0000% | $10000.00          | $3723.96           | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-15      | 1.5000%  | 0.0000% | $4007500.00        | $3978982.63        | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 0.0000%  | 0.0000% | $515000.00         | $191604.72         | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 0.0000%  | 0.0000% | $552000.00         | $199940.47         | U.S. Treasuries (including strips) |
| USTR                   | 2046-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.35              | U.S. Treasuries (including strips) |
| USTR                   | 2045-11-15      | 0.0000%  | 0.0000% | $130000.00         | $49082.67          | U.S. Treasuries (including strips) |
| USTR                   | 2046-11-15      | 0.0000%  | 0.0000% | $900.00            | $322.07            | U.S. Treasuries (including strips) |
| USTR                   | 2046-05-15      | 0.0000%  | 0.0000% | $40000.00          | $14314.40          | U.S. Treasuries (including strips) |
| USTR                   | 2046-11-15      | 0.0000%  | 0.0000% | $50000.00          | $17451.15          | U.S. Treasuries (including strips) |
| USTR                   | 2047-02-15      | 0.0000%  | 0.0000% | $45000.00          | $15892.83          | U.S. Treasuries (including strips) |
| USTR                   | 2047-02-15      | 0.0000%  | 0.0000% | $915000.00         | $314996.07         | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-15      | 2.3750%  | 0.0000% | $33100.00          | $32706.93          | U.S. Treasuries (including strips) |
| USTR                   | 2047-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.34              | U.S. Treasuries (including strips) |
| USTR                   | 2047-08-15      | 0.0000%  | 0.0000% | $180000.00         | $61831.26          | U.S. Treasuries (including strips) |
| USTR                   | 2047-08-15      | 0.0000%  | 0.0000% | $1895000.00        | $636450.91         | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-15      | 2.2500%  | 0.0000% | $100000.00         | $98087.71          | U.S. Treasuries (including strips) |
| USTR                   | 2047-11-15      | 0.0000%  | 0.0000% | $465728.00         | $154352.97         | U.S. Treasuries (including strips) |
| USTR                   | 2048-02-15      | 1.0000%  | 0.0000% | $207600.00         | $201954.04         | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 2.7500%  | 0.0000% | $44100.00          | $43903.73          | U.S. Treasuries (including strips) |
| USTR                   | 2048-02-15      | 0.0000%  | 0.0000% | $117000.00         | $38374.60          | U.S. Treasuries (including strips) |
| USTR                   | 2048-05-15      | 0.0000%  | 0.0000% | $2120000.00        | $685957.80         | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 2.8750%  | 0.0000% | $1019900.00        | $1015006.78        | U.S. Treasuries (including strips) |
| USTR                   | 2048-08-15      | 0.0000%  | 0.0000% | $869736.04         | $278103.32         | U.S. Treasuries (including strips) |
| USTR                   | 2048-08-15      | 0.0000%  | 0.0000% | $100.00            | $32.62             | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 3.1250%  | 0.0000% | $733000.00         | $728168.79         | U.S. Treasuries (including strips) |
| USTR                   | 2048-11-15      | 0.0000%  | 0.0000% | $203310.77         | $64140.69          | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-15      | 0.8750%  | 0.0000% | $159200.00         | $203100.41         | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 2.6250%  | 0.0000% | $21100000.00       | $21308040.15       | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-15      | 2.6250%  | 0.0000% | $51545000.00       | $50661402.72       | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-28      | 2.5000%  | 0.0000% | $37000.00          | $37240.96          | U.S. Treasuries (including strips) |
| USTR                   | 2049-02-15      | 0.0000%  | 0.0000% | $1.68              | $0.52              | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-31      | 2.2500%  | 0.0000% | $759800.00         | $761550.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $677900.00         | $678007.15         | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-15      | 2.3750%  | 0.0000% | $11000.00          | $10620.56          | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-31      | 2.1250%  | 0.0000% | $99900.00          | $99472.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $1600000.00        | $1586907.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $105000.00         | $104810.74         | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-15      | 1.6250%  | 0.0000% | $1270100.00        | $1194697.65        | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-31      | 1.3750%  | 0.0000% | $70700.00          | $70025.31          | U.S. Treasuries (including strips) |
| USTR                   | 2026-09-30      | 1.6250%  | 0.0000% | $3000000.00        | $2969379.43        | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-31      | 1.6250%  | 0.0000% | $14637300.00       | $14444428.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $13132500.00       | $12925084.35       | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-15      | 1.5000%  | 0.0000% | $7798200.00        | $7216009.79        | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-15      | 0.6250%  | 0.0000% | $347000.00         | $305228.21         | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-15      | 0.1250%  | 0.0000% | $194900.00         | $234089.89         | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-15      | 0.6250%  | 0.0000% | $82100.00          | $71746.26          | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-31      | 0.5000%  | 0.0000% | $25305700.00       | $24144246.38       | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-30      | 0.3750%  | 0.0000% | $490600.00         | $465571.94         | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 0.6250%  | 0.0000% | $2733700.00        | $2592663.71        | U.S. Treasuries (including strips) |
| USTR                   | 2050-11-15      | 0.0000%  | 0.0000% | $32000.00          | $9303.87           | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 0.3750%  | 0.0000% | $13789000.00       | $13772799.34       | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-15      | 1.1250%  | 0.0000% | $4258200.00        | $3773462.48        | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-29      | 1.1250%  | 0.0000% | $5890200.00        | $5626197.92        | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-28      | 0.5000%  | 0.0000% | $20633800.00       | $20562202.42       | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 1.2500%  | 0.0000% | $21401400.00       | $20446284.21       | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-31      | 0.7500%  | 0.0000% | $4103000.00        | $4082786.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $1889000.00        | $1873978.32        | U.S. Treasuries (including strips) |
| USTR                   | 2026-04-15      | 0.1250%  | 0.0000% | $816800.00         | $1005690.77        | U.S. Treasuries (including strips) |
| USTR                   | 2031-05-15      | 1.6250%  | 0.0000% | $119000.00         | $107078.58         | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $956900.00         | $908716.80         | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-31      | 0.7500%  | 0.0000% | $12606900.00       | $12466506.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $11072000.00       | $10926369.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $10547000.00       | $10397680.91       | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-15      | 1.2500%  | 0.0000% | $19880700.00       | $17449876.87       | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-31      | 1.3750%  | 0.0000% | $622000.00         | $587837.27         | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-31      | 1.1250%  | 0.0000% | $7222000.00        | $7090976.44        | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-15      | 1.3750%  | 0.0000% | $9014800.00        | $7884481.45        | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 1.3750%  | 0.0000% | $13557800.00       | $12738786.86       | U.S. Treasuries (including strips) |
| USTR                   | 2026-12-31      | 1.2500%  | 0.0000% | $7908800.00        | $7732932.01        | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-31      | 2.7500%  | 0.0000% | $64827000.00       | $63298446.30       | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 2.6250%  | 0.0000% | $6923900.00        | $6857268.38        | U.S. Treasuries (including strips) |
| USTR                   | 2029-06-30      | 3.2500%  | 0.0000% | $2890400.00        | $2859825.35        | U.S. Treasuries (including strips) |
| USTR                   | 2032-05-15      | 2.8750%  | 0.0000% | $800.00            | $758.88            | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-31      | 2.6250%  | 0.0000% | $1176300.00        | $1151760.88        | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.1250%  | 0.0000% | $1644200.00        | $1635411.37        | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.0000%  | 0.0000% | $20000.00          | $20422.41          | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 4.1250%  | 0.0000% | $3521200.00        | $3585662.49        | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 3.8750%  | 0.0000% | $4833200.00        | $4895558.61        | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-15      | 1.6250%  | 0.0000% | $358243800.00      | $398104250.59      | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-31      | 3.8750%  | 0.0000% | $7309300.00        | $7366042.10        | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 3.5000%  | 0.0000% | $167900.00         | $169595.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $6742000.00        | $6862253.79        | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-15      | 4.0000%  | 0.0000% | $938000.00         | $952234.15         | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-29      | 4.0000%  | 0.0000% | $86408800.00       | $88502888.15       | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 1.5000%  | 0.0000% | $50000000.00       | $43189923.88       | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-15      | 4.6250%  | 0.0000% | $4160100.00        | $4223980.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $15690300.00       | $15821262.10       | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-15      | 3.6250%  | 0.0000% | $260000.00         | $261259.27         | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 3.7500%  | 0.0000% | $15647600.00       | $15759365.82       | U.S. Treasuries (including strips) |
| USTR                   | 2026-06-15      | 4.1250%  | 0.0000% | $288000.00         | $289299.22         | U.S. Treasuries (including strips) |
| USTR                   | 2033-05-15      | 3.3750%  | 0.0000% | $22610000.00       | $21894453.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $724900.00         | $743598.62         | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 4.1250%  | 0.0000% | $690000.00         | $712564.47         | U.S. Treasuries (including strips) |
| USTR                   | 2033-07-15      | 1.3750%  | 0.0000% | $15760500.00       | $16612415.14       | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 4.3750%  | 0.0000% | $595400.00         | $617152.63         | U.S. Treasuries (including strips) |
| USTR                   | 2026-09-15      | 4.6250%  | 0.0000% | $180000.00         | $183770.38         | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-15      | 4.3750%  | 0.0000% | $971200.00         | $991697.42         | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 4.6250%  | 0.0000% | $9000000.00        | $9365261.04        | U.S. Treasuries (including strips) |
| USTR                   | 2030-10-31      | 4.8750%  | 0.0000% | $8489600.00        | $9002064.34        | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 4.6250%  | 0.0000% | $4729400.00        | $4978287.33        | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-15      | 4.6250%  | 0.0000% | $1919000.00        | $1947407.09        | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-30      | 4.3750%  | 0.0000% | $4143000.00        | $4284690.44        | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 4.2500%  | 0.0000% | $20287000.00       | $20649038.49       | U.S. Treasuries (including strips) |
| USTR                   | 2030-12-31      | 3.7500%  | 0.0000% | $3439700.00        | $3447680.10        | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-15      | 4.1250%  | 0.0000% | $51000.00          | $52129.28          | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-15      | 4.2500%  | 0.0000% | $13390000.00       | $13673870.07       | U.S. Treasuries (including strips) |
| USTR                   | 2029-03-31      | 4.1250%  | 0.0000% | $952000.00         | $978501.60         | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-31      | 4.5000%  | 0.0000% | $843000.00         | $854318.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $5594400.00        | $5663204.29        | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $20000.00          | $20585.86          | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-31      | 4.8750%  | 0.0000% | $8616900.00        | $8696621.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7841%  | 0.0000% | $46800.00          | $47130.99          | U.S. Treasuries (including strips) |
| USTR                   | 2026-06-30      | 4.6250%  | 0.0000% | $3711000.00        | $3730690.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $130700.00         | $133706.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8071%  | 0.0000% | $17900.00          | $18034.78          | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-31      | 4.1250%  | 0.0000% | $1160800.00        | $1188024.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7621%  | 0.0000% | $100000.00         | $100699.43         | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-31      | 3.7500%  | 0.0000% | $7950000.00        | $8040782.02        | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-15      | 1.6250%  | 0.0000% | $66788300.00       | $70120455.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $101900.00         | $102907.44         | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-15      | 4.0000%  | 0.0000% | $8723400.00        | $8827105.89        | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 4.2500%  | 0.0000% | $2887000.00        | $2986903.66        | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $9257000.00        | $9639377.39        | U.S. Treasuries (including strips) |
| USTR                   | 2035-01-15      | 2.1250%  | 0.0000% | $9274700.00        | $9857194.95        | U.S. Treasuries (including strips) |
| USTR                   | 2030-03-31      | 4.0000%  | 0.0000% | $80000.00          | $81950.71          | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-15      | 3.7500%  | 0.0000% | $2395000.00        | $2427796.40        | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-30      | 3.8750%  | 0.0000% | $10988700.00       | $11163823.57       | U.S. Treasuries (including strips) |
| USTR                   | 2035-05-15      | 4.2500%  | 0.0000% | $17284000.00       | $17578200.51       | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 4.0000%  | 0.0000% | $3899000.00        | $3967983.42        | U.S. Treasuries (including strips) |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $4000000.00        | $4033208.00        | U.S. Treasuries (including strips) |
| USTR                   | 2032-07-31      | 4.0000%  | 0.0000% | $6000.00           | $6146.13           | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 3.6250%  | 0.0000% | $36000.00          | $36605.01          | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-31      | 3.6250%  | 0.0000% | $25376000.00       | $25748718.91       | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 3.6250%  | 0.0000% | $15839000.00       | $16001870.07       | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 3.6250%  | 0.0000% | $2782700.00        | $2802142.97        | U.S. Treasuries (including strips) |
| USTR                   | 2032-10-31      | 3.7500%  | 0.0000% | $3000000.00        | $2993643.18        | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-30      | 3.7500%  | 0.0000% | $10644000.00       | $10583804.78       | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-30      | 3.5000%  | 0.0000% | $150000.00         | $149211.42         | U.S. Treasuries (including strips) |

