# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-050858
**Filing Date:** 2025-8
**Character Count:** 290157
**Document Hash:** b7f20707c2872df538e0f28ecfc92c68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050858.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050858

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251193397

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

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

## Series and Classes Contracts Data

### Treasury Portfolio (Series ID: S000004153)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Treasury Portfolio

**LEI of Series:** 549300D1XR6GP7EZ0T47

**EDGAR Series Identifier:** S000004153

**Total number of share classes in the series:** 9

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $33158942063.75

- **Amortized Cost of Portfolio Securities:** $33158940668.53

- **Cash:** $997087643.27

- **Total Other Assets:** $393361460.08

- **Total Liabilities:** $760990090.97

- **Net Assets of Series:** $33788399680.91

- **Number of Shares Outstanding (Series):** 33797703640.5760

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $24405130361.93           | $31755578499.19            | 74.1500%                  | 96.4800%                   |
| 2025-07-02 | $24264931187.86           | $31815221187.86            | 73.4900%                  | 96.3600%                   |
| 2025-07-03 | $24207895569.29           | $31307895569.29            | 74.7800%                  | 96.7100%                   |
| 2025-07-07 | $25268966930.70           | $32669427616.98            | 74.6900%                  | 96.5700%                   |
| 2025-07-08 | $25070270332.51           | $32370446410.94            | 74.5500%                  | 96.2600%                   |
| 2025-07-09 | $25012373607.86           | $32875213653.05            | 73.2800%                  | 96.3100%                   |
| 2025-07-10 | $25016079996.39           | $32728937688.64            | 73.6000%                  | 96.3000%                   |
| 2025-07-11 | $25135703243.89           | $32998430347.91            | 73.3600%                  | 96.3100%                   |
| 2025-07-14 | $26219143515.92           | $33519211162.98            | 75.3800%                  | 96.3600%                   |
| 2025-07-15 | $25312443013.57           | $32862722425.33            | 74.1800%                  | 96.3000%                   |
| 2025-07-16 | $25224288636.23           | $33024901185.25            | 73.5800%                  | 96.3300%                   |
| 2025-07-17 | $24760053289.62           | $32410465054.33            | 73.5400%                  | 96.2600%                   |
| 2025-07-18 | $24396206325.04           | $32296475736.81            | 72.9000%                  | 96.5100%                   |
| 2025-07-21 | $26187213193.50           | $33587791232.71            | 75.3500%                  | 96.6400%                   |
| 2025-07-22 | $25692143165.92           | $33692695911.02            | 73.9200%                  | 96.9300%                   |
| 2025-07-23 | $26589403094.51           | $34089957114.12            | 75.6300%                  | 96.9700%                   |
| 2025-07-24 | $25585173172.23           | $33435248270.27            | 74.1800%                  | 96.9300%                   |
| 2025-07-25 | $25096672894.58           | $32947032208.31            | 73.7900%                  | 96.8700%                   |
| 2025-07-28 | $26896305284.85           | $34146538618.19            | 76.1800%                  | 96.7100%                   |
| 2025-07-29 | $26962240924.66           | $34812565434.47            | 74.9500%                  | 96.7700%                   |
| 2025-07-30 | $27616370902.59           | $34266759235.93            | 77.7300%                  | 96.4400%                   |
| 2025-07-31 | $25878616734.49           | $33028842224.68            | 74.9000%                  | 95.6000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.3700%             |
| 2025-07-02 | 4.3800%             |
| 2025-07-03 | 4.3700%             |
| 2025-07-07 | 4.3600%             |
| 2025-07-08 | 4.3600%             |
| 2025-07-09 | 4.3500%             |
| 2025-07-10 | 4.3500%             |
| 2025-07-11 | 4.3500%             |
| 2025-07-14 | 4.3500%             |
| 2025-07-15 | 4.3500%             |
| 2025-07-16 | 4.3500%             |
| 2025-07-17 | 4.3500%             |
| 2025-07-18 | 4.3500%             |
| 2025-07-21 | 4.3500%             |
| 2025-07-22 | 4.3400%             |
| 2025-07-23 | 4.3400%             |
| 2025-07-24 | 4.3400%             |
| 2025-07-25 | 4.3400%             |
| 2025-07-28 | 4.3500%             |
| 2025-07-29 | 4.3500%             |
| 2025-07-30 | 4.3600%             |
| 2025-07-31 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.9997                      |
|  |  |
| 2025-07-02 | 0.9997                      |
|  |  |
| 2025-07-03 | 0.9997                      |
|  |  |
| 2025-07-07 | 0.9997                      |
|  |  |
| 2025-07-08 | 0.9997                      |
|  |  |
| 2025-07-09 | 0.9997                      |
|  |  |
| 2025-07-10 | 0.9997                      |
|  |  |
| 2025-07-11 | 0.9997                      |
|  |  |
| 2025-07-14 | 0.9997                      |
|  |  |
| 2025-07-15 | 0.9997                      |
|  |  |
| 2025-07-16 | 0.9997                      |
|  |  |
| 2025-07-17 | 0.9997                      |
|  |  |
| 2025-07-18 | 0.9997                      |
|  |  |
| 2025-07-21 | 0.9997                      |
|  |  |
| 2025-07-22 | 0.9998                      |
|  |  |
| 2025-07-23 | 0.9997                      |
|  |  |
| 2025-07-24 | 0.9997                      |
|  |  |
| 2025-07-25 | 0.9997                      |
|  |  |
| 2025-07-28 | 0.9997                      |
|  |  |
| 2025-07-29 | 0.9998                      |
|  |  |
| 2025-07-30 | 0.9997                      |
|  |  |
| 2025-07-31 | 0.9997                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $30396172.63

- **Number of Shares Outstanding:** 30398130.5100

- **Expense Reimbursement/Waiver:** 197.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1231114.76               | $0.00                   |
| 2025-07-03 | $2499736.57               | $0.00                   |
| 2025-07-09 | $0.00                     | $615363.42              |
| 2025-07-10 | $753985.32                | $0.00                   |
| 2025-07-11 | $0.00                     | $3000.00                |
| 2025-07-15 | $0.00                     | $1105000.00             |
| 2025-07-17 | $0.00                     | $1087056.70             |
| 2025-07-22 | $0.00                     | $989978.66              |
| 2025-07-29 | $123733.59                | $0.00                   |
| 2025-07-30 | $0.00                     | $660834.27              |

**Total Gross Subscriptions (Month):** $4608570.24

**Total Gross Redemptions (Month):** $4461233.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0200%           |
| 2025-07-02 | 4.0300%           |
| 2025-07-03 | 4.0200%           |
| 2025-07-07 | 4.0100%           |
| 2025-07-08 | 4.0100%           |
| 2025-07-09 | 4.0100%           |
| 2025-07-10 | 4.0000%           |
| 2025-07-11 | 4.0000%           |
| 2025-07-14 | 4.0000%           |
| 2025-07-15 | 4.0000%           |
| 2025-07-16 | 4.0000%           |
| 2025-07-17 | 4.0000%           |
| 2025-07-18 | 4.0000%           |
| 2025-07-21 | 4.0000%           |
| 2025-07-22 | 4.0000%           |
| 2025-07-23 | 3.9900%           |
| 2025-07-24 | 3.9900%           |
| 2025-07-25 | 3.9900%           |
| 2025-07-28 | 4.0000%           |
| 2025-07-29 | 4.0000%           |
| 2025-07-30 | 4.0100%           |
| 2025-07-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 86.3100%         | 0.0000%              |
| Non-financial corporation                           |  | 7.5200%          | 0.0000%              |
| Non-financial corporation                           |  | 5.9700%          | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $537353731.98

