# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-25-000926
**Filing Date:** 2025-11
**Character Count:** 171893
**Document Hash:** 6248de36865d5d4ec82c7a6702bf27b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000926.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0002066578-25-000926

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 251461576

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

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

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

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

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

## Series and Classes Contracts Data

### TREASURY PORTFOLIO (Series ID: S000023949)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Treasury Portfolio

**LEI of Series:** 54930050VO21IXKJ3O67

**EDGAR Series Identifier:** S000023949

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 50 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $92040423110.80

- **Amortized Cost of Portfolio Securities:** $92020763000.18

- **Cash:** $3041430354.69

- **Total Other Assets:** $61015618.98

- **Total Liabilities:** $1948319391.38

- **Net Assets of Series:** $93174889582.47

- **Number of Shares Outstanding (Series):** 93174969483.6900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $86198836465.97           | $94198836465.97            | 91.3000%                  | 99.7700%                   |
| 2025-10-02 | $85450412963.21           | $93450412963.21            | 91.2200%                  | 99.7600%                   |
| 2025-10-03 | $84219823946.14           | $92219823946.14            | 91.1000%                  | 99.7600%                   |
| 2025-10-06 | $84970433272.99           | $92970433272.99            | 91.1600%                  | 99.7500%                   |
| 2025-10-07 | $84449022335.74           | $92449022335.74            | 91.1100%                  | 99.7400%                   |
| 2025-10-08 | $84117943496.37           | $92117943496.37            | 91.0800%                  | 99.7400%                   |
| 2025-10-09 | $84043630406.73           | $92043630406.73            | 91.0700%                  | 99.7300%                   |
| 2025-10-10 | $83466981952.51           | $91466981952.51            | 91.0100%                  | 99.7300%                   |
| 2025-10-13 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-10-14 | $84401223612.38           | $92401223612.38            | 91.1000%                  | 99.7300%                   |
| 2025-10-15 | $86766754135.42           | $94766754135.42            | 91.3000%                  | 99.7200%                   |
| 2025-10-16 | $87699501645.72           | $95699501645.72            | 91.3900%                  | 99.7300%                   |
| 2025-10-17 | $85671194485.56           | $93671194485.56            | 91.2000%                  | 99.7200%                   |
| 2025-10-20 | $85798425913.51           | $93798425913.51            | 91.2000%                  | 99.7000%                   |
| 2025-10-21 | $85648393902.63           | $93648393902.63            | 91.1900%                  | 99.7100%                   |
| 2025-10-22 | $85536743955.03           | $93536743955.03            | 91.2000%                  | 99.7300%                   |
| 2025-10-23 | $84964731120.69           | $92964731120.69            | 91.1100%                  | 99.6900%                   |
| 2025-10-24 | $85549209097.66           | $93549209097.66            | 91.1600%                  | 99.6900%                   |
| 2025-10-27 | $87218081378.52           | $95218081378.52            | 91.3100%                  | 99.6800%                   |
| 2025-10-28 | $86614562725.80           | $94614562725.80            | 91.2500%                  | 99.6800%                   |
| 2025-10-29 | $93445854952.82           | $93445854952.82            | 99.6700%                  | 99.6700%                   |
| 2025-10-30 | $88367975275.39           | $93367975275.39            | 94.3600%                  | 99.7000%                   |
| 2025-10-31 | $88442513173.54           | $93442513173.54            | 94.5900%                  | 99.9300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.1600%             |
| 2025-10-02 | 4.1500%             |
| 2025-10-03 | 4.1500%             |
| 2025-10-06 | 4.1400%             |
| 2025-10-07 | 4.1300%             |
| 2025-10-08 | 4.1300%             |
| 2025-10-09 | 4.1200%             |
| 2025-10-10 | 4.1200%             |
| 2025-10-13 | 0.0000%             |
| 2025-10-14 | 4.1200%             |
| 2025-10-15 | 4.1300%             |
| 2025-10-16 | 4.1300%             |
| 2025-10-17 | 4.1300%             |
| 2025-10-20 | 4.1400%             |
| 2025-10-21 | 4.1400%             |
| 2025-10-22 | 4.1300%             |
| 2025-10-23 | 4.1300%             |
| 2025-10-24 | 4.1300%             |
| 2025-10-27 | 4.1400%             |
| 2025-10-28 | 4.1400%             |
| 2025-10-29 | 4.1400%             |
| 2025-10-30 | 4.1200%             |
| 2025-10-31 | 4.1200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0002                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0001                      |
|  |  |
| 2025-10-10 | 1.0003                      |
|  |  |
| 2025-10-13 | 0.0000                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0001                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0002                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0001                      |
|  |  |
| 2025-10-24 | 1.0002                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0001                      |
|  |  |
| 2025-10-30 | 1.0001                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $14597116119.62