### Security 53: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBG8T32
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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                   | 2038-02-15      | 4.3750%  | 0.0000% | $200.00            | $205.67            | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-15      | 6.0000%  | 0.0000% | $1965900.00        | $2016010.79        | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.01            | U.S. Treasuries (including strips) |
| USTR                   | 2037-02-15      | 4.7500%  | 0.0000% | $168300.00         | $179818.20         | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-15      | 3.6250%  | 0.0000% | $5771800.00        | $12285176.49       | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $83.48             | U.S. Treasuries (including strips) |
| USTR                   | 2042-08-15      | 2.7500%  | 0.0000% | $10295400.00       | $8091973.34        | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.0000%  | 0.0000% | $21850500.00       | $17752070.65       | U.S. Treasuries (including strips) |
| USTR                   | 2043-05-15      | 2.8750%  | 0.0000% | $598700.00         | $469166.65         | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 1.3750%  | 0.0000% | $14626900.00       | $17268333.54       | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 3.3750%  | 0.0000% | $4109300.00        | $3426517.92        | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 3.3750%  | 0.0000% | $1508800.00        | $1258104.84        | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 3.0000%  | 0.0000% | $81000.00          | $63299.40          | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 3.0000%  | 0.0000% | $1274500.00        | $995988.81         | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 2.5000%  | 0.0000% | $25223500.00       | $18195677.98       | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.74             | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 3.0000%  | 0.0000% | $1161900.00        | $903319.33         | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.49             | U.S. Treasuries (including strips) |
| USTR                   | 2046-05-15      | 2.5000%  | 0.0000% | $112100.00         | $78555.40          | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 2.5000%  | 0.0000% | $302600.00         | $214687.75         | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.95             | U.S. Treasuries (including strips) |
| USTR                   | 2047-02-15      | 3.0000%  | 0.0000% | $267111800.00      | $205234015.97      | U.S. Treasuries (including strips) |
| USTR                   | 2047-02-15      | 3.0000%  | 0.0000% | $8455400.00        | $6496664.31        | U.S. Treasuries (including strips) |
| USTR                   | 2047-02-15      | 0.8750%  | 0.0000% | $1999700.00        | $1960316.26        | U.S. Treasuries (including strips) |
| USTR                   | 2047-02-15      | 0.8750%  | 0.0000% | $200.00            | $196.07            | U.S. Treasuries (including strips) |
| USTR                   | 2047-05-15      | 3.0000%  | 0.0000% | $400.00            | $303.52            | U.S. Treasuries (including strips) |
| USTR                   | 2047-08-15      | 2.7500%  | 0.0000% | $15200900.00       | $11075580.95       | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 2.2500%  | 0.0000% | $3154900.00        | $3120610.97        | U.S. Treasuries (including strips) |
| USTR                   | 2048-02-15      | 3.0000%  | 0.0000% | $12453600.00       | $9460775.76        | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $260.03            | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 2.7500%  | 0.0000% | $12675600.00       | $12619187.24       | U.S. Treasuries (including strips) |
| USTR                   | 2048-11-15      | 3.3750%  | 0.0000% | $24046600.00       | $19236454.58       | U.S. Treasuries (including strips) |
| USTR                   | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $160.00            | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-15      | 2.6250%  | 0.0000% | $500.00            | $491.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $3700400.00        | $3700984.93        | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-15      | 0.2500%  | 0.0000% | $1723500.00        | $2118188.38        | U.S. Treasuries (including strips) |
| USTR                   | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.94             | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-15      | 1.7500%  | 0.0000% | $3104700.00        | $2908836.14        | U.S. Treasuries (including strips) |
| USTR                   | 2050-02-15      | 2.0000%  | 0.0000% | $48607100.00       | $29049644.46       | U.S. Treasuries (including strips) |
| USTR                   | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.65            | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| USTR                   | 2040-05-15      | 1.1250%  | 0.0000% | $42239900.00       | $27002428.77       | U.S. Treasuries (including strips) |
| USTR                   | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips) |
| USTR                   | 2040-08-15      | 1.1250%  | 0.0000% | $484800.00         | $307840.61         | U.S. Treasuries (including strips) |
| USTR                   | 2050-08-15      | 1.3750%  | 0.0000% | $370900.00         | $185629.23         | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.78            | U.S. Treasuries (including strips) |
| USTR                   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6538442.38        | U.S. Treasuries (including strips) |
| USTR                   | 2050-11-15      | 1.6250%  | 0.0000% | $3144200.00        | $1668919.09        | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $175.34            | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-15      | 0.8750%  | 0.0000% | $14519200.00       | $12729503.57       | U.S. Treasuries (including strips) |
| USTR                   | 2051-02-15      | 1.8750%  | 0.0000% | $49974700.00       | $28478495.09       | U.S. Treasuries (including strips) |
| USTR                   | 2051-02-15      | 0.1250%  | 0.0000% | $1100.00           | $746.90            | U.S. Treasuries (including strips) |
| USTR                   | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.80            | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 0.7500%  | 0.0000% | $1003300.00        | $951996.47         | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 0.7500%  | 0.0000% | $900.00            | $853.98            | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-15      | 1.1250%  | 0.0000% | $7500700.00        | $6646848.44        | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 1.8750%  | 0.0000% | $180100.00         | $127706.26         | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 1.8750%  | 0.0000% | $8972000.00        | $6361912.87        | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-29      | 1.1250%  | 0.0000% | $2898900.00        | $2768969.67        | U.S. Treasuries (including strips) |
| USTR                   | 2051-05-15      | 2.3750%  | 0.0000% | $931900.00         | $594101.12         | U.S. Treasuries (including strips) |
| USTR                   | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $3002000.00        | $2850838.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $15271200.00       | $15070337.91       | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 1.0000%  | 0.0000% | $6370200.00        | $6007051.52        | U.S. Treasuries (including strips) |
| USTR                   | 2051-08-15      | 2.0000%  | 0.0000% | $21382000.00       | $12494315.12       | U.S. Treasuries (including strips) |
| USTR                   | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-15      | 1.2500%  | 0.0000% | $10353500.00       | $9087572.38        | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 1.1250%  | 0.0000% | $6214000.00        | $5864390.65        | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 2.0000%  | 0.0000% | $8929900.00        | $6287555.41        | U.S. Treasuries (including strips) |
| USTR                   | 2051-11-15      | 1.8750%  | 0.0000% | $25068900.00       | $14019220.70       | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.46             | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $281.88            | U.S. Treasuries (including strips) |
| USTR                   | 2026-12-31      | 1.2500%  | 0.0000% | $712000.00         | $696167.26         | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $191.11            | U.S. Treasuries (including strips) |
| USTR                   | 2052-02-15      | 2.2500%  | 0.0000% | $9015500.00        | $5583538.06        | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 1.8750%  | 0.0000% | $30007800.00       | $28715275.85       | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 2.7500%  | 0.0000% | $9999800.00        | $9949780.78        | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-31      | 2.7500%  | 0.0000% | $10644600.00       | $10393611.32       | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 2.6250%  | 0.0000% | $49467000.00       | $48990958.13       | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 2.6250%  | 0.0000% | $8900.00           | $8814.35           | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.2500%  | 0.0000% | $58894000.00       | $49613591.51       | U.S. Treasuries (including strips) |
| USTR                   | 2029-06-30      | 3.2500%  | 0.0000% | $20110400.00       | $19897672.19       | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 3.2500%  | 0.0000% | $14769800.00       | $14721576.60       | U.S. Treasuries (including strips) |
| USTR                   | 2042-02-15      | 2.3750%  | 0.0000% | $1887500.00        | $1413101.89        | U.S. Treasuries (including strips) |
| USTR                   | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.87             | U.S. Treasuries (including strips) |
| USTR                   | 2052-08-15      | 3.0000%  | 0.0000% | $3303700.00        | $2418562.78        | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-15      | 2.7500%  | 0.0000% | $1683600.00        | $1590509.54        | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $305.74            | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 3.8750%  | 0.0000% | $155405000.00      | $157410056.66      | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 3.8750%  | 0.0000% | $14275000.00       | $14427044.99       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-15      | 1.6250%  | 0.0000% | $17359600.00       | $19291137.91       | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-31      | 3.8750%  | 0.0000% | $198733000.00      | $200275764.28      | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 3.5000%  | 0.0000% | $11210200.00       | $11323430.09       | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 3.6250%  | 0.0000% | $5505100.00        | $4559652.75        | U.S. Treasuries (including strips) |
| USTR                   | 2029-12-31      | 3.8750%  | 0.0000% | $20500.00          | $20698.50          | U.S. Treasuries (including strips) |
| USTR                   | 2033-02-15      | 3.5000%  | 0.0000% | $4631600.00        | $4573723.53        | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-29      | 4.0000%  | 0.0000% | $17267100.00       | $17685562.35       | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-28      | 4.0000%  | 0.0000% | $5000.00           | $5138.32           | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-28      | 4.0000%  | 0.0000% | $133727200.00      | $137426717.91      | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 3.6250%  | 0.0000% | $11200.00          | $11338.14          | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 1.5000%  | 0.0000% | $20350400.00       | $17578644.54       | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 3.8750%  | 0.0000% | $20290200.00       | $18641281.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $139800.00         | $140966.87         | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-15      | 1.2500%  | 0.0000% | $47153100.00       | $51129481.25       | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 3.7500%  | 0.0000% | $70099800.00       | $70600500.53       | U.S. Treasuries (including strips) |
| USTR                   | 2028-06-30      | 4.0000%  | 0.0000% | $600.00            | $607.34            | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-30      | 3.5000%  | 0.0000% | $6576600.00        | $6617459.04        | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-31      | 4.0000%  | 0.0000% | $629900.00         | $649327.65         | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 4.1250%  | 0.0000% | $549300.00         | $567263.28         | U.S. Treasuries (including strips) |
| USTR                   | 2043-08-15      | 4.3750%  | 0.0000% | $4588500.00        | $4480836.58        | U.S. Treasuries (including strips) |
| USTR                   | 2053-05-15      | 3.6250%  | 0.0000% | $3411900.00        | $2793252.09        | U.S. Treasuries (including strips) |
| USTR                   | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $271.84            | U.S. Treasuries (including strips) |
| USTR                   | 2053-08-15      | 4.1250%  | 0.0000% | $500.00            | $453.06            | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-15      | 2.3750%  | 0.0000% | $19121500.00       | $21047979.50       | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-31      | 4.8750%  | 0.0000% | $15200.00          | $15874.10          | U.S. Treasuries (including strips) |
| USTR                   | 2053-11-15      | 4.7500%  | 0.0000% | $299998000.00      | $298140385.87      | U.S. Treasuries (including strips) |
| USTR                   | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 4.6250%  | 0.0000% | $25752300.00       | $27107529.22       | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-15      | 4.6250%  | 0.0000% | $2668500.00        | $2708002.00        | U.S. Treasuries (including strips) |
| USTR                   | 2033-11-15      | 4.5000%  | 0.0000% | $1747800.00        | $1819752.09        | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 3.7500%  | 0.0000% | $14000000.00       | $14091644.00       | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 4.2500%  | 0.0000% | $43367700.00       | $44141632.91       | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-31      | 4.0000%  | 0.0000% | $6887700.00        | $7095553.12        | U.S. Treasuries (including strips) |
| USTR                   | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| USTR                   | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| USTR                   | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $185.16            | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-15      | 4.0000%  | 0.0000% | $7877600.00        | $8059340.69        | U.S. Treasuries (including strips) |
| USTR                   | 2034-02-15      | 4.0000%  | 0.0000% | $29145400.00       | $29577772.01       | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-15      | 4.2500%  | 0.0000% | $16614700.00       | $16966934.21       | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-15      | 4.5000%  | 0.0000% | $6503900.00        | $6646603.58        | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-15      | 2.1250%  | 0.0000% | $626800.00         | $677325.60         | U.S. Treasuries (including strips) |
| USTR                   | 2054-05-15      | 4.6250%  | 0.0000% | $3473000.00        | $3385640.41        | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 4.6250%  | 0.0000% | $10422300.00       | $10345728.11       | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-31      | 4.5000%  | 0.0000% | $2931400.00        | $3030338.91        | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $101.81            | U.S. Treasuries (including strips) |
| USTR                   | 2031-06-30      | 4.2500%  | 0.0000% | $19649100.00       | $20135788.56       | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-31      | 4.0000%  | 0.0000% | $59300.00          | $61119.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $7341600.00        | $7510460.75        | U.S. Treasuries (including strips) |
| USTR                   | 2034-07-15      | 1.8750%  | 0.0000% | $29076500.00       | $30631876.58       | U.S. Treasuries (including strips) |
| USTR                   | 2034-07-15      | 1.8750%  | 0.0000% | $27400000.00       | $28865696.29       | U.S. Treasuries (including strips) |
| USTR                   | 2054-08-15      | 4.2500%  | 0.0000% | $5385900.00        | $4985579.52        | U.S. Treasuries (including strips) |
| USTR                   | 2034-08-15      | 3.8750%  | 0.0000% | $353700.00         | $354478.93         | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 3.7500%  | 0.0000% | $175800.00         | $179046.41         | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| USTR                   | 2029-09-30      | 3.5000%  | 0.0000% | $2675200.00        | $2689766.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8071%  | 0.0000% | $18400.00          | $18538.54          | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.1250%  | 0.0000% | $20543900.00       | $21065015.89       | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-19      | 0.0000%  | 0.0000% | $2200.00           | $2183.69           | U.S. Treasuries (including strips) |
| USTR                   | 2054-11-15      | 4.5000%  | 0.0000% | $282500.00         | $269734.45         | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 4.6250%  | 0.0000% | $16400.00          | $16182.26          | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 2.3750%  | 0.0000% | $7122200.00        | $7070207.47        | U.S. Treasuries (including strips) |
| USTR                   | 2034-11-15      | 4.2500%  | 0.0000% | $143657100.00      | $146394996.38      | U.S. Treasuries (including strips) |
| USTR                   | 2034-11-15      | 4.2500%  | 0.0000% | $196876400.00      | $200628579.20      | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 4.2500%  | 0.0000% | $241300.00         | $249650.10         | U.S. Treasuries (including strips) |
| USTR                   | 2032-01-31      | 4.3750%  | 0.0000% | $17753500.00       | $18607683.69       | U.S. Treasuries (including strips) |
| USTR                   | 2035-01-15      | 2.1250%  | 0.0000% | $214400.00         | $227865.33         | U.S. Treasuries (including strips) |
| USTR                   | 2035-02-15      | 4.6250%  | 0.0000% | $926900.00         | $981293.04         | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-28      | 4.1250%  | 0.0000% | $989800.00         | $1010416.47        | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-15      | 3.8750%  | 0.0000% | $1884300.00        | $1921949.69        | U.S. Treasuries (including strips) |
| USTR                   | 2030-03-31      | 4.0000%  | 0.0000% | $2664300.00        | $2729266.00        | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 3.7500%  | 0.0000% | $78400.00          | $79156.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $832500.00         | $826853.15         | U.S. Treasuries (including strips) |
| USTR                   | 2055-05-15      | 4.7500%  | 0.0000% | $4797800.00        | $4774103.24        | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 5.0000%  | 0.0000% | $2229200.00        | $2314187.34        | U.S. Treasuries (including strips) |
| USTR                   | 2032-05-31      | 4.1250%  | 0.0000% | $50914000.00       | $51879331.96       | U.S. Treasuries (including strips) |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 3.7500%  | 0.0000% | $1364800.00        | $1370283.77        | U.S. Treasuries (including strips) |
| USTR                   | 2027-07-31      | 3.8750%  | 0.0000% | $8283200.00        | $8467051.70        | U.S. Treasuries (including strips) |
| USTR                   | 2032-07-31      | 4.0000%  | 0.0000% | $12470400.00       | $12774122.01       | U.S. Treasuries (including strips) |
| USTR                   | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| USTR                   | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $306.82            | U.S. Treasuries (including strips) |
| USTR                   | 2035-08-15      | 4.2500%  | 0.0000% | $12000000.00       | $12317322.00       | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 3.6250%  | 0.0000% | $30750000.00       | $31266776.81       | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-31      | 3.6250%  | 0.0000% | $5250800.00        | $5327922.97        | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 3.6250%  | 0.0000% | $59892500.00       | $60508365.65       | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 3.6250%  | 0.0000% | $18299900.00       | $18427763.01       | U.S. Treasuries (including strips) |
| USTR                   | 2035-11-15      | 4.0000%  | 0.0000% | $983600.00         | $977646.14         | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 3.5000%  | 0.0000% | $57746200.00       | $57982700.36       | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-30      | 3.7500%  | 0.0000% | $2821900.00        | $2805941.26        | U.S. Treasuries (including strips) |