- **Number of Shares Outstanding:** 537487761.3700

- **Expense Reimbursement/Waiver:** 2979.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9998          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9998          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $13689441.80              | $33412747.74            |
| 2025-07-02 | $1456744.06               | $124064.84              |
| 2025-07-03 | $226162.43                | $20854256.52            |
| 2025-07-07 | $953632.41                | $719106.69              |
| 2025-07-08 | $11971873.70              | $100433.71              |
| 2025-07-09 | $2663834.56               | $3018209.34             |
| 2025-07-10 | $50275596.48              | $1306298.92             |
| 2025-07-11 | $2427404.82               | $52072898.32            |
| 2025-07-14 | $1156200.86               | $203026.38              |
| 2025-07-15 | $801594.64                | $7947656.25             |
| 2025-07-16 | $1823597.77               | $3572836.70             |
| 2025-07-17 | $9810918.96               | $883756.07              |
| 2025-07-18 | $403210.14                | $10140447.67            |
| 2025-07-21 | $5523895.62               | $2938348.00             |
| 2025-07-22 | $24767346.55              | $8589760.39             |
| 2025-07-23 | $1175483.00               | $1566111.97             |
| 2025-07-24 | $28629069.63              | $99953.06               |
| 2025-07-25 | $1101491.34               | $9423256.24             |
| 2025-07-28 | $2816833.30               | $35756.33               |
| 2025-07-29 | $7502996.49               | $564190.83              |
| 2025-07-30 | $4229215.44               | $1038717.45             |
| 2025-07-31 | $14993825.07              | $258526.54              |

**Total Gross Subscriptions (Month):** $188400369.07

**Total Gross Redemptions (Month):** $158870359.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9200%           |
| 2025-07-02 | 3.9300%           |
| 2025-07-03 | 3.9200%           |
| 2025-07-07 | 3.9100%           |
| 2025-07-08 | 3.9100%           |
| 2025-07-09 | 3.9000%           |
| 2025-07-10 | 3.9000%           |
| 2025-07-11 | 3.9000%           |
| 2025-07-14 | 3.9000%           |
| 2025-07-15 | 3.9000%           |
| 2025-07-16 | 3.9000%           |
| 2025-07-17 | 3.9000%           |
| 2025-07-18 | 3.9000%           |
| 2025-07-21 | 3.9000%           |
| 2025-07-22 | 3.8900%           |
| 2025-07-23 | 3.8900%           |
| 2025-07-24 | 3.8900%           |
| 2025-07-25 | 3.8900%           |
| 2025-07-28 | 3.9000%           |
| 2025-07-29 | 3.9000%           |
| 2025-07-30 | 3.9100%           |
| 2025-07-31 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.9000%          | 0.0000%              |
| Broker-dealer                                       |  | 7.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2800%          | 0.0000%              |
| Depository institution or other banking institution |  | 64.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.9600%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $26118831970.07

- **Number of Shares Outstanding:** 26124972162.1900

- **Expense Reimbursement/Waiver:** 154276.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9998          |
|  |  |
| 2025-07-02 | 0.9998          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9998          |
|  |  |
| 2025-07-10 | 0.9998          |
|  |  |
| 2025-07-11 | 0.9998          |
|  |  |
| 2025-07-14 | 0.9998          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9998          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9998          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9998          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1036778443.81            | $490251771.78           |
| 2025-07-02 | $783440706.47             | $1066997760.65          |
| 2025-07-03 | $678667055.87             | $453184342.23           |
| 2025-07-07 | $1344142843.15            | $671084039.16           |
| 2025-07-08 | $622391528.70             | $748360681.68           |
| 2025-07-09 | $581782850.21             | $556232313.83           |
| 2025-07-10 | $781338181.34             | $360955909.57           |
| 2025-07-11 | $560005594.86             | $245109168.42           |
| 2025-07-14 | $1010605224.97            | $488235168.54           |
| 2025-07-15 | $632858741.53             | $646022518.68           |
| 2025-07-16 | $585479573.95             | $440040043.20           |
| 2025-07-17 | $448064399.15             | $1175522022.26          |
| 2025-07-18 | $412104814.08             | $479240686.22           |
| 2025-07-21 | $1292844935.27            | $184584560.17           |
| 2025-07-22 | $551437529.93             | $618974680.87           |
| 2025-07-23 | $351558868.54             | $473757820.68           |
| 2025-07-24 | $245637979.27             | $814128641.25           |
| 2025-07-25 | $1375533712.67            | $1441011484.42          |
| 2025-07-28 | $919339288.48             | $347163677.89           |
| 2025-07-29 | $879346585.90             | $366798455.77           |
| 2025-07-30 | $578609408.52             | $984205622.38           |
| 2025-07-31 | $846683122.49             | $977520543.48           |

**Total Gross Subscriptions (Month):** $16518651389.16

**Total Gross Redemptions (Month):** $14029381913.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1700%           |
| 2025-07-02 | 4.1800%           |
| 2025-07-03 | 4.1700%           |
| 2025-07-07 | 4.1600%           |
| 2025-07-08 | 4.1600%           |
| 2025-07-09 | 4.1500%           |
| 2025-07-10 | 4.1500%           |
| 2025-07-11 | 4.1500%           |
| 2025-07-14 | 4.1500%           |
| 2025-07-15 | 4.1500%           |
| 2025-07-16 | 4.1500%           |
| 2025-07-17 | 4.1500%           |
| 2025-07-18 | 4.1500%           |
| 2025-07-21 | 4.1500%           |
| 2025-07-22 | 4.1400%           |
| 2025-07-23 | 4.1400%           |
| 2025-07-24 | 4.1400%           |
| 2025-07-25 | 4.1400%           |
| 2025-07-28 | 4.1500%           |
| 2025-07-29 | 4.1500%           |
| 2025-07-30 | 4.1600%           |
| 2025-07-31 | 4.1600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 18.7600%         | 0.0000%              |
| Broker-dealer                                       |  | 10.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.4000%         | 0.0000%              |
| Non-financial corporation                           |  | 6.6300%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $143621744.62

- **Number of Shares Outstanding:** 143648792.3400

- **Expense Reimbursement/Waiver:** 677.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9997          |
|  |  |
| 2025-07-02 | 0.9997          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9997          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9997          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9998          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9998          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1035179.91               | $0.00                   |
| 2025-07-02 | $1046793.08               | $0.00                   |
| 2025-07-07 | $20188797.25              | $0.00                   |
| 2025-07-08 | $0.00                     | $20834548.85            |
| 2025-07-09 | $708824.20                | $0.00                   |
| 2025-07-10 | $0.00                     | $198010.96              |
| 2025-07-11 | $400814.68                | $0.00                   |
| 2025-07-14 | $217137.13                | $0.00                   |
| 2025-07-15 | $0.00                     | $52843.00               |
| 2025-07-16 | $0.00                     | $3589636.01             |
| 2025-07-17 | $0.00                     | $6358105.64             |
| 2025-07-18 | $340510.41                | $0.00                   |
| 2025-07-22 | $74714215.08              | $0.00                   |
| 2025-07-23 | $4923524.64               | $0.00                   |
| 2025-07-24 | $343595.28                | $0.00                   |
| 2025-07-25 | $0.00                     | $29074370.73            |
| 2025-07-28 | $22554.45                 | $0.00                   |
| 2025-07-29 | $0.00                     | $789097.94              |
| 2025-07-30 | $1040350.87               | $0.00                   |
| 2025-07-31 | $5751388.55               | $0.00                   |

**Total Gross Subscriptions (Month):** $110733685.53

**Total Gross Redemptions (Month):** $60896613.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0700%           |
| 2025-07-02 | 4.0800%           |
| 2025-07-03 | 4.0700%           |
| 2025-07-07 | 4.0600%           |
| 2025-07-08 | 4.0600%           |
| 2025-07-09 | 4.0500%           |
| 2025-07-10 | 4.0500%           |
| 2025-07-11 | 4.0500%           |
| 2025-07-14 | 4.0500%           |
| 2025-07-15 | 4.0500%           |
| 2025-07-16 | 4.0500%           |
| 2025-07-17 | 4.0500%           |
| 2025-07-18 | 4.0500%           |
| 2025-07-21 | 4.0500%           |
| 2025-07-22 | 4.0400%           |
| 2025-07-23 | 4.0400%           |
| 2025-07-24 | 4.0400%           |
| 2025-07-25 | 4.0400%           |
| 2025-07-28 | 4.0500%           |
| 2025-07-29 | 4.0500%           |
| 2025-07-30 | 4.0600%           |
| 2025-07-31 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9500%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3215604996.64