- **Number of Shares Outstanding:** 14597081461.6700

- **Expense Reimbursement/Waiver:** 53368.85

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $797176049.40             | $395182033.10           |
| 2025-10-02 | $302486727.71             | $406761110.23           |
| 2025-10-03 | $297512331.68             | $223355829.53           |
| 2025-10-06 | $766859356.29             | $93021550.28            |
| 2025-10-07 | $493009911.23             | $335015586.60           |
| 2025-10-08 | $623778857.84             | $825545333.81           |
| 2025-10-09 | $479506649.87             | $410944775.49           |
| 2025-10-10 | $320158574.85             | $498906465.61           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $369437684.29             | $530097905.52           |
| 2025-10-15 | $1149477879.17            | $703747966.37           |
| 2025-10-16 | $499188928.07             | $598459437.48           |
| 2025-10-17 | $111410732.47             | $321671517.09           |
| 2025-10-20 | $249520790.45             | $615998159.22           |
| 2025-10-21 | $282698667.83             | $608420002.57           |
| 2025-10-22 | $262901451.23             | $183656819.65           |
| 2025-10-23 | $232387943.20             | $658069455.86           |
| 2025-10-24 | $129557585.52             | $287552478.78           |
| 2025-10-27 | $230757628.29             | $97436628.45            |
| 2025-10-28 | $184678793.42             | $285707948.47           |
| 2025-10-29 | $60962216.24              | $849556888.78           |
| 2025-10-30 | $689442877.32             | $306316129.30           |
| 2025-10-31 | $778459205.25             | $1595232865.92          |