### Security 54: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBG8UB2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2039-08-15      | 4.5000%  | 0.0000% | $3099300.00        | $3168361.70        | U.S. Treasuries (including strips) |
| USTR                   | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR                   | 2040-02-15      | 2.1250%  | 0.0000% | $5000.00           | $7532.69           | U.S. Treasuries (including strips) |
| USTR                   | 2042-02-15      | 0.7500%  | 0.0000% | $11000.00          | $12421.23          | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 0.6250%  | 0.0000% | $14416900.00       | $15289118.02       | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.47             | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $81.24             | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 2.5000%  | 0.0000% | $2968400.00        | $2141338.46        | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 0.7500%  | 0.0000% | $285148800.00      | $289443489.88      | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $104.45            | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 2.5000%  | 0.0000% | $2834900.00        | $2011296.35        | U.S. Treasuries (including strips) |
| USTR                   | 2046-08-15      | 2.2500%  | 0.0000% | $98957400.00       | $66334262.38       | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-15      | 0.3750%  | 0.0000% | $1400.00           | $1866.90           | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 2.2500%  | 0.0000% | $15424700.00       | $15257056.65       | U.S. Treasuries (including strips) |
| USTR                   | 2048-08-15      | 3.0000%  | 0.0000% | $22736000.00       | $17191621.78       | U.S. Treasuries (including strips) |
| USTR                   | 2049-02-15      | 3.0000%  | 0.0000% | $24994400.00       | $18803137.15       | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $491.60            | U.S. Treasuries (including strips) |
| USTR                   | 2040-05-15      | 1.1250%  | 0.0000% | $24091000.00       | $15400498.37       | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $141.82            | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-28      | 0.5000%  | 0.0000% | $277000.00         | $276038.84         | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 1.2500%  | 0.0000% | $114797000.00      | $109673763.79      | U.S. Treasuries (including strips) |
| USTR                   | 2041-05-15      | 2.2500%  | 0.0000% | $24980400.00       | $18539331.66       | U.S. Treasuries (including strips) |
| USTR                   | 2028-06-30      | 1.2500%  | 0.0000% | $6290000.00        | $5956221.15        | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 1.0000%  | 0.0000% | $357225500.00      | $336861006.14      | U.S. Treasuries (including strips) |
| USTR                   | 2051-08-15      | 2.0000%  | 0.0000% | $600.00            | $350.60            | U.S. Treasuries (including strips) |
| USTR                   | 2041-08-15      | 1.7500%  | 0.0000% | $277900.00         | $190346.08         | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-15      | 1.2500%  | 0.0000% | $28986000.00       | $25441867.29       | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 1.1250%  | 0.0000% | $4665100.00        | $4402634.18        | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $140.82            | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-31      | 1.3750%  | 0.0000% | $3151700.00        | $2978595.99        | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-15      | 1.8750%  | 0.0000% | $1600.00           | $1441.43           | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.2500%  | 0.0000% | $171018500.00      | $144069718.46      | U.S. Treasuries (including strips) |
| USTR                   | 2052-05-15      | 2.8750%  | 0.0000% | $131783100.00      | $93176755.23       | U.S. Treasuries (including strips) |
| USTR                   | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $948.60            | U.S. Treasuries (including strips) |
| USTR                   | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.20             | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-15      | 2.7500%  | 0.0000% | $22519800.00       | $21274623.96       | U.S. Treasuries (including strips) |
| USTR                   | 2042-08-15      | 3.3750%  | 0.0000% | $10700.00          | $9222.08           | U.S. Treasuries (including strips) |
| USTR                   | 2042-11-15      | 4.0000%  | 0.0000% | $75840800.00       | $70231149.75       | U.S. Treasuries (including strips) |
| USTR                   | 2052-11-15      | 4.0000%  | 0.0000% | $5340200.00        | $4688940.57        | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 3.8750%  | 0.0000% | $28968800.00       | $29277350.67       | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 3.5000%  | 0.0000% | $36750500.00       | $37302478.92       | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-28      | 4.0000%  | 0.0000% | $44084800.00       | $45304391.13       | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 3.6250%  | 0.0000% | $83009200.00       | $84032959.76       | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 1.5000%  | 0.0000% | $197006800.00      | $170174173.92      | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 3.8750%  | 0.0000% | $52586900.00       | $48313333.54       | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 3.7500%  | 0.0000% | $21489800.00       | $21643294.79       | U.S. Treasuries (including strips) |
| USTR                   | 2030-06-30      | 3.7500%  | 0.0000% | $10968900.00       | $11012852.38       | U.S. Treasuries (including strips) |
| USTR                   | 2043-05-15      | 3.8750%  | 0.0000% | $101308100.00      | $91846028.12       | U.S. Treasuries (including strips) |
| USTR                   | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.66             | U.S. Treasuries (including strips) |
| USTR                   | 2033-01-15      | 1.1250%  | 0.0000% | $400.00            | $422.67            | U.S. Treasuries (including strips) |
| USTR                   | 2033-07-15      | 1.3750%  | 0.0000% | $27720500.00       | $29218898.75       | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 4.6250%  | 0.0000% | $1343400.00        | $1414097.18        | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-30      | 4.3750%  | 0.0000% | $99999800.00       | $102713190.73      | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 3.7500%  | 0.0000% | $5088100.00        | $5121406.70        | U.S. Treasuries (including strips) |
| USTR                   | 2031-01-31      | 4.0000%  | 0.0000% | $59890900.00       | $61685197.52       | U.S. Treasuries (including strips) |
| USTR                   | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $400.93            | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.55            | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-15      | 4.5000%  | 0.0000% | $2730000.00        | $2789899.56        | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-15      | 2.1250%  | 0.0000% | $1936400.00        | $2092490.89        | U.S. Treasuries (including strips) |
| USTR                   | 2031-04-30      | 4.6250%  | 0.0000% | $122496900.00      | $128692977.97      | U.S. Treasuries (including strips) |
| USTR                   | 2054-05-15      | 4.6250%  | 0.0000% | $57900.00          | $56443.59          | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 4.6250%  | 0.0000% | $2754700.00        | $2734461.42        | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $900.00            | $926.36            | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-31      | 4.5000%  | 0.0000% | $14852200.00       | $15353482.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7841%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| USTR                   | 2034-07-15      | 1.8750%  | 0.0000% | $600.00            | $632.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $400.00            | $399.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $199.06            | U.S. Treasuries (including strips) |
| USTR                   | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $286.45            | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 4.6250%  | 0.0000% | $55622000.00       | $55113897.03       | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-31      | 3.7500%  | 0.0000% | $122900.00         | $124303.41         | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $104.99            | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-30      | 4.1250%  | 0.0000% | $5105900.00        | $5211914.06        | U.S. Treasuries (including strips) |
| USTR                   | 2031-12-31      | 4.5000%  | 0.0000% | $74853200.00       | $77617154.41       | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-28      | 4.1250%  | 0.0000% | $98495500.00       | $100547056.24      | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-29      | 4.1250%  | 0.0000% | $18692900.00       | $19258676.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7611%  | 0.0000% | $600.00            | $604.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $72877600.00       | $72784826.82       | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 5.0000%  | 0.0000% | $428532600.00      | $444870230.17      | U.S. Treasuries (including strips) |
| USTR                   | 2055-08-15      | 4.7500%  | 0.0000% | $11272900.00       | $11354363.61       | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 4.8750%  | 0.0000% | $4908900.00        | $5071493.81        | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 3.8750%  | 0.0000% | $900.00            | $907.82            | U.S. Treasuries (including strips) |
| USTR                   | 2028-06-15      | 3.8750%  | 0.0000% | $90553300.00       | $91542712.23       | U.S. Treasuries (including strips) |
| USTR                   | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| USTR                   | 2035-07-15      | 1.8750%  | 0.0000% | $49300.00          | $50420.69          | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 3.5000%  | 0.0000% | $7100.00           | $7129.08           | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 3.3750%  | 0.0000% | $2821200.00        | $2824662.49        | U.S. Treasuries (including strips) |