- **Number of Shares Outstanding:** 3216222011.8600

- **Expense Reimbursement/Waiver:** 21289.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 0.9999          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 2025-07-07 | 0.9998          |
|  |  |
| 2025-07-08 | 0.9998          |
|  |  |
| 2025-07-09 | 0.9998          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9998          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9998          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9998          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9998          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $27287566.92              | $3778.43                |
| 2025-07-02 | $42640313.50              | $18070.31               |
| 2025-07-03 | $3472499.12               | $0.00                   |
| 2025-07-07 | $200000.00                | $21167367.32            |
| 2025-07-08 | $8631748.37               | $247376.18              |
| 2025-07-09 | $7866704.89               | $1156.00                |
| 2025-07-10 | $28442584.57              | $2652472.42             |
| 2025-07-11 | $21871799.18              | $8648.10                |
| 2025-07-14 | $208247.83                | $110221915.46           |
| 2025-07-15 | $21374.45                 | $229300288.95           |
| 2025-07-16 | $112384.51                | $67530555.22            |
| 2025-07-17 | $93243546.45              | $2139.29                |
| 2025-07-18 | $381022.73                | $59826557.62            |
| 2025-07-21 | $109724.10                | $994523.11              |
| 2025-07-22 | $45874809.71              | $750423.40              |
| 2025-07-23 | $0.00                     | $20909998.86            |
| 2025-07-24 | $12827315.71              | $0.00                   |
| 2025-07-25 | $1109584.32               | $210207257.16           |
| 2025-07-28 | $9148929.83               | $114599.47              |
| 2025-07-29 | $22847144.58              | $704265.32              |
| 2025-07-30 | $124937.79                | $46110995.41            |
| 2025-07-31 | $22215131.64              | $32970.63               |

**Total Gross Subscriptions (Month):** $348637370.20

**Total Gross Redemptions (Month):** $770805358.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.6700%           |
| 2025-07-02 | 3.6800%           |
| 2025-07-03 | 3.6700%           |
| 2025-07-07 | 3.6600%           |
| 2025-07-08 | 3.6600%           |
| 2025-07-09 | 3.6600%           |
| 2025-07-10 | 3.6500%           |
| 2025-07-11 | 3.6500%           |
| 2025-07-14 | 3.6500%           |
| 2025-07-15 | 3.6500%           |
| 2025-07-16 | 3.6500%           |
| 2025-07-17 | 3.6500%           |
| 2025-07-18 | 3.6500%           |
| 2025-07-21 | 3.6500%           |
| 2025-07-22 | 3.6400%           |
| 2025-07-23 | 3.6400%           |
| 2025-07-24 | 3.6400%           |
| 2025-07-25 | 3.6400%           |
| 2025-07-28 | 3.6500%           |
| 2025-07-29 | 3.6500%           |
| 2025-07-30 | 3.6600%           |
| 2025-07-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 98.7000%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3596129214.36

- **Number of Shares Outstanding:** 3598513710.5900

- **Expense Reimbursement/Waiver:** 21107.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9993          |
|  |  |
| 2025-07-02 | 0.9993          |
|  |  |
| 2025-07-03 | 0.9993          |
|  |  |
| 2025-07-07 | 0.9993          |
|  |  |
| 2025-07-08 | 0.9993          |
|  |  |
| 2025-07-09 | 0.9993          |
|  |  |
| 2025-07-10 | 0.9993          |
|  |  |
| 2025-07-11 | 0.9993          |
|  |  |
| 2025-07-14 | 0.9993          |
|  |  |
| 2025-07-15 | 0.9993          |
|  |  |
| 2025-07-16 | 0.9993          |
|  |  |
| 2025-07-17 | 0.9993          |
|  |  |
| 2025-07-18 | 0.9993          |
|  |  |
| 2025-07-21 | 0.9993          |
|  |  |
| 2025-07-22 | 0.9993          |
|  |  |
| 2025-07-23 | 0.9993          |
|  |  |
| 2025-07-24 | 0.9993          |
|  |  |
| 2025-07-25 | 0.9993          |
|  |  |
| 2025-07-28 | 0.9993          |
|  |  |
| 2025-07-29 | 0.9994          |
|  |  |
| 2025-07-30 | 0.9993          |
|  |  |
| 2025-07-31 | 0.9993          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $26155917.08              | $720703.44              |
| 2025-07-02 | $0.00                     | $63684691.31            |
| 2025-07-03 | $66510542.46              | $0.00                   |
| 2025-07-07 | $0.00                     | $768037.97              |
| 2025-07-08 | $38982592.58              | $0.00                   |
| 2025-07-09 | $48471717.67              | $0.00                   |
| 2025-07-10 | $8531402.33               | $0.00                   |
| 2025-07-11 | $0.00                     | $23446885.87            |
| 2025-07-14 | $5964642.51               | $10533.58               |
| 2025-07-15 | $0.00                     | $60367188.49            |
| 2025-07-16 | $5317141.59               | $0.00                   |
| 2025-07-17 | $88641350.45              | $0.00                   |
| 2025-07-18 | $0.00                     | $75971818.71            |
| 2025-07-21 | $52105274.97              | $0.00                   |
| 2025-07-22 | $37445380.16              | $1250.00                |
| 2025-07-23 | $68244794.52              | $0.00                   |
| 2025-07-24 | $17242550.55              | $0.00                   |
| 2025-07-25 | $17120294.31              | $0.00                   |
| 2025-07-28 | $6493273.71               | $0.00                   |
| 2025-07-29 | $50993525.87              | $0.00                   |
| 2025-07-30 | $0.00                     | $60948772.31            |
| 2025-07-31 | $973279.11                | $0.00                   |

**Total Gross Subscriptions (Month):** $539193679.87

**Total Gross Redemptions (Month):** $285919881.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1200%           |
| 2025-07-02 | 4.1200%           |
| 2025-07-03 | 4.1100%           |
| 2025-07-07 | 4.1100%           |
| 2025-07-08 | 4.1100%           |
| 2025-07-09 | 4.1000%           |
| 2025-07-10 | 4.1000%           |
| 2025-07-11 | 4.0900%           |
| 2025-07-14 | 4.0900%           |
| 2025-07-15 | 4.0900%           |
| 2025-07-16 | 4.1000%           |
| 2025-07-17 | 4.1000%           |
| 2025-07-18 | 4.1000%           |
| 2025-07-21 | 4.1000%           |
| 2025-07-22 | 4.0900%           |
| 2025-07-23 | 4.0900%           |
| 2025-07-24 | 4.0800%           |
| 2025-07-25 | 4.0900%           |
| 2025-07-28 | 4.0900%           |
| 2025-07-29 | 4.1000%           |
| 2025-07-30 | 4.1000%           |
| 2025-07-31 | 4.1100%           |

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

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2720790.25

- **Number of Shares Outstanding:** 2721266.8600

- **Expense Reimbursement/Waiver:** 16.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9998          |
|  |  |
| 2025-07-02 | 0.9999          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 2025-07-07 | 0.9998          |
|  |  |
| 2025-07-08 | 0.9998          |
|  |  |
| 2025-07-09 | 0.9998          |
|  |  |
| 2025-07-10 | 0.9998          |
|  |  |
| 2025-07-11 | 0.9998          |
|  |  |
| 2025-07-14 | 0.9998          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9998          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9998          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9998          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $8892.54                  | $0.00                   |

**Total Gross Subscriptions (Month):** $8892.54

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0200%           |
| 2025-07-02 | 4.0300%           |
| 2025-07-03 | 4.0200%           |
| 2025-07-07 | 4.0100%           |
| 2025-07-08 | 4.0100%           |
| 2025-07-09 | 4.0000%           |
| 2025-07-10 | 4.0000%           |
| 2025-07-11 | 4.0000%           |
| 2025-07-14 | 4.0000%           |
| 2025-07-15 | 4.0000%           |
| 2025-07-16 | 4.0000%           |
| 2025-07-17 | 4.0000%           |
| 2025-07-18 | 4.0000%           |
| 2025-07-21 | 4.0000%           |
| 2025-07-22 | 3.9900%           |
| 2025-07-23 | 3.9900%           |
| 2025-07-24 | 3.9900%           |
| 2025-07-25 | 3.9900%           |
| 2025-07-28 | 4.0000%           |
| 2025-07-29 | 4.0000%           |
| 2025-07-30 | 4.0100%           |
| 2025-07-31 | 4.0100%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56389.70