**Total Gross Subscriptions (Month):** $9311370841.62

**Total Gross Redemptions (Month):** $10830656888.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0000%           |
| 2025-10-02 | 4.0000%           |
| 2025-10-03 | 3.9900%           |
| 2025-10-06 | 3.9900%           |
| 2025-10-07 | 3.9800%           |
| 2025-10-08 | 3.9800%           |
| 2025-10-09 | 3.9700%           |
| 2025-10-10 | 3.9700%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 3.9700%           |
| 2025-10-15 | 3.9800%           |
| 2025-10-16 | 3.9800%           |
| 2025-10-17 | 3.9900%           |
| 2025-10-20 | 3.9900%           |
| 2025-10-21 | 3.9900%           |
| 2025-10-22 | 3.9800%           |
| 2025-10-23 | 3.9800%           |
| 2025-10-24 | 3.9800%           |
| 2025-10-27 | 3.9900%           |
| 2025-10-28 | 3.9900%           |
| 2025-10-29 | 3.9900%           |
| 2025-10-30 | 3.9700%           |
| 2025-10-31 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.3900%          | 0.0000%              |
| Broker-dealer |  | 5.6400%          | 0.0000%              |
| Broker-dealer |  | 18.3000%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.0000          |
|  |  |
| 2025-10-02 | 0.0000          |
|  |  |
| 2025-10-03 | 0.0000          |
|  |  |
| 2025-10-06 | 0.0000          |
|  |  |
| 2025-10-07 | 0.0000          |
|  |  |
| 2025-10-08 | 0.0000          |
|  |  |
| 2025-10-09 | 0.0000          |
|  |  |
| 2025-10-10 | 0.0000          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 0.0000          |
|  |  |
| 2025-10-15 | 0.0000          |
|  |  |
| 2025-10-16 | 0.0000          |
|  |  |
| 2025-10-17 | 0.0000          |
|  |  |
| 2025-10-20 | 0.0000          |
|  |  |
| 2025-10-21 | 0.0000          |
|  |  |
| 2025-10-22 | 0.0000          |
|  |  |
| 2025-10-23 | 0.0000          |
|  |  |
| 2025-10-24 | 0.0000          |
|  |  |
| 2025-10-27 | 0.0000          |
|  |  |
| 2025-10-28 | 0.0000          |
|  |  |
| 2025-10-29 | 0.0000          |
|  |  |
| 2025-10-30 | 0.0000          |
|  |  |
| 2025-10-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%           |
| 2025-10-02 | 0.0000%           |
| 2025-10-03 | 0.0000%           |
| 2025-10-06 | 0.0000%           |
| 2025-10-07 | 0.0000%           |
| 2025-10-08 | 0.0000%           |
| 2025-10-09 | 0.0000%           |
| 2025-10-10 | 0.0000%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 0.0000%           |
| 2025-10-15 | 0.0000%           |
| 2025-10-16 | 0.0000%           |
| 2025-10-17 | 0.0000%           |
| 2025-10-20 | 0.0000%           |
| 2025-10-21 | 0.0000%           |
| 2025-10-22 | 0.0000%           |
| 2025-10-23 | 0.0000%           |
| 2025-10-24 | 0.0000%           |
| 2025-10-27 | 0.0000%           |
| 2025-10-28 | 0.0000%           |
| 2025-10-29 | 0.0000%           |
| 2025-10-30 | 0.0000%           |
| 2025-10-31 | 0.0000%           |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77196287297.07

- **Number of Shares Outstanding:** 77196410943.0100

- **Expense Reimbursement/Waiver:** 244815.30

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $6173740369.63            | $6908801134.33          |
| 2025-10-02 | $3394483273.91            | $4026490675.82          |
| 2025-10-03 | $2746147451.96            | $4203456880.81          |
| 2025-10-06 | $2388976973.22            | $2317478848.04          |
| 2025-10-07 | $1941935571.81            | $2636218948.24          |
| 2025-10-08 | $2087924227.33            | $2238870442.60          |
| 2025-10-09 | $2135221354.51            | $2532177448.37          |
| 2025-10-10 | $1814424367.22            | $2352575873.41          |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $3178359377.07            | $2098773929.32          |
| 2025-10-15 | $4287240342.27            | $2247912430.17          |
| 2025-10-16 | $3592165866.65            | $2598509906.02          |
| 2025-10-17 | $1791607905.06            | $3610130303.84          |
| 2025-10-20 | $2377341981.83            | $1960511168.68          |
| 2025-10-21 | $2079165165.62            | $1917573249.91          |
| 2025-10-22 | $2213630003.70            | $2423241019.89          |
| 2025-10-23 | $2338293620.79            | $2514463689.51          |
| 2025-10-24 | $2609518338.04            | $1877709952.43          |
| 2025-10-27 | $3611131888.35            | $2102890541.86          |
| 2025-10-28 | $2027810931.76            | $2542118141.59          |
| 2025-10-29 | $2466106663.20            | $2847284162.48          |
| 2025-10-30 | $3519627379.37            | $4059434203.50          |
| 2025-10-31 | $5709435300.47            | $5034263682.37          |

**Total Gross Subscriptions (Month):** $64484288353.77

**Total Gross Redemptions (Month):** $65050886633.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9500%           |
| 2025-10-02 | 3.9500%           |
| 2025-10-03 | 3.9400%           |
| 2025-10-06 | 3.9400%           |
| 2025-10-07 | 3.9300%           |
| 2025-10-08 | 3.9300%           |
| 2025-10-09 | 3.9200%           |
| 2025-10-10 | 3.9200%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 3.9200%           |
| 2025-10-15 | 3.9300%           |
| 2025-10-16 | 3.9300%           |
| 2025-10-17 | 3.9400%           |
| 2025-10-20 | 3.9400%           |
| 2025-10-21 | 3.9400%           |
| 2025-10-22 | 3.9300%           |
| 2025-10-23 | 3.9300%           |
| 2025-10-24 | 3.9300%           |
| 2025-10-27 | 3.9400%           |
| 2025-10-28 | 3.9400%           |
| 2025-10-29 | 3.9400%           |
| 2025-10-30 | 3.9200%           |
| 2025-10-31 | 3.9100%           |