### Security 55: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBG8UD8
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2039-11-15      | 4.3750%  | 0.0000% | $3929100.00        | $3911844.94        | U.S. Treasuries (including strips) |
| USTR                   | 2042-02-15      | 3.1250%  | 0.0000% | $8405200.00        | $7043816.06        | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 2.8750%  | 0.0000% | $4798300.00        | $3670211.27        | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-15      | 0.6250%  | 0.0000% | $1654300.00        | $2266813.10        | U.S. Treasuries (including strips) |
| USTR                   | 2047-05-15      | 3.0000%  | 0.0000% | $5500000.00        | $4173466.85        | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 2.2500%  | 0.0000% | $83716500.00       | $82806627.22       | U.S. Treasuries (including strips) |
| USTR                   | 2047-11-15      | 2.7500%  | 0.0000% | $10910000.00       | $7852521.32        | U.S. Treasuries (including strips) |
| USTR                   | 2048-02-15      | 1.0000%  | 0.0000% | $203600.00         | $198062.83         | U.S. Treasuries (including strips) |
| USTR                   | 2048-08-15      | 3.0000%  | 0.0000% | $18646200.00       | $14099156.31       | U.S. Treasuries (including strips) |
| USTR                   | 2049-02-15      | 1.0000%  | 0.0000% | $1000.00           | $939.16            | U.S. Treasuries (including strips) |
| USTR                   | 2040-08-15      | 1.1250%  | 0.0000% | $272400.00         | $172969.85         | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $12500000.00       | $11858294.27       | U.S. Treasuries (including strips) |
| USTR                   | 2031-01-15      | 0.1250%  | 0.0000% | $3685000.00        | $4306113.92        | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 0.3750%  | 0.0000% | $22900.00          | $22873.09          | U.S. Treasuries (including strips) |
| USTR                   | 2026-04-15      | 0.1250%  | 0.0000% | $55296800.00       | $68084576.02       | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 1.8750%  | 0.0000% | $11541100.00       | $11043990.90       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-15      | 1.6250%  | 0.0000% | $184145600.00      | $204634793.64      | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-30      | 3.5000%  | 0.0000% | $9390600.00        | $9390213.02        | U.S. Treasuries (including strips) |
| USTR                   | 2033-07-15      | 1.3750%  | 0.0000% | $16640800.00       | $17540298.71       | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-28      | 4.2500%  | 0.0000% | $92400000.00       | $96017016.89       | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-15      | 4.1250%  | 0.0000% | $2987000.00        | $3053140.40        | U.S. Treasuries (including strips) |
| USTR                   | 2031-04-30      | 4.6250%  | 0.0000% | $45790000.00       | $48106127.26       | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 4.6250%  | 0.0000% | $4906300.00        | $5108579.43        | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $1275100.00        | $1312451.28        | U.S. Treasuries (including strips) |
| USTR                   | 2031-10-31      | 4.1250%  | 0.0000% | $1373000.00        | $1406605.50        | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 3.7500%  | 0.0000% | $600.00            | $605.79            | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-15      | 1.6250%  | 0.0000% | $105924400.00      | $109397399.42      | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-05      | 0.0000%  | 0.0000% | $612700.00         | $608977.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $1599700.00        | $1580204.46        | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-29      | 0.0000%  | 0.0000% | $999900.00         | $971778.81         | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-31      | 3.8750%  | 0.0000% | $57432200.00       | $58174189.12       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 3.5000%  | 0.0000% | $36946800.00       | $37185357.73       | U.S. Treasuries (including strips) |