- **Number of Shares Outstanding:** 56404.4800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9998          |
|  |  |
| 2025-07-02 | 0.9998          |
|  |  |
| 2025-07-03 | 0.9997          |
|  |  |
| 2025-07-07 | 0.9997          |
|  |  |
| 2025-07-08 | 0.9997          |
|  |  |
| 2025-07-09 | 0.9997          |
|  |  |
| 2025-07-10 | 0.9998          |
|  |  |
| 2025-07-11 | 0.9998          |
|  |  |
| 2025-07-14 | 0.9997          |
|  |  |
| 2025-07-15 | 0.9997          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9997          |
|  |  |
| 2025-07-18 | 0.9998          |
|  |  |
| 2025-07-21 | 0.9997          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9997          |
|  |  |
| 2025-07-24 | 0.9997          |
|  |  |
| 2025-07-25 | 0.9997          |
|  |  |
| 2025-07-28 | 0.9997          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $154.38                   | $0.00                   |

**Total Gross Subscriptions (Month):** $154.38

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.3700%           |
| 2025-07-02 | 3.3800%           |
| 2025-07-03 | 3.3700%           |
| 2025-07-07 | 3.3600%           |
| 2025-07-08 | 3.3600%           |
| 2025-07-09 | 3.3600%           |
| 2025-07-10 | 3.3500%           |
| 2025-07-11 | 3.3500%           |
| 2025-07-14 | 3.3500%           |
| 2025-07-15 | 3.3500%           |
| 2025-07-16 | 3.3500%           |
| 2025-07-17 | 3.3500%           |
| 2025-07-18 | 3.3500%           |
| 2025-07-21 | 3.3500%           |
| 2025-07-22 | 3.3500%           |
| 2025-07-23 | 3.3400%           |
| 2025-07-24 | 3.3400%           |
| 2025-07-25 | 3.3400%           |
| 2025-07-28 | 3.3500%           |
| 2025-07-29 | 3.3500%           |
| 2025-07-30 | 3.3500%           |
| 2025-07-31 | 3.3600%           |

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

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $143684670.66

- **Number of Shares Outstanding:** 143683400.3760

- **Expense Reimbursement/Waiver:** 853.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $712951.44                | $592342.35              |
| 2025-07-02 | $50975.00                 | $1466921.85             |
| 2025-07-03 | $94624.00                 | $1052706.79             |
| 2025-07-07 | $10845.00                 | $86046.50               |
| 2025-07-08 | $788956.00                | $1525523.05             |
| 2025-07-09 | $7550.00                  | $30862397.30            |
| 2025-07-10 | $1668721.00               | $176841.76              |
| 2025-07-11 | $1350697.45               | $332037.66              |
| 2025-07-14 | $26622102.51              | $696172.76              |
| 2025-07-15 | $424969.00                | $953834.27              |
| 2025-07-16 | $164138.00                | $249566.11              |
| 2025-07-17 | $64799.00                 | $319713.03              |
| 2025-07-18 | $268644.00                | $1008795.12             |
| 2025-07-21 | $579223.00                | $109283.00              |
| 2025-07-22 | $341569.00                | $804079.72              |
| 2025-07-23 | $146984.00                | $1595912.28             |
| 2025-07-24 | $107000.00                | $614372.96              |
| 2025-07-25 | $1534711.93               | $181200.00              |
| 2025-07-28 | $700000.00                | $103339.23              |
| 2025-07-29 | $230000.00                | $54008.44               |
| 2025-07-30 | $221321.04                | $174871.63              |
| 2025-07-31 | $914642.00                | $178093.98              |

**Total Gross Subscriptions (Month):** $37005423.37

**Total Gross Redemptions (Month):** $43138059.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1700%           |
| 2025-07-02 | 4.1800%           |
| 2025-07-03 | 4.1700%           |
| 2025-07-07 | 4.1600%           |
| 2025-07-08 | 4.1600%           |
| 2025-07-09 | 4.1600%           |
| 2025-07-10 | 4.1500%           |
| 2025-07-11 | 4.1500%           |
| 2025-07-14 | 4.1500%           |
| 2025-07-15 | 4.1500%           |
| 2025-07-16 | 4.1500%           |
| 2025-07-17 | 4.1500%           |
| 2025-07-18 | 4.1500%           |
| 2025-07-21 | 4.1500%           |
| 2025-07-22 | 4.1500%           |
| 2025-07-23 | 4.1400%           |
| 2025-07-24 | 4.1400%           |
| 2025-07-25 | 4.1400%           |
| 2025-07-28 | 4.1500%           |
| 2025-07-29 | 4.1500%           |
| 2025-07-30 | 4.1600%           |
| 2025-07-31 | 4.1600%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $445718146.75
- **C.18.a - Value (excl. sponsor support):** $445718146.75
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $460077393.75
- **C.18.a - Value (excl. sponsor support):** $460077393.75
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $571932965.60
- **C.18.a - Value (excl. sponsor support):** $571932965.60
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $626149577.69
- **C.18.a - Value (excl. sponsor support):** $626149577.69
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $426310718.40
- **C.18.a - Value (excl. sponsor support):** $426310718.40
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $77195120.97
- **C.18.a - Value (excl. sponsor support):** $77195120.97
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $211390671.52
- **C.18.a - Value (excl. sponsor support):** $211390671.52
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $225113268.34
- **C.18.a - Value (excl. sponsor support):** $225113268.34
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $256407024.72
- **C.18.a - Value (excl. sponsor support):** $256407024.72
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $442013767.96
- **C.18.a - Value (excl. sponsor support):** $442013767.96
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $511950507.53
- **C.18.a - Value (excl. sponsor support):** $511950507.53
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $131678925.04
- **C.18.a - Value (excl. sponsor support):** $131678925.04
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $290712257.60
- **C.18.a - Value (excl. sponsor support):** $290712257.60
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $95234444.20
- **C.18.a - Value (excl. sponsor support):** $95234444.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $306266477.37
- **C.18.a - Value (excl. sponsor support):** $306266477.37
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $372303475.53
- **C.18.a - Value (excl. sponsor support):** $372303475.53
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $122028319.68
- **C.18.a - Value (excl. sponsor support):** $122028319.68
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $399494363.45
- **C.18.a - Value (excl. sponsor support):** $399494363.45
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $278093428.73
- **C.18.a - Value (excl. sponsor support):** $278093428.73
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $79896660.71
- **C.18.a - Value (excl. sponsor support):** $79896660.71
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $183563355.14
- **C.18.a - Value (excl. sponsor support):** $183563355.14
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $507256897.56
- **C.18.a - Value (excl. sponsor support):** $507256897.56
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $138443853.80
- **C.18.a - Value (excl. sponsor support):** $138443853.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $208446874.68
- **C.18.a - Value (excl. sponsor support):** $208446874.68
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $202208326.40
- **C.18.a - Value (excl. sponsor support):** $202208326.40
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $26623365.12
- **C.18.a - Value (excl. sponsor support):** $26623365.12
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $58391276.40
- **C.18.a - Value (excl. sponsor support):** $58391276.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55617592.80
- **C.18.a - Value (excl. sponsor support):** $55617592.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $27831144.88
- **C.18.a - Value (excl. sponsor support):** $27831144.88
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $80846013.18
- **C.18.a - Value (excl. sponsor support):** $80846013.18
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $59801585.46
- **C.18.a - Value (excl. sponsor support):** $59801585.46
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $64934088.12
- **C.18.a - Value (excl. sponsor support):** $64934088.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $143163389.36
- **C.18.a - Value (excl. sponsor support):** $143163389.36
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54722774.96
- **C.18.a - Value (excl. sponsor support):** $54722774.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56962679.85
- **C.18.a - Value (excl. sponsor support):** $56962679.85
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $23987130.48
- **C.18.a - Value (excl. sponsor support):** $23987130.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $36010460.16
- **C.18.a - Value (excl. sponsor support):** $36010460.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $14990392.05
- **C.18.a - Value (excl. sponsor support):** $14990392.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $97830219.90
- **C.18.a - Value (excl. sponsor support):** $97830219.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55164922.45
- **C.18.a - Value (excl. sponsor support):** $55164922.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $61806633.16
- **C.18.a - Value (excl. sponsor support):** $61806633.16
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54965453.40
- **C.18.a - Value (excl. sponsor support):** $54965453.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $68201280.00
- **C.18.a - Value (excl. sponsor support):** $68201280.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $40036968.80
- **C.18.a - Value (excl. sponsor support):** $40036968.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $60084345.60
- **C.18.a - Value (excl. sponsor support):** $60084345.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $80119080.80
- **C.18.a - Value (excl. sponsor support):** $80119080.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $132961065.58
- **C.18.a - Value (excl. sponsor support):** $132961065.58
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $84138005.28
- **C.18.a - Value (excl. sponsor support):** $84138005.28
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55246800.40
- **C.18.a - Value (excl. sponsor support):** $55246800.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.435900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $260210124.20
- **C.18.a - Value (excl. sponsor support):** $260210124.20
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56282361.52
- **C.18.a - Value (excl. sponsor support):** $56282361.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54197180.46
- **C.18.a - Value (excl. sponsor support):** $54197180.46
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.467900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $657727680.06
- **C.18.a - Value (excl. sponsor support):** $657727680.06
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $61734804.92
- **C.18.a - Value (excl. sponsor support):** $61734804.92
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.490900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $930070579.60
- **C.18.a - Value (excl. sponsor support):** $930070579.60
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.383900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $737909321.94
- **C.18.a - Value (excl. sponsor support):** $737909321.94
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.445900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $757510740.33
- **C.18.a - Value (excl. sponsor support):** $757510740.33
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.444900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $267361955.88
- **C.18.a - Value (excl. sponsor support):** $267361955.88
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP168XM4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP168XM4_4.26_0804
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-10-07      | N/A      | 0.0000% | $189611200.00      | $188089190.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $1499400.00        | $1443858.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $1660000.00        | $1696739.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 0.6250%  | 0.0000% | $5900500.00        | $5595823.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $16357200.00       | $16460045.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $33028800.00       | $33988512.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 5.0000%  | 0.0000% | $450300.00         | $459746.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $7800000.00        | $7266105.60        | U.S. Treasuries (including strips) |