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

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $1381486165.78

- **Number of Shares Outstanding:** 1381477079.0100

- **Expense Reimbursement/Waiver:** 3950.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0003          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $7168334.95               | $0.00                   |
| 2025-10-02 | $1802592.41               | $21130426.99            |
| 2025-10-03 | $200055821.00             | $54587888.90            |
| 2025-10-06 | $25000000.00              | $26141636.12            |
| 2025-10-07 | $11331606.34              | $3400000.00             |
| 2025-10-08 | $14744082.65              | $0.00                   |
| 2025-10-09 | $292385460.80             | $45004757.00            |
| 2025-10-10 | $133927857.72             | $433216.00              |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $88115890.20              | $100000000.00           |
| 2025-10-15 | $833452.00                | $134498184.47           |
| 2025-10-16 | $35926927.76              | $4990453.87             |
| 2025-10-17 | $0.00                     | $6851090.75             |
| 2025-10-20 | $55882234.47              | $0.00                   |
| 2025-10-21 | $7353273.29               | $144654.04              |
| 2025-10-22 | $11618223.26              | $408115.00              |
| 2025-10-23 | $22878779.92              | $0.00                   |
| 2025-10-24 | $3641449.56               | $0.00                   |
| 2025-10-27 | $9982800.11               | $3828675.00             |
| 2025-10-28 | $4608153.24               | $84000.00               |
| 2025-10-29 | $16822142.00              | $22373981.07            |
| 2025-10-30 | $39387807.46              | $1727240.23             |
| 2025-10-31 | $40000000.00              | $52272117.13            |