### Security 56: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBG8UF3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2044-02-15      | 1.3750%  | 0.0000% | $610400.00         | $720630.53         | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-15      | 0.6250%  | 0.0000% | $4395200.00        | $6022545.46        | U.S. Treasuries (including strips) |
| USTR                   | 2026-07-15      | 0.1250%  | 0.0000% | $74762300.00       | $101022640.60      | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 0.5000%  | 0.0000% | $209999000.00      | $273027505.64      | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-15      | 0.7500%  | 0.0000% | $74998400.00       | $96495884.46       | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 2.8750%  | 0.0000% | $10109800.00       | $10061295.71       | U.S. Treasuries (including strips) |
| USTR                   | 2049-02-15      | 1.0000%  | 0.0000% | $313000.00         | $293958.95         | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-28      | 2.5000%  | 0.0000% | $985000.00         | $991414.72         | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-15      | 0.2500%  | 0.0000% | $249993000.00      | $307242394.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $553000.00         | $552003.23         | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-15      | 0.1250%  | 0.0000% | $681300.00         | $819249.10         | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-15      | 0.1250%  | 0.0000% | $2999200.00        | $3602269.85        | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 0.6250%  | 0.0000% | $282500.00         | $267925.34         | U.S. Treasuries (including strips) |
| USTR                   | 2031-01-15      | 0.1250%  | 0.0000% | $12000000.00       | $14022623.37       | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-15      | 1.1250%  | 0.0000% | $1233000.00        | $1092639.91        | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 1.2500%  | 0.0000% | $19856500.00       | $18970331.03       | U.S. Treasuries (including strips) |
| USTR                   | 2026-04-15      | 0.1250%  | 0.0000% | $7365100.00        | $9068331.46        | U.S. Treasuries (including strips) |
| USTR                   | 2029-06-30      | 3.2500%  | 0.0000% | $7920900.00        | $7837112.72        | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-15      | 0.1250%  | 0.0000% | $144974000.00      | $164169375.72      | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 3.8750%  | 0.0000% | $1743200.00        | $1765691.01        | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-15      | 1.2500%  | 0.0000% | $80621600.00       | $87420351.68       | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 3.7500%  | 0.0000% | $1933000.00        | $1946806.81        | U.S. Treasuries (including strips) |
| USTR                   | 2033-01-15      | 1.1250%  | 0.0000% | $49999200.00       | $52832688.58       | U.S. Treasuries (including strips) |
| USTR                   | 2033-07-15      | 1.3750%  | 0.0000% | $32352000.00       | $34100748.99       | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-15      | 2.3750%  | 0.0000% | $144994000.00      | $159602057.40      | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-31      | 4.5000%  | 0.0000% | $4452500.00        | $4512282.05        | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-15      | 2.1250%  | 0.0000% | $119998000.00      | $129670895.22      | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-15      | 1.6250%  | 0.0000% | $21212200.00       | $22270504.44       | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $26800.00          | $27907.02          | U.S. Treasuries (including strips) |
| USTR                   | 2035-01-15      | 2.1250%  | 0.0000% | $1461000.00        | $1552757.70        | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-15      | 1.6250%  | 0.0000% | $10018800.00       | $10347291.70       | U.S. Treasuries (including strips) |
| USTR                   | 2032-05-31      | 4.1250%  | 0.0000% | $5900.00           | $6011.87           | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 4.0000%  | 0.0000% | $4700.00           | $4783.15           | U.S. Treasuries (including strips) |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $2578000.00        | $2599402.56        | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 3.6250%  | 0.0000% | $82700.00          | $83550.39          | U.S. Treasuries (including strips) |
| USTR                   | 2030-10-15      | 1.1250%  | 0.0000% | $4999600.00        | $4976143.90        | U.S. Treasuries (including strips) |

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTBJ2BG2
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $20623900.00       | $19380010.72       | U.S. Treasuries (including strips) |

### Security 58: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BNTBJ2BM9
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $24008000.00       | $23762953.78       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $69970000.00       | $72117059.87       | U.S. Treasuries (including strips) |

### Security 59: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BNTBJ2BN7
- **C.18 - Value (incl. sponsor support):** $19200000.00
- **C.18.a - Value (excl. sponsor support):** $19200000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $800.00            | $764.51            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $19206400.00       | $19583240.18       | U.S. Treasuries (including strips) |

### Security 60: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBJ2BP2
- **C.18 - Value (incl. sponsor support):** $1994000000.00
- **C.18.a - Value (excl. sponsor support):** $1994000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2028-11-15      | 5.2500%  | 0.0000% | $6691600.00        | $7048170.41        | U.S. Treasuries (including strips) |
| USTR                   | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.41            | U.S. Treasuries (including strips) |
| USTR                   | 2039-11-15      | 4.3750%  | 0.0000% | $21116900.00       | $21024162.86       | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-15      | 3.8750%  | 0.0000% | $175600.00         | $377851.93         | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.0000%  | 0.0000% | $157174600.00      | $127693856.12      | U.S. Treasuries (including strips) |
| USTR                   | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $264.30            | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 1.3750%  | 0.0000% | $218894000.00      | $258423493.88      | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 2.5000%  | 0.0000% | $26710500.00       | $18950485.41       | U.S. Treasuries (including strips) |
| USTR                   | 2046-08-15      | 2.2500%  | 0.0000% | $6200.00           | $4156.05           | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $266.70            | U.S. Treasuries (including strips) |
| USTR                   | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $364.31            | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.83            | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.67            | U.S. Treasuries (including strips) |
| USTR                   | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.22             | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-15      | 0.2500%  | 0.0000% | $8095300.00        | $9949156.01        | U.S. Treasuries (including strips) |
| USTR                   | 2027-07-31      | 0.3750%  | 0.0000% | $1000.00           | $954.38            | U.S. Treasuries (including strips) |
| USTR                   | 2040-08-15      | 1.1250%  | 0.0000% | $4001000.00        | $2540573.99        | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 0.7500%  | 0.0000% | $300.00            | $284.66            | U.S. Treasuries (including strips) |
| USTR                   | 2041-02-15      | 1.8750%  | 0.0000% | $481900.00         | $341708.18         | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $955.37            | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $43890300.00       | $41680272.43       | U.S. Treasuries (including strips) |
| USTR                   | 2051-08-15      | 2.0000%  | 0.0000% | $3932700.00        | $2298026.05        | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $140.82            | U.S. Treasuries (including strips) |
| USTR                   | 2052-02-15      | 2.2500%  | 0.0000% | $7556500.00        | $4679940.70        | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-15      | 1.8750%  | 0.0000% | $3750300.00        | $3378619.96        | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| USTR                   | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.71             | U.S. Treasuries (including strips) |
| USTR                   | 2052-08-15      | 3.0000%  | 0.0000% | $81733700.00       | $59835361.89       | U.S. Treasuries (including strips) |
| USTR                   | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| USTR                   | 2033-02-15      | 3.5000%  | 0.0000% | $3140800.00        | $3101552.56        | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 1.5000%  | 0.0000% | $26242200.00       | $22667972.41       | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 3.8750%  | 0.0000% | $12600.00          | $11576.04          | U.S. Treasuries (including strips) |
| USTR                   | 2043-05-15      | 3.8750%  | 0.0000% | $1200.00           | $1087.92           | U.S. Treasuries (including strips) |
| USTR                   | 2054-02-15      | 4.2500%  | 0.0000% | $900.00            | $833.19            | U.S. Treasuries (including strips) |
| USTR                   | 2054-02-15      | 2.1250%  | 0.0000% | $63000.00          | $60871.22          | U.S. Treasuries (including strips) |
| USTR                   | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-15      | 4.0000%  | 0.0000% | $20104900.00       | $20568731.40       | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-28      | 4.2500%  | 0.0000% | $139734900.00      | $145204851.23      | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-15      | 2.1250%  | 0.0000% | $33457200.00       | $36154144.86       | U.S. Treasuries (including strips) |
| USTR                   | 2054-05-15      | 4.6250%  | 0.0000% | $1000.00           | $974.85            | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $20425000.00       | $21023305.94       | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $2977100.00        | $3064307.67        | U.S. Treasuries (including strips) |
| USTR                   | 2031-07-31      | 4.1250%  | 0.0000% | $23874900.00       | $24722486.07       | U.S. Treasuries (including strips) |
| USTR                   | 2034-08-15      | 3.8750%  | 0.0000% | $600.00            | $601.32            | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-15      | 3.3750%  | 0.0000% | $958000.00         | $966149.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $1400.00           | $1393.40           | U.S. Treasuries (including strips) |
| USTR                   | 2054-11-15      | 4.5000%  | 0.0000% | $49998800.00       | $47739465.83       | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 4.6250%  | 0.0000% | $58545400.00       | $58010591.98       | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 2.3750%  | 0.0000% | $946000.00         | $939094.13         | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-30      | 4.1250%  | 0.0000% | $22211400.00       | $22672576.40       | U.S. Treasuries (including strips) |
| USTR                   | 2031-12-31      | 4.5000%  | 0.0000% | $81344100.00       | $84347730.89       | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $200.00            | $208.26            | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1030.27           | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-15      | 1.6250%  | 0.0000% | $12542200.00       | $12953427.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $841100.00         | $841100.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $103518200.00      | $103244394.36      | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-29      | 0.0000%  | 0.0000% | $1100.00           | $1069.06           | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 5.0000%  | 0.0000% | $81762000.00       | $84879142.82       | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 3.8750%  | 0.0000% | $2804800.00        | $2829165.69        | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-31      | 4.0000%  | 0.0000% | $184290000.00      | $187550568.04      | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-15      | 3.5000%  | 0.0000% | $36318000.00       | $36578394.47       | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 3.5000%  | 0.0000% | $553245200.00      | $555511023.36      | U.S. Treasuries (including strips) |