### Security 60: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.42_0807
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $173.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $22968800.00       | $30193198.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.1250%  | 0.0000% | $190200.00         | $182766.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $122668000.00      | $122610219.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $300.00            | $150.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $100.00            | $49.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $92.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $500.00            | $180.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $500.00            | $166.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $100.00            | $27.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $100.00            | $26.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $100.00            | $25.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $40.40             | $29.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $98.19             | $70.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $92.57             | $61.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $8.05              | $5.23              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $96.03             | $60.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $761.46            | $468.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $147.27            | $88.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $82.65             | $48.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $162.42            | $101.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $29.15             | $23.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $44.87             | $26.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $151.65            | $85.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $194.49            | $106.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $112.74            | $62.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $27.54             | $14.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $256.72            | $133.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $1.27              | $0.65              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $35.67             | $17.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $56.14             | $27.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $2.11              | $0.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $1772.90           | $586.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $39033.94          | $10834.26          | U.S. Treasuries (including strips) |

### Security 61: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.42_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $4014100.00        | $2868889.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $5245000.00        | $10652715.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-02-15      | 3.5000%  | 0.0000% | $314000.00         | $284771.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $37084600.00       | $40910819.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 3.8750%  | 0.0000% | $170473000.00      | $172349339.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 4.1250%  | 0.0000% | $23494400.00       | $23524707.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $228900.00         | $59337.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $2500.00           | $1941.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $76.80             | $56.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $91.52             | $66.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $32.39             | $22.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $83.20             | $55.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $1466.98           | $952.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $7048604.85        | $4216708.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $20.48             | $18.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $151.20            | $131.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $155443.60         | $129376.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $2.77              | $1.54              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $51.07             | $21.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $90.61             | $32.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $167.56            | $58.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $6.96              | $2.37              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $56.71             | $18.75             | U.S. Treasuries (including strips) |

### Security 62: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.42_0807
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $119448700.00      | $119305919.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $18450700.00       | $8981542.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $3484.60           | $2143.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $3944457.46        | $2668070.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $177.12            | $97.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $34.75             | $18.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $95.48             | $49.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $7337041.88        | $3693664.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 0.2500%  | 0.0000% | $85741700.00       | $61279855.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-04-15      | 3.8750%  | 0.0000% | $22954300.00       | $49481215.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $10700.00          | $10708.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 0.7500%  | 0.0000% | $47825000.00       | $60576784.49       | U.S. Treasuries (including strips) |

### Security 63: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.42_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $103.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $500.00            | $479.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $53600.00          | $51052.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $600.00            | $694.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $6105400.00        | $9910619.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $23566600.00       | $25826694.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $202.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 4.8750%  | 0.0000% | $404200.00         | $411013.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $200.00            | $100.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $2023800.00        | $1004950.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $46.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $100.00            | $42.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $860900.00         | $337154.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $5278400.00        | $1984578.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $200.00            | $74.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $800.00            | $289.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $500.00            | $166.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $500.00            | $243.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $7771600.00        | $2059994.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $13495200.00       | $3498320.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $300.00            | $76.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $100.00            | $24.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $191896.49         | $145390.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $36.47             | $26.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $18.52             | $13.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $22.02             | $15.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $120.86            | $80.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $4479.20           | $2909.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $133727.57         | $82244.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $418.69            | $250.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $157.20            | $91.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $6141587.74        | $4824794.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $989120.94         | $758635.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $466.44            | $168.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $0.18              | $0.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $4910948.91        | $2034650.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $5.15              | $1.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $8874745.94        | $2933609.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $55.33             | $17.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $14.46             | $4.32              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $10.00             | $7.49              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $483798.60         | $327246.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $32.00             | $21.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $27.48             | $26.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $243.37            | $151.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $17.03             | $14.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $12452996.52       | $10708904.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $8.44              | $4.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $2721265.06        | $1561091.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $32018965.06       | $18118091.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $95.98             | $52.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $23933887.68       | $13343836.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $3990479.39        | $2070428.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $0.10              | $0.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $2.54              | $1.24              | U.S. Treasuries (including strips) |

### Security 64: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.42_0807
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $11176200.00       | $10767300.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 4.1250%  | 0.0000% | $65200000.00       | $65622496.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $239600.00         | $110268.95         | U.S. Treasuries (including strips) |

### Security 65: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6Q9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6Q9_4.27_0807
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-06-11      | N/A      | 0.0000% | $1085200.00        | $1047239.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $115.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $18631000.00       | $17940857.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $4368300.00        | $4292111.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $200.00            | $200.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $6954600.00        | $8902193.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.1250%  | 0.0000% | $4100.00           | $3939.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $300000.00         | $322307.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 3.8750%  | 0.0000% | $899800.00         | $898747.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $764559.62         | $510120.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $69236870.65       | $42581783.24       | U.S. Treasuries (including strips) |

### Security 66: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.41_0807
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $3842800.00        | $2109129.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $31558600.00       | $28882082.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $400.00            | $400.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-15      | 0.1250%  | 0.0000% | $1083600.00        | $1140596.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $2000.00           | $2232.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $425300.00         | $439223.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $15974400.00       | $17622565.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $1307400.00        | $1314606.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 4.8750%  | 0.0000% | $500.00            | $506.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $17175500.00       | $8642024.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $10761600.00       | $3995082.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $55600.00          | $27065.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $17439500.00       | $4442695.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $128.00            | $94.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $31343613.80       | $22052175.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $66.10             | $45.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1.28              | $0.85              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $6137162.89        | $3986087.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $8192447.25        | $5038486.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $10.04             | $5.85              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $138.86            | $96.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $24622642.81       | $16655001.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $49.53             | $32.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-02-15      | N/A      | 0.0000% | $61.78             | $60.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $2797080.76        | $1604584.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $1055238.39        | $579787.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $13866335.99       | $7730884.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $25869220.61       | $13422038.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $10146017.28       | $4954300.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $12329292.30       | $4454585.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $8605854.49        | $3903417.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $20.40             | $7.85              | U.S. Treasuries (including strips) |