**Total Gross Subscriptions (Month):** $1023466889.14

**Total Gross Redemptions (Month):** $477876436.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0000%           |
| 2025-10-02 | 4.0000%           |
| 2025-10-03 | 3.9900%           |
| 2025-10-06 | 3.9900%           |
| 2025-10-07 | 3.9800%           |
| 2025-10-08 | 3.9800%           |
| 2025-10-09 | 3.9700%           |
| 2025-10-10 | 3.9700%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 3.9700%           |
| 2025-10-15 | 3.9800%           |
| 2025-10-16 | 3.9800%           |
| 2025-10-17 | 3.9900%           |
| 2025-10-20 | 3.9900%           |
| 2025-10-21 | 3.9900%           |
| 2025-10-22 | 3.9800%           |
| 2025-10-23 | 3.9800%           |
| 2025-10-24 | 3.9800%           |
| 2025-10-27 | 3.9900%           |
| 2025-10-28 | 3.9900%           |
| 2025-10-29 | 3.9900%           |
| 2025-10-30 | 3.9700%           |
| 2025-10-31 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 51.3000%         | 0.0000%              |
| Broker-dealer |  | 18.9300%         | 0.0000%              |
| Private fund  |  | 16.3500%         | 0.0000%              |
| Broker-dealer |  | 6.7800%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1919834320.25
- **C.18.a - Value (excl. sponsor support):** $1919834320.25
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $755625029.60
- **C.18.a - Value (excl. sponsor support):** $755625029.60
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $718946250.00
- **C.18.a - Value (excl. sponsor support):** $718946250.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $742027024.25
- **C.18.a - Value (excl. sponsor support):** $742027024.25
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $778900349.90
- **C.18.a - Value (excl. sponsor support):** $778900349.90
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $614446768.75
- **C.18.a - Value (excl. sponsor support):** $614446768.75
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $894716097.05
- **C.18.a - Value (excl. sponsor support):** $894716097.05
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1239323702.75
- **C.18.a - Value (excl. sponsor support):** $1239323702.75
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1552145393.20
- **C.18.a - Value (excl. sponsor support):** $1552145393.20
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298998441.00
- **C.18.a - Value (excl. sponsor support):** $298998441.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $830962248.95
- **C.18.a - Value (excl. sponsor support):** $830962248.95
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1872941504.20
- **C.18.a - Value (excl. sponsor support):** $1872941504.20
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $437053056.67
- **C.18.a - Value (excl. sponsor support):** $437053056.67
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $997322352.75
- **C.18.a - Value (excl. sponsor support):** $997322352.75
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $553069733.08
- **C.18.a - Value (excl. sponsor support):** $553069733.08
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7199235.72
- **C.18.a - Value (excl. sponsor support):** $7199235.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $505114937.47
- **C.18.a - Value (excl. sponsor support):** $505114937.47
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $905791670.27
- **C.18.a - Value (excl. sponsor support):** $905791670.27
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $279336260.00
- **C.18.a - Value (excl. sponsor support):** $279336260.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $442530127.71
- **C.18.a - Value (excl. sponsor support):** $442530127.71
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370520988.75
- **C.18.a - Value (excl. sponsor support):** $370520988.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $652474778.50
- **C.18.a - Value (excl. sponsor support):** $652474778.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $652543768.44
- **C.18.a - Value (excl. sponsor support):** $652543768.44
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1591383776.00
- **C.18.a - Value (excl. sponsor support):** $1591383776.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $472500910.97
- **C.18.a - Value (excl. sponsor support):** $472500910.97
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $878074106.80
- **C.18.a - Value (excl. sponsor support):** $878074106.80
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $906401811.20
- **C.18.a - Value (excl. sponsor support):** $906401811.20
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $433188861.60
- **C.18.a - Value (excl. sponsor support):** $433188861.60
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $933639546.40
- **C.18.a - Value (excl. sponsor support):** $933639546.40
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1776933278.02
- **C.18.a - Value (excl. sponsor support):** $1776933278.02
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1318220815.10
- **C.18.a - Value (excl. sponsor support):** $1318220815.10
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34663930.35
- **C.18.a - Value (excl. sponsor support):** $34663930.35
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $668035270.80
- **C.18.a - Value (excl. sponsor support):** $668035270.80
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $707176051.91
- **C.18.a - Value (excl. sponsor support):** $707176051.91
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252366367.65
- **C.18.a - Value (excl. sponsor support):** $252366367.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $702152057.60
- **C.18.a - Value (excl. sponsor support):** $702152057.60
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370568478.75
- **C.18.a - Value (excl. sponsor support):** $370568478.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1619603074.00
- **C.18.a - Value (excl. sponsor support):** $1619603074.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249459727.50
- **C.18.a - Value (excl. sponsor support):** $249459727.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99298177.00
- **C.18.a - Value (excl. sponsor support):** $99298177.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $153063256.40
- **C.18.a - Value (excl. sponsor support):** $153063256.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $204881112.30
- **C.18.a - Value (excl. sponsor support):** $204881112.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271208008.50
- **C.18.a - Value (excl. sponsor support):** $271208008.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $112487864.10
- **C.18.a - Value (excl. sponsor support):** $112487864.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $189489344.60
- **C.18.a - Value (excl. sponsor support):** $189489344.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2873708058.50
- **C.18.a - Value (excl. sponsor support):** $2873708058.50
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1280713278.00
- **C.18.a - Value (excl. sponsor support):** $1280713278.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $703490623.20
- **C.18.a - Value (excl. sponsor support):** $703490623.20
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $974546870.00
- **C.18.a - Value (excl. sponsor support):** $974546870.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $112039551.55
- **C.18.a - Value (excl. sponsor support):** $112039551.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249965820.00
- **C.18.a - Value (excl. sponsor support):** $249965820.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399851564.00
- **C.18.a - Value (excl. sponsor support):** $399851564.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200965820.00
- **C.18.a - Value (excl. sponsor support):** $200965820.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $815453327.45
- **C.18.a - Value (excl. sponsor support):** $815453327.45
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.010501%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2187312981.57
- **C.18.a - Value (excl. sponsor support):** $2187312981.57
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2663125768.00
- **C.18.a - Value (excl. sponsor support):** $2663125768.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.915500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2781460125.08
- **C.18.a - Value (excl. sponsor support):** $2781460125.08
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.947504%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1355002994.55
- **C.18.a - Value (excl. sponsor support):** $1355002994.55