### Security 61: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBJ2BQ0
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2028-01-15      | 1.7500%  | 0.0000% | $786600.00         | $1241725.48        | U.S. Treasuries (including strips) |
| USTR                   | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| USTR                   | 2042-11-15      | 2.7500%  | 0.0000% | $36238600.00       | $28101167.11       | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 0.6250%  | 0.0000% | $26725000.00       | $28341854.29       | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.0000%  | 0.0000% | $98198800.00       | $79779960.87       | U.S. Treasuries (including strips) |
| USTR                   | 2043-05-15      | 2.8750%  | 0.0000% | $12536000.00       | $9823740.06        | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 3.3750%  | 0.0000% | $9902100.00        | $8256813.35        | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 3.0000%  | 0.0000% | $2293000.00        | $1791920.24        | U.S. Treasuries (including strips) |
| USTR                   | 2044-11-15      | 3.0000%  | 0.0000% | $35469900.00       | $27718810.12       | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 2.5000%  | 0.0000% | $22436200.00       | $16184981.09       | U.S. Treasuries (including strips) |
| USTR                   | 2045-05-15      | 3.0000%  | 0.0000% | $941700.00         | $732124.81         | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 2.8750%  | 0.0000% | $29233400.00       | $22360576.50       | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 2.8750%  | 0.0000% | $123900.00         | $94770.90          | U.S. Treasuries (including strips) |
| USTR                   | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $70.08             | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-15      | 1.6250%  | 0.0000% | $144648000.00      | $143921710.40      | U.S. Treasuries (including strips) |
| USTR                   | 2046-02-15      | 2.5000%  | 0.0000% | $754500.00         | $535300.40         | U.S. Treasuries (including strips) |
| USTR                   | 2046-08-15      | 2.2500%  | 0.0000% | $1209500.00        | $810765.95         | U.S. Treasuries (including strips) |
| USTR                   | 2047-08-15      | 2.7500%  | 0.0000% | $415000.00         | $302374.60         | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $395.66            | U.S. Treasuries (including strips) |
| USTR                   | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.98             | U.S. Treasuries (including strips) |
| USTR                   | 2047-11-15      | 2.7500%  | 0.0000% | $19798000.00       | $14249699.10       | U.S. Treasuries (including strips) |
| USTR                   | 2048-02-15      | 3.0000%  | 0.0000% | $9932400.00        | $7545465.50        | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-15      | 0.7500%  | 0.0000% | $200.00            | $257.32            | U.S. Treasuries (including strips) |
| USTR                   | 2048-11-15      | 3.3750%  | 0.0000% | $32995600.00       | $26395347.39       | U.S. Treasuries (including strips) |
| USTR                   | 2048-11-15      | 3.3750%  | 0.0000% | $60400.00          | $48317.93          | U.S. Treasuries (including strips) |
| USTR                   | 2049-05-15      | 2.8750%  | 0.0000% | $110175100.00      | $79949807.94       | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-15      | 0.2500%  | 0.0000% | $61700.00          | $75829.55          | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-15      | 1.6250%  | 0.0000% | $211300.00         | $198755.70         | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-15      | 1.7500%  | 0.0000% | $2814200.00        | $2636662.70        | U.S. Treasuries (including strips) |
| USTR                   | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $119.53            | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-31      | 0.6250%  | 0.0000% | $400.00            | $386.86            | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 0.5000%  | 0.0000% | $2460200.00        | $2361004.30        | U.S. Treasuries (including strips) |
| USTR                   | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.05             | U.S. Treasuries (including strips) |
| USTR                   | 2050-08-15      | 1.3750%  | 0.0000% | $180227200.00      | $90200694.79       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $23966900.00       | $22736524.23       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-15      | 0.8750%  | 0.0000% | $10305300.00       | $9035026.25        | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-31      | 0.6250%  | 0.0000% | $750800.00         | $709935.46         | U.S. Treasuries (including strips) |
| USTR                   | 2051-02-15      | 1.8750%  | 0.0000% | $3538000.00        | $2016158.49        | U.S. Treasuries (including strips) |
| USTR                   | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $203.70            | U.S. Treasuries (including strips) |
| USTR                   | 2051-02-15      | 0.1250%  | 0.0000% | $2200.00           | $1493.80           | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 0.7500%  | 0.0000% | $461200.00         | $437616.64         | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 0.7500%  | 0.0000% | $3365500.00        | $3193405.85        | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $177.23            | U.S. Treasuries (including strips) |
| USTR                   | 2051-05-15      | 2.3750%  | 0.0000% | $26718500.00       | $17033470.06       | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $189.93            | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-31      | 0.7500%  | 0.0000% | $35000500.00       | $34610725.20       | U.S. Treasuries (including strips) |
| USTR                   | 2041-08-15      | 1.7500%  | 0.0000% | $111600.00         | $76439.81          | U.S. Treasuries (including strips) |
| USTR                   | 2041-08-15      | 1.7500%  | 0.0000% | $25000000.00       | $17123612.50       | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 1.1250%  | 0.0000% | $3703100.00        | $3494757.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $176200.00         | $173107.08         | U.S. Treasuries (including strips) |
| USTR                   | 2041-11-15      | 2.0000%  | 0.0000% | $4307800.00        | $3033128.17        | U.S. Treasuries (including strips) |
| USTR                   | 2051-11-15      | 1.8750%  | 0.0000% | $789800.00         | $441677.95         | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-15      | 1.3750%  | 0.0000% | $67413800.00       | $58961136.70       | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-15      | 1.3750%  | 0.0000% | $600.00            | $524.77            | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 1.3750%  | 0.0000% | $10132700.00       | $9520593.73        | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-31      | 1.7500%  | 0.0000% | $19022300.00       | $18176070.45       | U.S. Treasuries (including strips) |
| USTR                   | 2052-02-15      | 2.2500%  | 0.0000% | $32962700.00       | $20414673.62       | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 1.8750%  | 0.0000% | $14998000.00       | $14351992.05       | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 2.8750%  | 0.0000% | $2272600.00        | $2235476.20        | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 2.7500%  | 0.0000% | $183084400.00      | $182168607.78      | U.S. Treasuries (including strips) |
| USTR                   | 2042-05-15      | 3.2500%  | 0.0000% | $91673400.00       | $77227673.78       | U.S. Treasuries (including strips) |
| USTR                   | 2029-06-30      | 3.2500%  | 0.0000% | $21388200.00       | $21161955.62       | U.S. Treasuries (including strips) |
| USTR                   | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $124.35            | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.0000%  | 0.0000% | $10149800.00       | $10364167.14       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 4.1250%  | 0.0000% | $27544800.00       | $28049061.74       | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-15      | 4.1250%  | 0.0000% | $16812000.00       | $17133675.97       | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1012.90           | U.S. Treasuries (including strips) |
| USTR                   | 2032-07-15      | 0.6250%  | 0.0000% | $99821600.00       | $105492365.08      | U.S. Treasuries (including strips) |
| USTR                   | 2029-12-31      | 3.8750%  | 0.0000% | $12513700.00       | $12634870.16       | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-28      | 4.0000%  | 0.0000% | $27667900.00       | $28433323.13       | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $86.38             | U.S. Treasuries (including strips) |
| USTR                   | 2043-02-15      | 3.8750%  | 0.0000% | $19337100.00       | $17765636.72       | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-15      | 1.2500%  | 0.0000% | $35982600.00       | $39016982.38       | U.S. Treasuries (including strips) |
| USTR                   | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-31      | 4.0000%  | 0.0000% | $23756500.00       | $24489208.30       | U.S. Treasuries (including strips) |
| USTR                   | 2033-01-15      | 1.1250%  | 0.0000% | $571400.00         | $603781.62         | U.S. Treasuries (including strips) |
| USTR                   | 2033-01-15      | 1.1250%  | 0.0000% | $34385100.00       | $36333726.94       | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 4.1250%  | 0.0000% | $29326800.00       | $30285848.99       | U.S. Treasuries (including strips) |
| USTR                   | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.41            | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 4.1250%  | 0.0000% | $15036100.00       | $15532560.96       | U.S. Treasuries (including strips) |
| USTR                   | 2053-08-15      | 4.1250%  | 0.0000% | $105000.00         | $95143.52          | U.S. Treasuries (including strips) |
| USTR                   | 2033-08-15      | 3.8750%  | 0.0000% | $50554100.00       | $51009251.21       | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 4.6250%  | 0.0000% | $9519900.00        | $10020890.08       | U.S. Treasuries (including strips) |
| USTR                   | 2033-11-15      | 4.5000%  | 0.0000% | $25041000.00       | $26071868.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 3.8471%  | 0.0000% | $6600.00           | $6645.16           | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 4.2500%  | 0.0000% | $14392500.00       | $14649346.21       | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.01            | U.S. Treasuries (including strips) |
| USTR                   | 2054-02-15      | 4.2500%  | 0.0000% | $9347900.00        | $8653972.67        | U.S. Treasuries (including strips) |
| USTR                   | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 4.5000%  | 0.0000% | $100000.00         | $98937.20          | U.S. Treasuries (including strips) |
| USTR                   | 2034-02-15      | 4.0000%  | 0.0000% | $2320800.00        | $2355229.07        | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 4.6250%  | 0.0000% | $2425000.00        | $2524979.14        | U.S. Treasuries (including strips) |
| USTR                   | 2044-05-15      | 4.6250%  | 0.0000% | $1564900.00        | $1553402.79        | U.S. Treasuries (including strips) |
| USTR                   | 2034-05-15      | 4.3750%  | 0.0000% | $81175300.00       | $83652314.94       | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-31      | 4.0000%  | 0.0000% | $7425000.00        | $7652839.36        | U.S. Treasuries (including strips) |
| USTR                   | 2026-06-30      | 4.6250%  | 0.0000% | $32617200.00       | $32790266.86       | U.S. Treasuries (including strips) |
| USTR                   | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $210.70            | U.S. Treasuries (including strips) |
| USTR                   | 2054-08-15      | 4.2500%  | 0.0000% | $25000000.00       | $23141812.50       | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-15      | 3.3750%  | 0.0000% | $29308100.00       | $29557418.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8071%  | 0.0000% | $48810500.00       | $49178020.53       | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.1250%  | 0.0000% | $4256900.00        | $4364880.38        | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 4.6250%  | 0.0000% | $11053300.00       | $10906542.57       | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.6250%  | 0.0000% | $435100.00         | $440912.87         | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.6250%  | 0.0000% | $202284900.00      | $204987396.09      | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-15      | 3.8750%  | 0.0000% | $41826000.00       | $42463558.55       | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 4.2500%  | 0.0000% | $6115400.00        | $6327021.36        | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $900.00            | $937.17            | U.S. Treasuries (including strips) |
| USTR                   | 2032-01-31      | 4.3750%  | 0.0000% | $9685700.00        | $10151713.30       | U.S. Treasuries (including strips) |
| USTR                   | 2032-01-31      | 4.3750%  | 0.0000% | $74256600.00       | $77829347.75       | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-29      | 4.1250%  | 0.0000% | $11999900.00       | $12363100.17       | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-30      | 3.8750%  | 0.0000% | $4390700.00        | $4460673.25        | U.S. Treasuries (including strips) |
| USTR                   | 2032-04-30      | 4.0000%  | 0.0000% | $15327000.00       | $15566474.13       | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-06      | 0.0000%  | 0.0000% | $88646500.00       | $86835540.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| USTR                   | 2055-05-15      | 4.7500%  | 0.0000% | $73156900.00       | $72795571.60       | U.S. Treasuries (including strips) |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $16060900.00       | $16194237.59       | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 3.7500%  | 0.0000% | $3351600.00        | $3365066.73        | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-31      | 3.8750%  | 0.0000% | $12423500.00       | $12735562.59       | U.S. Treasuries (including strips) |
| USTR                   | 2027-07-31      | 3.8750%  | 0.0000% | $964600.00         | $986010.00         | U.S. Treasuries (including strips) |
| USTR                   | 2035-07-15      | 1.8750%  | 0.0000% | $200.00            | $204.55            | U.S. Treasuries (including strips) |
| USTR                   | 2035-07-15      | 1.8750%  | 0.0000% | $136043300.00      | $139135831.90      | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 3.6250%  | 0.0000% | $5334500.00        | $5424150.27        | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 3.6250%  | 0.0000% | $1347700.00        | $1370349.11        | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 3.5000%  | 0.0000% | $145700.00         | $146640.76         | U.S. Treasuries (including strips) |