### Security 67: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17PVF2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17PVF2_4.23_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $2935300.00        | $1948440.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $57500.00          | $38168.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $110478200.00      | $99452291.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $699.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $540800.00         | $560234.46         | U.S. Treasuries (including strips) |

### Security 68: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17WQC0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQC0_4.34_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $2200.00           | $2426.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $328627200.00      | $325452332.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $124500.00         | $125186.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $6335700.00        | $6381426.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $173137700.00      | $177945552.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $89800.00          | $93027.10          | U.S. Treasuries (including strips) |

### Security 69: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17YJZ3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17YJZ3_4.14_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $8509500.00        | $5903942.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 2.8750%  | 0.0000% | $4995600.00        | $4994329.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3056000.00        | $1196821.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $2053700.00        | $762405.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2300.00           | $767.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $4149800.00        | $1088139.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $14630400.00       | $3792594.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $123306800.00      | $84260811.87       | U.S. Treasuries (including strips) |

### Security 70: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.42_0807
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $8901400.00        | $9806436.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-05-15      | 2.8750%  | 0.0000% | $947900.00         | $674339.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $193.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $192.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $131090000.00      | $140837705.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $3200.00           | $3213.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $200.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $25.59             | $18.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $978476.04         | $652847.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $180.41            | $110.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $62.06             | $37.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $276644.13         | $187124.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $30.46             | $26.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $20.48             | $16.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $2.94              | $1.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $710527.58         | $407604.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $28.99             | $15.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $4.45              | $1.82              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1175224.32        | $429753.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $43.96             | $14.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $68.40             | $22.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $112.14            | $35.24             | U.S. Treasuries (including strips) |

### Security 71: Natixis SA

- **C.1 - Title:** Natixis SA 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP180HP0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP180HP0_4.22_1024
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $16215300.00       | $11589124.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $162.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $295.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $1600.00           | $1386.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $915.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $131.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $2424200.00        | $2264342.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $201900.00         | $271887.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $181.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6250%  | 0.0000% | $3533700.00        | $3453247.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $195.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $28669600.00       | $29183187.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $54817800.00       | $55234747.48       | U.S. Treasuries (including strips) |

### Security 72: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1875G8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1875G8_4.27_1105
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $57500.00          | $38168.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $2935300.00        | $1948440.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $110478200.00      | $99452291.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $699.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $540800.00         | $560234.46         | U.S. Treasuries (including strips) |

### Security 73: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18BX11, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BX11_4.33_1112
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-21      | N/A      | 0.0000% | $800.00            | $798.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-28      | N/A      | 0.0000% | $1967100.00        | $1960569.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $38500.00          | $38381.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $100634200.00      | $99999987.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $207.18            | U.S. Treasuries (including strips) |

### Security 74: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.42_0807
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.5309%  | 0.0000% | $21100.00          | $21119.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $300.00            | $394.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 3.7500%  | 0.0000% | $3731400.00        | $3718366.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $47198400.00       | $47259285.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $1900.00           | $633.65            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18JFY2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18JFY2_4.35_1121
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-21      | N/A      | 0.0000% | $400.00            | $399.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-28      | N/A      | 0.0000% | $983500.00         | $980234.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $19300.00          | $19240.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $50317100.00       | $49999993.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.60            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18KE61, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18KE61_4.34_1118
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-21      | N/A      | 0.0000% | $800.00            | $798.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-28      | N/A      | 0.0000% | $1967100.00        | $1960569.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $38500.00          | $38381.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $100634200.00      | $99999987.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $207.18            | U.S. Treasuries (including strips) |

### Security 77: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18MY81, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18MY81_4.35_1128
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-21      | N/A      | 0.0000% | $800.00            | $798.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-28      | N/A      | 0.0000% | $1967100.00        | $1960569.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $38500.00          | $38381.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $100634200.00      | $99999987.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $207.18            | U.S. Treasuries (including strips) |

### Security 78: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18UHN9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHN9_4.35_1209
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-21      | N/A      | 0.0000% | $800.00            | $798.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-28      | N/A      | 0.0000% | $1967100.00        | $1960569.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-08-26      | N/A      | 0.0000% | $38500.00          | $38381.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $100634200.00      | $99999987.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $207.18            | U.S. Treasuries (including strips) |

### Security 79: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18WQK1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18WQK1_4.33_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $1400.00           | $1544.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $201951000.00      | $199999951.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $76400.00          | $76821.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $3893500.00        | $3921600.65        | U.S. Treasuries (including strips) |

### Security 80: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1973E4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1973E4_4.32_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $197.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.4909%  | 0.0000% | $400.00            | $400.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-08-15      | 2.0000%  | 0.0000% | $200.00            | $201.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-04-30      | 4.0000%  | 0.0000% | $162777800.00      | $163443398.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $40541000.00       | $41314446.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-03-31      | 4.1250%  | 0.0000% | $3000.00           | $3046.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-04      | N/A      | 0.0000% | $400.00            | $398.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-21      | N/A      | 0.0000% | $400.00            | $396.18            | U.S. Treasuries (including strips) |

### Security 81: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1993H3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993H3_4.41_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $28583900.00       | $31490124.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $38994600.00       | $37567917.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 3.5000%  | 0.0000% | $10914800.00       | $10713531.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $101095000.00      | $100911003.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $311000.00         | $320897.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $36747300.00       | $9113330.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $30.51             | $22.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $18970112.00       | $12486962.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $2541280.37        | $1396273.46        | U.S. Treasuries (including strips) |

### Security 82: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.32_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-12-26      | N/A      | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-09-11      | N/A      | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $1000.00           | $718.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $4173100.00        | $3438697.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $1300.00           | $1197.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $89300.00          | $83725.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $109055200.00      | $93458348.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $264.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $5294100.00        | $5398104.90        | U.S. Treasuries (including strips) |

### Security 83: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.32_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $109694400.00      | $102355913.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-09-04      | N/A      | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |

### Security 84: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.335000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.33_0807
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 5.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $163385600.00      | $130366542.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $30688400.00       | $22322340.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $218966400.00      | $180466398.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $100473600.00      | $104574144.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $971681600.00      | $987715641.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $358060800.00      | $365808161.50      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19GNC6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GNC6_4.29_0108
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $2935300.00        | $1948440.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $57500.00          | $38168.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $110478200.00      | $99452291.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $699.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $540800.00         | $560234.46         | U.S. Treasuries (including strips) |

### Security 86: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.32_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-09-04      | N/A      | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $109614600.00      | $102281451.73      | U.S. Treasuries (including strips) |

### Security 87: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2040-11-15      | 1.3750%  | 0.0000% | $2200.00           | $1393.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $3100.00           | $2630.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $256056000.00      | $254994135.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 4.6250%  | 0.0000% | $1400.00           | $1462.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $163.84            | $77.51             | U.S. Treasuries (including strips) |

### Security 88: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2025-10-28      | N/A      | 0.0000% | $45043800.00       | $44571290.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $181.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $2192400.00        | $2194197.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $84530000.00       | $104501537.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-30      | 0.3750%  | 0.0000% | $24292300.00       | $23986095.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 0.3750%  | 0.0000% | $14952400.00       | $14712726.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $2198300.00        | $2084789.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $1100.00           | $935.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 0.7500%  | 0.0000% | $1000.00           | $1266.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $1400.00           | $1348.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $104.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $13082000.00       | $11514567.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $387.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $300.00            | $295.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $926.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.6250%  | 0.0000% | $217423800.00      | $218604918.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $200.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $2000.00           | $2042.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 4.8750%  | 0.0000% | $48814800.00       | $49461742.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $1000.00           | $503.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $300.00            | $108.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $23878000.00       | $7963289.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $15898800.00       | $4416416.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $200.00            | $50.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $200.00            | $50.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $6555700.00        | $1601105.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $7.64              | $5.38              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $22217546.57       | $14430296.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $7817868.29        | $4808114.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $87.50             | $52.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $39.44             | $30.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $2.25              | $1.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $3067820.25        | $2075104.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $1.19              | $1.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-02-15      | N/A      | 0.0000% | $420.00            | $333.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $801580.87         | $472955.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $15.38             | $8.82              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $147.17            | $80.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $498881.50         | $258840.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $29.48             | $14.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $0.68              | $0.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $249.99            | $89.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $11.44             | $4.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $0.08              | $0.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $211.71            | $67.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $7519882.22        | $2332562.19        | U.S. Treasuries (including strips) |