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $969080521.80
- **C.18.a - Value (excl. sponsor support):** $969080521.80
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149653125.00
- **C.18.a - Value (excl. sponsor support):** $149653125.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.970501%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2736541892.16
- **C.18.a - Value (excl. sponsor support):** $2736541892.16
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $115623953.20
- **C.18.a - Value (excl. sponsor support):** $115623953.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.863498%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2097777423.00
- **C.18.a - Value (excl. sponsor support):** $2097777423.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.007048%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $959724950.40
- **C.18.a - Value (excl. sponsor support):** $959724950.40
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.924500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1364723601.15
- **C.18.a - Value (excl. sponsor support):** $1364723601.15
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.955504%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $283040995.38
- **C.18.a - Value (excl. sponsor support):** $283040995.38
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBAT7H5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $5771800.00        | $12235238.99       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $5374300.00        | $5794706.59        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $80.23             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $27430000.00       | $32889218.67       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $1999800.00        | $2002911.77        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $907700.00         | $909112.42         | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $33175000.00       | $33000415.90       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $209.62            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $500.00            | $430.77            | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.40             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $22509400.00       | $22355767.96       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $161797000.00      | $164955246.66      | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $13007900.00       | $13460651.13       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $9965600.00        | $13078881.56       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $35306800.00       | $45713155.90       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $2224300.00        | $2195782.42        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.14            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $800.00            | $779.69            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1244500.00        | $1524824.03        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $8414000.00        | $11172364.64       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $1782500.00        | $2285022.60        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $1000.00           | $933.55            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $6370700.00        | $6225110.39        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.70             | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $273300.00         | $239029.91         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $940.96            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $2898900.00        | $2745877.85        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $1927500.00        | $1826748.44        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $15271200.00       | $15026121.56       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $6370200.00        | $5956404.55        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $1277200.00        | $1118199.51        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $517300.00         | $488874.11         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $712000.00         | $695222.43         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $189.50            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $8097400.00        | $9128962.85        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $9999800.00        | $9870962.58        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $10644600.00       | $10450292.42       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $199.44            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $872300.00         | $920056.82         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $74979100.00       | $79084067.83       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $40106000.00       | $44400053.64       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $309.95            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $204.10            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $20500.00          | $20920.63          | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $798400.00         | $783511.73         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $17267000.00       | $17537165.20       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $5000.00           | $5097.04           | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $11200.00          | $11241.96          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $139800.00         | $139963.90         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $324.02            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $29849100.00       | $32239182.82       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $6576600.00        | $6561184.45        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $4000.00           | $4063.05           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $70099800.00       | $71346961.63       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $600.00            | $614.12            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $15200.00          | $15739.14          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $100000000.00      | $109672413.03      | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $998700.00         | $1055786.46        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $1720000.00        | $1818316.51        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $15855600.00       | $16114458.01       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.0105%  | 0.0000% | $188100.00         | $188115.05         | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $43367700.00       | $43863956.59       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $2224600.00        | $2244335.68        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $29145400.00       | $29403965.32       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $6191000.00        | $6278312.38        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $8035100.00        | $8140910.64        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $116100.00         | $125021.06         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $2931400.00        | $3069939.36        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $190400.00         | $196655.89         | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $19649100.00       | $20395710.06       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $11157800.00       | $11546718.10       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $8417400.00        | $8850988.25        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.9705%  | 0.0000% | $5341200.00        | $5341771.51        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $26780100.00       | $28026788.73       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $214400.00         | $227514.99         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $29586300.00       | $29770892.99       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $3390800.00        | $3492693.12        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $9619700.00        | $9753630.27        | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $306.44            | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.15            | U.S. Treasuries (including strips) |