### Security 62: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBJ2BU1
- **C.18 - Value (incl. sponsor support):** $218000000.00
- **C.18.a - Value (excl. sponsor support):** $218000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $126552500.00      | $126003578.54      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $94239800.00       | $96356425.91       | U.S. Treasuries (including strips) |

### Security 63: FIXED INCOME CLEARING CORP-STATE STREET

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-STATE STREET 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBJ2BW7
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $44751700.00       | $44456828.81       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $46003906.00       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $250000000.00      | $375948342.50      | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $17000000.00       | $11049508.36       | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $400000000.00      | $255196824.00      | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $20000000.00       | $14983593.80       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $96000000.00       | $88980456.00       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $90109400.00       | $74734483.63       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100000000.00      | $97738281.00       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $617574000.00      | $623653244.06      | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $300000000.00      | $303627180.00      | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $166000000.00      | $172927819.10      | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $162000000.00      | $172316939.22      | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $400000000.00      | $412536256.00      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $30000000.00       | $30086718.90       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $49000000.00       | $45998750.00       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $650000000.00      | $662879496.50      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $299200000.00      | $316965000.00      | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $100000000.00      | $103885359.00      | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $22000000.00       | $21761483.04       | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $400227500.00      | $407266721.28      | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $250000000.00      | $255643442.50      | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359375.00       | U.S. Treasuries (including strips) |

### Security 64: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BNTBJ2BX5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $33115500.00       | $33803078.77       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $160363000.00      | $164866634.49      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $55514900.00       | $56330294.57       | U.S. Treasuries (including strips) |

### Security 65: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBJ2BY3
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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          | 2051-11-15      | 1.8750%  | 0.0000% | $51210000.00       | $28653664.28       | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $275344000.00      | $231813169.34      | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $1600761600.00     | $1406305679.70     | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $600000000.00      | $628227524.18      | U.S. Treasuries (including strips) |

### Security 66: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBJ2C06
- **C.18 - Value (incl. sponsor support):** $5450000000.00
- **C.18.a - Value (excl. sponsor support):** $5450000000.00
- **C.19 - Percentage of Net Assets:** 5.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2026-08-31      | 1.3750%  | 0.0000% | $325740000.00      | $322631455.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $20115000.00       | $19955041.74       | U.S. Treasuries (including strips) |
| USTR                   | 2026-12-31      | 1.2500%  | 0.0000% | $184901100.00      | $180789454.24      | U.S. Treasuries (including strips) |
| USTR                   | 2029-09-30      | 3.8750%  | 0.0000% | $390608000.00      | $398165075.80      | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.0000%  | 0.0000% | $76214100.00       | $77823767.06       | U.S. Treasuries (including strips) |
| USTR                   | 2029-06-30      | 4.2500%  | 0.0000% | $1815632000.00     | $1856129671.76     | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-29      | 0.0000%  | 0.0000% | $525111200.00      | $510342972.61      | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 3.6250%  | 0.0000% | $500694400.00      | $505842965.83      | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-15      | 3.3750%  | 0.0000% | $191932800.00      | $193200099.41      | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-30      | 3.5000%  | 0.0000% | $1502016000.00     | $1494119555.27     | U.S. Treasuries (including strips) |

### Security 67: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** TRI-PARTY BANCO BILBAO VIZCAYA 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: BNTBJ2C97
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $232000.00         | $230886.92         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $135900.00         | $119540.38         | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.99             | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $187288300.00      | $199050889.47      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $20026200.00       | $20367077.01       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $135481200.00      | $137231534.77      | U.S. Treasuries (including strips) |

### Security 68: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBJ2CE6
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 9.5100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $714000.00         | $1174865.80        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $660000.00         | $1045524.78        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $200000000.00      | $266736646.42      | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $160000000.00      | $116647600.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $136000000.00      | $179272990.51      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $55800000.00       | $55196104.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $7900000.00        | $7749158.32        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $72500000.00       | $72185531.25       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $100000000.00      | $64941795.58       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $200000000.00      | $119591400.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $117600000.00      | $113184654.07      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $19999900.00       | $17597335.99       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $129124400.00      | $123912270.89      | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $75000000.00       | $47643131.25       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $315000000.00      | $157739163.75      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $99500000.00       | $94360056.88       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $40000000.00       | $22796850.00       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $50000000.00       | $58425158.68       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $65000000.00       | $48229812.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $300000000.00      | $283139830.94      | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $336193000.00      | $317755163.59      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $39000000.00       | $38127414.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $54000000.00       | $58092845.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $259250000.00      | $256128386.51      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $225000000.00      | $215314213.67      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $250000000.00      | $245938653.31      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $97178000.00       | $96698230.06       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $188414100.00      | $186619564.39      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200000000.00      | $197968000.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $17000000.00       | $19255482.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $198890000.00      | $188779091.70      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $250000000.00      | $244828430.71      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $107420000.00      | $101541171.95      | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $150000000.00      | $138938980.94      | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $75000000.00       | $76484453.45       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $150000000.00      | $151995020.60      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $193000000.00      | $195090409.51      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $276212000.00      | $307017324.26      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $65000000.00       | $65984595.98       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $300000000.00      | $275642475.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $85624000.00       | $92866810.82       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $125000000.00      | $132114572.89      | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $52712445.18       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $60000000.00       | $54415125.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $260000100.00      | $271612947.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $305300000.00      | $314573925.54      | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $234000000.00      | $249006022.33      | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $65564000.00       | $68162052.46       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $200000000.00      | $197921000.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $62031000.00       | $63355433.48       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $112810000.00      | $115303014.22      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $80000000.00       | $86463102.76       | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $250000000.00      | $262778377.07      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $25440000.00       | $25929547.82       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $55493000.00       | $58454899.42       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $211370000.00      | $215268191.22      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $262200000.00      | $264417118.29      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $117500000.00      | $119087054.97      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $9000000.00        | $9449366.32        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $150000000.00      | $154617290.06      | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $202413000.00      | $207875281.63      | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $250000000.00      | $252825241.71      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $100000000.00      | $96916000.00       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $91901000.00       | $95428490.41       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $287513000.00      | $290023027.98      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $198666400.00      | $203092833.15      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51243521.74       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $85395000.00       | $86839349.68       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $220950000.00      | $222550527.81      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $66774700.00       | $67207920.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50210875.69       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $27580000.00       | $27508843.60       | U.S. Treasuries (including strips) |