### Security 89: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TPN2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPN2_4.28_0126
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $2935300.00        | $1948440.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $57500.00          | $38168.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $110478200.00      | $99452291.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $699.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $540800.00         | $560234.46         | U.S. Treasuries (including strips) |

### Security 90: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VVJ9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19VVJ9_4.36_0805
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $40000000.00       | $26445882.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $2508500.00        | $2596046.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 0.8750%  | 0.0000% | $8709000.00        | $8347365.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $6087500.00        | $5798116.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $25000000.00       | $22986691.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $1408800.00        | $1629914.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $56151800.00       | $54899240.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $9712000.00        | $7444903.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $3600.00           | $2854.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $172200.00         | $145162.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $418158300.00      | $379690481.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $12800.00          | $13259.99          | U.S. Treasuries (including strips) |

### Security 91: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.41_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-02-15      | 0.7500%  | 0.0000% | $91239700.00       | $100516356.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-01-15      | 1.7500%  | 0.0000% | $954700.00         | $1483723.52        | U.S. Treasuries (including strips) |

### Security 92: Natixis SA

- **C.1 - Title:** Natixis SA 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WJN2, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJN2_4.28_0129
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-10-16      | N/A      | 0.0000% | $600.00            | $594.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 3.7500%  | 0.0000% | $1000.00           | $996.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 3.8750%  | 0.0000% | $400.00            | $401.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $900.00            | $917.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 4.1250%  | 0.0000% | $800.00            | $818.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $42.27             | $37.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $1000.00           | $1022.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $700.00            | $1135.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 2.7500%  | 0.0000% | $5001800.00        | $3783096.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $3000000.00        | $2247605.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $6361200.00        | $8469935.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-02-15      | 1.1250%  | 0.0000% | $70834000.00       | $61230244.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $85.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $1000.00           | $969.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $23000000.00       | $21629924.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $4479900.00        | $4630895.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $979.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WOJ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19WOJ5_4.35_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $6071500.00        | $7165415.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $184.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $26747900.00       | $26450195.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $10500.00          | $10538.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $40539900.00       | $40398294.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $533600.00         | $535648.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $26836600.00       | $27347848.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $88600.00          | $91783.98          | U.S. Treasuries (including strips) |

### Security 94: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WXU0, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP19WXU0_4.39_0801
- **C.18 - Value (incl. sponsor support):** $500388333.34
- **C.18.a - Value (excl. sponsor support):** $500388333.34
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $350000000.00      | $219660000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $437000000.00      | $290736100.00      | U.S. Treasuries (including strips) |

### Security 95: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XCZ0, C.3 - LEI: N/A, C.5 - Other ID: ARP19XCZ0_4.37_0814
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $205129700.00      | $204000043.95      | U.S. Treasuries (including strips) |

### Security 96: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XD48, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19XD48_4.37_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $198443000.00      | $204000000.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.320000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP19XFP9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFP9_4.32_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH51, C.3 - LEI: N/A, C.5 - Other ID: ARP19XH51_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 3.8500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $12290300.00       | $11870380.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $30000000.00       | $30219903.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $50000000.00       | $48291664.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $50524929.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50479164.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $11313400.00       | $11421819.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $37000000.00       | $37388447.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499997.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $40389700.00       | $52910505.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $50000000.00       | $48177647.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $29400000.00       | $28328456.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $50000000.00       | $48177647.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $50000000.00       | $48177647.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $50000000.00       | $48177647.74       | U.S. Treasuries (including strips) |

### Security 99: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH85, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19XH85_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $300000000.00      | $304480659.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $125000000.00      | $128548986.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $76300800.00       | $76970424.98       | U.S. Treasuries (including strips) |

### Security 100: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHG7, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP19XHG7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $12753400.00       | $12705319.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $124.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $36600.00          | $25372.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $2617500.00        | $1608780.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-11-15      | 2.3750%  | 0.0000% | $999200.00         | $641495.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-11-15      | 2.8750%  | 0.0000% | $4150400.00        | $3053526.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $100300.00         | $82648.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $595100.00         | $531595.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $1808300.00        | $1719323.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.5309%  | 0.0000% | $977400.00         | $978355.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $124600.00         | $165751.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $2116100.00        | $2559230.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 0.5000%  | 0.0000% | $21880100.00       | $21447591.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-06-30      | 4.2500%  | 0.0000% | $15500.00          | $15732.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $26577100.00       | $26699717.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $4793000.00        | $4823235.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $71682200.00       | $73266338.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-31      | 4.3750%  | 0.0000% | $178700.00         | $181648.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $13836600.00       | $14310762.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $1009900.00        | $985769.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-15      | 0.8750%  | 0.0000% | $536700.00         | $673851.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $2170100.00        | $2008653.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $14500.00          | $14019.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $719900.00         | $736496.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $83400.00          | $79526.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $285800.00         | $285627.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 3.7500%  | 0.0000% | $25000000.00       | $25191302.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.7500%  | 0.0000% | $900.00            | $892.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $50100.00          | $50089.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $4996900.00        | $4931242.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $55533400.00       | $56624377.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $47027700.00       | $47803719.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $1810700.00        | $1797815.06        | U.S. Treasuries (including strips) |

### Security 101: Natixis SA

- **C.1 - Title:** Natixis SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XJ67, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XJ67_4.35_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-02      | N/A      | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-09-18      | N/A      | 0.0000% | $300.00            | $298.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $27999100.00       | $17286474.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $111.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $2349900.00        | $1349115.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $2008700.00        | $1257570.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-01-15      | 2.3750%  | 0.0000% | $3337800.00        | $5412366.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $8000000.00        | $5772535.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $4999600.00        | $4214615.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $1000.00           | $807.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $2100.00           | $1935.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $3120900.00        | $2980577.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $188.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $101810000.00      | $101222338.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $15120900.00       | $14886055.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $14900.00          | $19839.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $10726600.00       | $10517206.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $928.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $2026800.00        | $1731555.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $150000000.00      | $144934000.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $25685800.00       | $22203289.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $85.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $37480000.00       | $34625322.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $10250400.00       | $9009918.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $4799600.00        | $4920282.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $1000.00           | $993.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $4998100.00        | $4974455.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $2687600.00        | $2631543.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $1999900.00        | $2015339.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $10900.00          | $10861.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $12722700.00       | $12600421.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $20279300.00       | $20509085.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $277000.00         | $282285.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $70346000.00       | $69686857.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $12483400.00       | $12745869.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $1836900.00        | $1875575.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $305400.00         | $318033.96         | U.S. Treasuries (including strips) |

### Security 102: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.440000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP19XKL2, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP19XKL2_4.44_0804
- **C.18 - Value (incl. sponsor support):** $500225490.19
- **C.18.a - Value (excl. sponsor support):** $500225490.19
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XW21, C.3 - LEI: N/A, C.5 - Other ID: ARP19XW21_4.36_0801
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-08-19      | N/A      | 0.0000% | $175085000.00      | $174711368.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 0.7500%  | 0.0000% | $21976200.00       | $21527270.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $315300.00         | $309236.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 2.0000%  | 0.0000% | $361622000.00      | $364520136.76      | U.S. Treasuries (including strips) |