### Security 68: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBAT7M4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 4.2900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $136000.00         | $135225.21         | U.S. Treasuries (including strips) |
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $300.00            | $295.79            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $300.00            | $298.55            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-02      | 0.0000%  | 0.0000% | $1200.00           | $1192.33           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.55             | U.S. Treasuries (including strips) |
| USTR          | 2026-02-05      | 0.0000%  | 0.0000% | $1400.00           | $1386.29           | U.S. Treasuries (including strips) |
| USTR          | 2025-11-12      | 0.0000%  | 0.0000% | $500.00            | $499.52            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-25      | 0.0000%  | 0.0000% | $35100.00          | $35016.78          | U.S. Treasuries (including strips) |
| USTR          | 2026-10-01      | 0.0000%  | 0.0000% | $500.00            | $483.47            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $2400000.00        | $2568936.13        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 5.2500%  | 0.0000% | $999000.00         | $1062062.93        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $3084300.00        | $3104772.70        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $32919000.00       | $26410094.84       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $104509000.00      | $89597480.37       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $919000.00         | $730800.90         | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $158.60            | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $411600.00         | $266559.75         | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $268324400.00      | $169509346.10      | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $98320200.00       | $93352725.79       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $1360000.00        | $1265706.46        | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $151666500.00      | $139633600.53      | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $89752200.00       | $84428877.02       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $47666000.00       | $48596431.25       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $399900.00         | $517766.87         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $6587800.00        | $8375798.19        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $34157300.00       | $33914885.64       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $624419000.00      | $850336254.66      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.19            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $36378600.00       | $35828520.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $4800000.00        | $4690305.60        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $2502300.00        | $2388480.80        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $1486200.00        | $1288606.36        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $14343700.00       | $13495011.96       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 0.3750%  | 0.0000% | $1800.00           | $1797.94           | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $45691800.00       | $42986890.88       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $19600000.00       | $18566581.38       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $33600.00          | $32768.00          | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $294978600.00      | $346768390.88      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $128109400.00      | $125468605.33      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $32554700.00       | $32464613.72       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $800.00            | $789.06            | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $7364400.00        | $7444658.24        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $21764000.00       | $22210570.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $22270100.00       | $22417082.67       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $243073000.00      | $246876200.74      | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $200.00            | $203.88            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $42002500.00       | $45365732.19       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $21900.00          | $22150.60          | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $106.21            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $34500000.00       | $35411924.78       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $39600.00          | $39793.37          | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $25350000.00       | $25875291.54       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $83865200.00       | $85963983.15       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $17600000.00       | $17985756.80       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $8852200.00        | $9308185.22        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $127483800.00      | $127029449.82      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $24093900.00       | $24256589.16       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $30104900.00       | $30807138.74       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $41900000.00       | $42881841.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $887100.00         | $900759.12         | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $253500000.00      | $269006766.24      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $71204400.00       | $72342502.18       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $51484315.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1014.51           | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $133561000.00      | $136425612.87      | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $26972300.00       | $27540813.06       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $800.00            | $804.98            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $9344700.00        | $9368617.06        | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $595481900.00      | $591203721.99      | U.S. Treasuries (including strips) |