### Security 69: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBJ3QE9
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 9.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2026-02-15      | 6.0000%  | 0.0000% | $7859800.00        | $8060146.30        | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-15      | 5.2500%  | 0.0000% | $7517800.00        | $8057078.11        | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-15      | 6.6250%  | 0.0000% | $31994500.00       | $33939565.63       | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-15      | 2.3750%  | 0.0000% | $57156000.00       | $56477269.97       | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-15      | 2.3750%  | 0.0000% | $400.00            | $386.20            | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-31      | 2.1250%  | 0.0000% | $225000.00         | $224036.94         | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-31      | 1.3750%  | 0.0000% | $5000000.00        | $4952284.89        | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-31      | 1.6250%  | 0.0000% | $1694300.00        | $1671974.65        | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-15      | 1.7500%  | 0.0000% | $1284200.00        | $1203184.65        | U.S. Treasuries (including strips) |
| USTR                   | 2026-12-31      | 1.7500%  | 0.0000% | $2991100.00        | $2939102.72        | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-28      | 1.1250%  | 0.0000% | $1200.00           | $1172.39           | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-15      | 0.6250%  | 0.0000% | $700.00            | $615.74            | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 0.5000%  | 0.0000% | $9299400.00        | $8899869.88        | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $349.56            | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $29056000.00       | $27564367.86       | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-28      | 0.5000%  | 0.0000% | $829400.00         | $826522.05         | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $1082000.00        | $1073395.73        | U.S. Treasuries (including strips) |
| USTR                   | 2028-04-30      | 1.2500%  | 0.0000% | $1087200.00        | $1035550.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $5711900.00        | $5636771.38        | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $282.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $4646700.00        | $4580914.37        | U.S. Treasuries (including strips) |
| USTR                   | 2031-08-15      | 1.2500%  | 0.0000% | $1340900.00        | $1176947.49        | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 1.1250%  | 0.0000% | $2200.00           | $2076.22           | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 1.2500%  | 0.0000% | $2978300.00        | $2812716.47        | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-15      | 1.3750%  | 0.0000% | $500.00            | $437.30            | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-15      | 1.8750%  | 0.0000% | $432406600.00      | $389552187.20      | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 2.8750%  | 0.0000% | $3004300.00        | $2955223.60        | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 2.7500%  | 0.0000% | $32284900.00       | $32123410.21       | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-31      | 2.6250%  | 0.0000% | $300.00            | $297.11            | U.S. Treasuries (including strips) |
| USTR                   | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-30      | 3.2500%  | 0.0000% | $347887800.00      | $346751946.33      | U.S. Treasuries (including strips) |
| USTR                   | 2032-05-15      | 2.8750%  | 0.0000% | $332053600.00      | $314985817.48      | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-31      | 2.6250%  | 0.0000% | $37667800.00       | $36882001.59       | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-15      | 2.7500%  | 0.0000% | $800.00            | $755.77            | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.1250%  | 0.0000% | $23327400.00       | $23202709.63       | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-30      | 4.1250%  | 0.0000% | $1004000.00        | $1025489.44        | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-31      | 3.8750%  | 0.0000% | $400000.00         | $403105.20         | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-31      | 3.5000%  | 0.0000% | $75009000.00       | $76135607.46       | U.S. Treasuries (including strips) |
| USTR                   | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| USTR                   | 2030-02-28      | 4.0000%  | 0.0000% | $47569600.00       | $48885596.96       | U.S. Treasuries (including strips) |
| USTR                   | 2030-03-31      | 3.6250%  | 0.0000% | $2135000.00        | $2153692.12        | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-31      | 3.6250%  | 0.0000% | $99999800.00       | $101233106.33      | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-30      | 3.5000%  | 0.0000% | $78370700.00       | $78367470.35       | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 3.6250%  | 0.0000% | $1132599900.00     | $1139562246.73     | U.S. Treasuries (including strips) |
| USTR                   | 2030-06-30      | 3.7500%  | 0.0000% | $91128600.00       | $91493752.30       | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.17            | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 4.3750%  | 0.0000% | $47612700.00       | $49352205.00       | U.S. Treasuries (including strips) |
| USTR                   | 2033-08-15      | 3.8750%  | 0.0000% | $3288200.00        | $3317804.49        | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 4.6250%  | 0.0000% | $67498000.00       | $70237376.66       | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-15      | 4.6250%  | 0.0000% | $486700.00         | $495340.21         | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-31      | 4.8750%  | 0.0000% | $39497700.00       | $41249374.77       | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 4.6250%  | 0.0000% | $1000.00           | $1052.63           | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-30      | 4.3750%  | 0.0000% | $88546800.00       | $90949425.46       | U.S. Treasuries (including strips) |
| USTR                   | 2033-11-15      | 4.5000%  | 0.0000% | $161445600.00      | $168091868.47      | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 3.7500%  | 0.0000% | $129759600.00      | $130609006.34      | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 4.2500%  | 0.0000% | $7400.00           | $7532.06           | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-31      | 4.0000%  | 0.0000% | $1702400.00        | $1753774.06        | U.S. Treasuries (including strips) |
| USTR                   | 2026-02-28      | 4.6250%  | 0.0000% | $400.00            | $406.74            | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 4.2500%  | 0.0000% | $1170600.00        | $1212175.27        | U.S. Treasuries (including strips) |
| USTR                   | 2034-02-15      | 4.0000%  | 0.0000% | $197826000.00      | $200760748.71      | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-15      | 4.2500%  | 0.0000% | $100516000.00      | $102646954.75      | U.S. Treasuries (including strips) |
| USTR                   | 2029-03-31      | 4.1250%  | 0.0000% | $80393100.00       | $82631068.99       | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-31      | 4.5000%  | 0.0000% | $13896700.00       | $14083285.80       | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-15      | 4.5000%  | 0.0000% | $200.00            | $204.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $3456700.00        | $3499213.19        | U.S. Treasuries (including strips) |
| USTR                   | 2029-04-30      | 4.6250%  | 0.0000% | $21044000.00       | $21911612.73       | U.S. Treasuries (including strips) |
| USTR                   | 2034-05-15      | 4.3750%  | 0.0000% | $3359800.00        | $3462322.26        | U.S. Treasuries (including strips) |
| USTR                   | 2027-06-15      | 4.6250%  | 0.0000% | $99999900.00       | $101812594.89      | U.S. Treasuries (including strips) |
| USTR                   | 2031-06-30      | 4.2500%  | 0.0000% | $17711000.00       | $18149683.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7841%  | 0.0000% | $70720500.00       | $71220675.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $44697000.00       | $45725055.05       | U.S. Treasuries (including strips) |
| USTR                   | 2031-07-31      | 4.1250%  | 0.0000% | $419069200.00      | $433946632.61      | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 3.7500%  | 0.0000% | $7341900.00        | $7477479.20        | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.1250%  | 0.0000% | $83473600.00       | $85590988.57       | U.S. Treasuries (including strips) |
| USTR                   | 2031-10-31      | 4.1250%  | 0.0000% | $334502800.00      | $342690079.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7621%  | 0.0000% | $26120000.00       | $26302690.81       | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-31      | 3.7500%  | 0.0000% | $179600.00         | $182081.02         | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.6250%  | 0.0000% | $244098200.00      | $247359315.54      | U.S. Treasuries (including strips) |
| USTR                   | 2034-11-15      | 4.2500%  | 0.0000% | $98340200.00       | $100214421.86      | U.S. Treasuries (including strips) |
| USTR                   | 2031-11-30      | 4.1250%  | 0.0000% | $436690400.00      | $445757424.37      | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 4.1250%  | 0.0000% | $385807800.00      | $394316424.30      | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-15      | 4.0000%  | 0.0000% | $1283400.00        | $1298657.37        | U.S. Treasuries (including strips) |
| USTR                   | 2031-12-31      | 4.5000%  | 0.0000% | $3546100.00        | $3677039.74        | U.S. Treasuries (including strips) |
| USTR                   | 2029-12-31      | 4.3750%  | 0.0000% | $101505800.00      | $104356488.89      | U.S. Treasuries (including strips) |
| USTR                   | 2030-01-31      | 4.2500%  | 0.0000% | $409803600.00      | $426731290.49      | U.S. Treasuries (including strips) |
| USTR                   | 2032-01-31      | 4.3750%  | 0.0000% | $100000000.00      | $104811353.80      | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 4.2500%  | 0.0000% | $200000000.00      | $206333500.00      | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-28      | 4.1250%  | 0.0000% | $66733000.00       | $68122977.23       | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 3.7500%  | 0.0000% | $186002000.00      | $187797488.61      | U.S. Treasuries (including strips) |
| USTR                   | 2030-04-30      | 3.8750%  | 0.0000% | $8339500.00        | $8472404.08        | U.S. Treasuries (including strips) |
| USTR                   | 2026-06-11      | 0.0000%  | 0.0000% | $14047000.00       | $13830212.65       | U.S. Treasuries (including strips) |
| USTR                   | 2026-10-31      | 4.1250%  | 0.0000% | $2906200.00        | $2938772.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-03      | 0.0000%  | 0.0000% | $3882000.00        | $3869895.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.7921%  | 0.0000% | $63302900.00       | $63778233.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $785000.00         | $784160.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-14      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| USTR                   | 2026-07-09      | 0.0000%  | 0.0000% | $42000.00          | $41259.79          | U.S. Treasuries (including strips) |
| USTR                   | 2026-06-18      | 0.0000%  | 0.0000% | $800.00            | $787.01            | U.S. Treasuries (including strips) |
| USTR                   | 2035-05-15      | 4.2500%  | 0.0000% | $985019600.00      | $1001786162.82     | U.S. Treasuries (including strips) |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $4784600.00        | $4824321.75        | U.S. Treasuries (including strips) |
| USTR                   | 2030-06-30      | 3.8750%  | 0.0000% | $27000000.00       | $27245781.00       | U.S. Treasuries (including strips) |
| USTR                   | 2030-07-31      | 3.8750%  | 0.0000% | $495900.00         | $508356.38         | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-15      | 3.6250%  | 0.0000% | $35651200.00       | $36250345.15       | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-31      | 3.6250%  | 0.0000% | $3260000.00        | $3307882.39        | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-31      | 3.8750%  | 0.0000% | $18536300.00       | $18775777.73       | U.S. Treasuries (including strips) |
| USTR                   | 2030-08-31      | 3.6250%  | 0.0000% | $24021500.00       | $24268509.50       | U.S. Treasuries (including strips) |
| USTR                   | 2030-09-30      | 3.6250%  | 0.0000% | $7287900.00        | $7338821.20        | U.S. Treasuries (including strips) |
| USTR                   | 2027-09-30      | 3.5000%  | 0.0000% | $41634400.00       | $42026144.48       | U.S. Treasuries (including strips) |
| USTR                   | 2028-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $1007169.85        | U.S. Treasuries (including strips) |
| USTR                   | 2030-10-31      | 3.6250%  | 0.0000% | $197755400.00      | $198469381.12      | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 3.5000%  | 0.0000% | $72759800.00       | $73229594.75       | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| USTR                   | 2032-11-30      | 3.7500%  | 0.0000% | $85148400.00       | $84666858.66       | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-15      | 3.5000%  | 0.0000% | $400.00            | $400.48            | U.S. Treasuries (including strips) |
| USTR                   | 2030-12-31      | 3.6250%  | 0.0000% | $296480800.00      | $295578905.41      | U.S. Treasuries (including strips) |

### Security 70: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBJ3QF6
- **C.18 - Value (incl. sponsor support):** $4749000000.00
- **C.18.a - Value (excl. sponsor support):** $4749000000.00
- **C.19 - Percentage of Net Assets:** 4.7500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2026-08-15      | 1.5000%  | 0.0000% | $1003000.00        | $995862.66         | U.S. Treasuries (including strips) |
| USTR                   | 2028-08-31      | 1.1250%  | 0.0000% | $489577000.00      | $462032632.51      | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 1.2500%  | 0.0000% | $289154000.00      | $273078003.57      | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-28      | 1.8750%  | 0.0000% | $139484000.00      | $133476014.14      | U.S. Treasuries (including strips) |
| USTR                   | 2027-03-31      | 2.5000%  | 0.0000% | $14000000.00       | $13917451.54       | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-31      | 4.0000%  | 0.0000% | $49999800.00       | $51055812.35       | U.S. Treasuries (including strips) |
| USTR                   | 2027-12-31      | 3.8750%  | 0.0000% | $368810800.00      | $371673878.24      | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-31      | 3.7500%  | 0.0000% | $11476000.00       | $11551121.90       | U.S. Treasuries (including strips) |
| USTR                   | 2031-04-30      | 4.6250%  | 0.0000% | $142102000.00      | $149289733.49      | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 4.1250%  | 0.0000% | $62125100.00       | $63495210.03       | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 4.2500%  | 0.0000% | $752314000.00      | $778347572.47      | U.S. Treasuries (including strips) |
| USTR                   | 2027-02-28      | 4.1250%  | 0.0000% | $133265800.00      | $136041584.52      | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-05      | 0.0000%  | 0.0000% | $1000000.00        | $993925.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $83999600.00       | $83504674.36       | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-15      | 3.7500%  | 0.0000% | $322740000.00      | $326224686.19      | U.S. Treasuries (including strips) |
| USTR                   | 2032-06-30      | 4.0000%  | 0.0000% | $566929600.00      | $571636249.54      | U.S. Treasuries (including strips) |
| USTR                   | 2030-06-30      | 3.8750%  | 0.0000% | $683450000.00      | $689671445.35      | U.S. Treasuries (including strips) |
| USTR                   | 2032-08-31      | 3.8750%  | 0.0000% | $49414100.00       | $50052500.15       | U.S. Treasuries (including strips) |
| USTR                   | 2032-09-30      | 3.8750%  | 0.0000% | $194533600.00      | $196335361.65      | U.S. Treasuries (including strips) |
| USTR                   | 2030-11-30      | 3.5000%  | 0.0000% | $225758800.00      | $224571933.89      | U.S. Treasuries (including strips) |
| USTR                   | 2028-12-15      | 3.5000%  | 0.0000% | $255731200.00      | $256034359.51      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-01-08

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President