### Security 104: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XW88, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP19XW88_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1040000000.00
- **C.18.a - Value (excl. sponsor support):** $1040000000.00
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $2430400.00        | $1006613.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $94400.00          | $38529.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $835000.00         | $336034.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $1612400.00        | $631464.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $2450700.00        | $945489.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $2828700.00        | $1076625.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $4843700.00        | $1821139.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $200.00            | $73.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $300.00            | $108.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $263000.00         | $93782.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $200.00            | $70.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $28335600.00       | $9850956.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $4878000.00        | $1672997.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $10342200.00       | $3495053.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $791800.00         | $264064.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $1587700.00        | $521992.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $13604700.00       | $4422615.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $2467300.00        | $790081.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $200.00            | $63.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $200000.00         | $62439.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $28100.00          | $8661.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $11682000.00       | $3557355.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $82700.00          | $24887.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $12358900.00       | $3677044.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $2927900.00        | $861162.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $4930000.00        | $1432722.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $194587900.00      | $56708167.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $409000.00         | $202102.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $10659300.00       | $3034553.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $6941000.00        | $1928091.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $325000.00         | $153813.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $4700.00           | $1290.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $1000.00           | $458.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $15132800.00       | $4060417.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $6790100.00        | $1799831.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $657000.00         | $291888.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $93316100.00       | $24468881.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $769000.00         | $337144.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $71998400.00       | $18663929.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $89731400.00       | $23152136.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $536400.00         | $136647.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $1875000.00        | $468090.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $93989600.00       | $23309420.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $15249000.00       | $3724278.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $3292200.00        | $788590.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $16000.00          | $6194.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $64100.00          | $15197.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $23099000.00       | $5423575.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $25000.00          | $5824.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $24000.00          | $23455.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $90900.00          | $87971.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $995000.00         | $909938.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $486000.00         | $440136.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $476000.00         | $427150.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $1000000.00        | $957933.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $150000.00         | $142311.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $180000.00         | $169217.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $82000.00          | $76387.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-08-15      | N/A      | 0.0000% | $57000.00          | $56897.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-11-15      | N/A      | 0.0000% | $1717000.00        | $1695496.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $600000.00         | $533173.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $248000.00         | $218278.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $45000.00          | $38819.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $5000.00           | $4277.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $441000.00         | $373421.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $20000.00          | $16738.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $940000.00         | $778288.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $100000.00         | $81874.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-08-15      | N/A      | 0.0000% | $250000.00         | $249552.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $75000.00          | $55410.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $35500.00          | $25880.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $10000.00          | $7917.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $30000.00          | $23471.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $86999952.36       | $70006599.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $35972354.53       | $30594487.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $689100.00         | $387252.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $2944200.00        | $1584989.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $164000.00         | $86378.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $16800.00          | $8698.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $40000.00          | $20389.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $1127000.00        | $567061.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $124818800.00      | $61980772.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $1798800.00        | $878915.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $135000.00         | $64959.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $1196700.00        | $568144.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $1580400.00        | $727333.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $960000.00         | $434045.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $780800.00         | $347884.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $1029900.00        | $445048.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $720000.00         | $306512.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $143132700.00      | $147687975.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $214896600.00      | $220387371.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-31      | 4.6250%  | 0.0000% | $241033600.00      | $249944210.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-08-15      | N/A      | 0.0000% | $5396300.00        | $5387342.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $12000.00          | $11730.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $385000.00         | $363071.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $55900.00          | $49784.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $43700.00          | $38463.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $2449000.00        | $2141670.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $12000.00          | $10252.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $1363600.00        | $1129288.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $1106800.00        | $886484.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $80571500.00       | $51086279.00       | U.S. Treasuries (including strips) |

### Security 105: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWC9, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19XWC9_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2821000000.00
- **C.18.a - Value (excl. sponsor support):** $2821000000.00
- **C.19 - Percentage of Net Assets:** 8.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $401734400.00      | $248249699.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $654433600.00      | $417168723.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $1675619200.00     | $945939093.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $595630400.00      | $410735393.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $64294100.00       | $48921391.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $242748400.00      | $181679741.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $290525200.00      | $253657978.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $389664000.00      | $370490879.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $775600.00         | $777211.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $146200.00         | $147574.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $800.00            | $833.81            | U.S. Treasuries (including strips) |

### Security 106: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWH8, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP19XWH8_4.36_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-01-22      | N/A      | 0.0000% | $3484300.00        | $3414666.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $9190200.00        | $8792174.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $3000000.00        | $3545733.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $961000.00         | $892719.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $207.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $401800.00         | $392847.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $67700.00          | $68032.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $1350400.00        | $1360857.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $2594100.00        | $2614041.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $1093900.00        | $1126402.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $6495100.00        | $6561089.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $70334200.00       | $72625726.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $562000.00         | $576891.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $27300.00          | $28306.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |

### Security 107: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWJ4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XWJ4_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $12789300.00       | $9803861.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $4800.00           | $3806.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $226800.00         | $191190.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $550656800.00      | $499999989.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1035.93           | U.S. Treasuries (including strips) |

### Security 108: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWM7, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP19XWM7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $61006800.00       | $56624864.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $40550100.00       | $37649172.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $60000800.00       | $57801410.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-15      | 1.7500%  | 0.0000% | $65000800.00       | $59770685.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-08-15      | 2.0000%  | 0.0000% | $44018900.00       | $44366925.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $59401800.00       | $57522913.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $66000000.00       | $63075188.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $65500600.00       | $65527865.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $67000200.00       | $67059562.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $61000000.00       | $61168970.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $65001500.00       | $65422709.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $60964700.00       | $61307626.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 4.2500%  | 0.0000% | $70492600.00       | $70729184.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $72000300.00       | $72667982.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $56680000.00       | $56968190.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $63459300.00       | $65080733.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $55000400.00       | $57256103.90       | U.S. Treasuries (including strips) |

### Security 109: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWO3, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19XWO3_4.36_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $31381400.00       | $30217902.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 1.8750%  | 0.0000% | $31602300.00       | $30896810.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $35687900.00       | $34576860.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $44916100.00       | $44668745.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $30220400.00       | $30396101.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $32912700.00       | $33268339.89       | U.S. Treasuries (including strips) |

### Security 110: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWQ8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19XWQ8_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $6400.00           | $6359.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $315193600.00      | $314824823.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $24288460.80       | $23515650.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $271.57            | $235.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $316958965.80      | $171652931.40      | U.S. Treasuries (including strips) |

### Security 111: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWV7, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP19XWV7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-02-15      | 3.5000%  | 0.0000% | $2900.00           | $2643.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-05-15      | 4.7500%  | 0.0000% | $3900.00           | $3866.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $6010000.00        | $5355565.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $10129600.00       | $2549012.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $105591767.00      | $81172931.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $39733422.30       | $12926871.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $6000.00           | $1404.59           | U.S. Treasuries (including strips) |

### Security 112: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWZ8, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP19XWZ8_4.37_0801
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $101400.00         | $91333.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $499500.00         | $449649.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $353200.00         | $354415.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $8794900.00        | $8569463.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $477000.00         | $474246.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $557200.00         | $548546.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-05-15      | 6.2500%  | 0.0000% | $55300.00          | $61463.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-08-15      | 6.7500%  | 0.0000% | $861000.00         | $910630.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $313251700.00      | $270780671.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $248284500.00      | $239183383.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $349954100.00      | $342054736.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $89800.00          | $56220.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $105100.00         | $66920.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $88000.00          | $67342.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $46300.00          | $33852.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $11100.00          | $7726.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $932600.00         | $709187.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $209700.00         | $157900.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $95000.00          | $70433.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $2789800.00        | $2351774.95        | U.S. Treasuries (including strips) |

### Security 113: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYF0, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19XYF0_4.36_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $121174400.00      | $82803651.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $82005900.00       | $89870465.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $147981170.50      | $120452381.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $144.94            | $82.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $18.23             | $5.31              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $12.68             | $9.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $1215.76           | $789.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $1890.48           | $980.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $1200.00           | $1339.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $2635.81           | $2120.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $206492.70         | $130475.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $402310.42         | $150800.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $967500.00         | $359169.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $10699900.00       | $4022959.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $4039000.00        | $4338471.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $14344000.00       | $14795784.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $15591000.00       | $15937212.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $72500800.00       | $75133200.57       | U.S. Treasuries (including strips) |

### Security 114: Natixis SA

- **C.1 - Title:** Natixis SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYH6, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XYH6_4.36_0801
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $856397800.00      | $867000004.84      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-08-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President