### Security 69: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 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: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTBAZ4F8
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $3300.00           | $3332.04           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $166.00            | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $5000.00           | $3822.80           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $3600.00           | $3327.16           | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $19689000.00       | $19363859.49       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $93.64             | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $203.68            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $3200.00           | $3348.55           | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $1600.00           | $1697.22           | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $162.60            | $150.90            | U.S. Treasuries (including strips) |

### Security 70: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBAZ4G6
- **C.18 - Value (incl. sponsor support):** $1994000000.00
- **C.18.a - Value (excl. sponsor support):** $1994000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-13      | 0.0000%  | 0.0000% | $1683800.00        | $1681994.97        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-02      | 0.0000%  | 0.0000% | $8760600.00        | $8704602.24        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $300.00            | $297.93            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $1200.00           | $1190.80           | U.S. Treasuries (including strips) |
| USTR          | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR          | 2025-12-23      | 0.0000%  | 0.0000% | $50789800.00       | $50516347.72       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.34            | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $274700.00         | $220384.98         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $218894000.00      | $262459082.37      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $1000.00           | $728.67            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $117873200.00      | $122075453.03      | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $12700.00          | $8622.45           | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $4951000.00        | $3926208.46        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.23             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $204900.00         | $112864.78         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $1537700.00        | $1162963.86        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.17             | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $73.41             | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $75019500.00       | $55892541.33       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $26242200.00       | $23198181.81       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $461.38            | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $48000.00          | $40815.72          | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $63000.00          | $62250.45          | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $700.00            | $701.57            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $800.00            | $789.49            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.78             | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $600.00            | $699.70            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $93300000.00       | $87239418.60       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $289532400.00      | $252274064.73      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $111972800.00      | $98033142.43       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $48720300.00       | $43586799.53       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $104503200.00      | $106531432.75      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $600.00            | $608.73            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1021.31           | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $376453500.00      | $392443738.87      | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $132554800.00      | $138701460.45      | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $114205200.00      | $118544673.61      | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.15            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $216000.00         | $223229.70         | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $257924800.00      | $266232003.91      | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |

### Security 71: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** TRI-PARTY BANCO BILBAO VIZCAYA 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: BNTBAZ4R2
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $540464000.00      | $561000098.73      | U.S. Treasuries (including strips) |

### Security 72: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBAZ4T8
- **C.18 - Value (incl. sponsor support):** $7500000000.00
- **C.18.a - Value (excl. sponsor support):** $7500000000.00
- **C.19 - Percentage of Net Assets:** 8.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $140000000.00      | $138681200.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-24      | 0.0000%  | 0.0000% | $75000000.00       | $74088000.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $20000000.00       | $31428282.32       | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $19000000.00       | $17981524.31       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $75000000.00       | $64082116.71       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $30000000.00       | $23818202.28       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $139600000.00      | $115863773.31      | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $62000000.00       | $49839451.75       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $55000000.00       | $48843075.52       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $27200000.00       | $24040092.18       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $143530000.00      | $172443965.80      | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $40000000.00       | $32646788.91       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $8051861.74        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $52700000.00       | $38472474.45       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $29000000.00       | $30111615.54       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $28000000.00       | $22326840.87       | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $5000000.00        | $3618684.89        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $49000000.00       | $38199771.52       | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $78489817.39       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $95000000.00       | $73243591.52       | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $15000000.00       | $14965138.37       | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $60000000.00       | $47704393.37       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $41050000.00       | $31385113.04       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $20000000.00       | $19265410.30       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $55489900.00       | $36181405.80       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $35000000.00       | $23605817.53       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $30550000.00       | $18665462.91       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $24000000.00       | $12104315.74       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $339250000.00      | $174373834.41      | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $103000000.00      | $65800513.84       | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $39600000.00       | $25697883.03       | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $22694100.00       | $12544700.17       | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $53257700.00       | $35338344.21       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $13000000.00       | $9850566.45        | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $30000000.00       | $17963633.48       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $34000000.00       | $19810838.95       | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $25000000.00       | $22855564.13       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $87400000.00       | $73816284.88       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $43800000.00       | $40480398.71       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $47000000.00       | $40108268.67       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $97000000.00       | $89611618.07       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $181000000.00      | $170818870.01      | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $73300000.00       | $74441633.56       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $46270000.00       | $47346879.18       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $52750000.00       | $49797037.23       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $22000000.00       | $20811364.51       | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $67051300.00       | $66781737.74       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $55506600.00       | $56701979.58       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $42000000.00       | $42207829.01       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $53500000.00       | $54558411.37       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $30000000.00       | $30763915.76       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $58000000.00       | $60184619.80       | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $155000000.00      | $159064543.10      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $46000000.00       | $45119048.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $85600000.00       | $84194780.17       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $24000000.00       | $23684545.83       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $32192000.00       | $31755013.72       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $60714000.00       | $77140312.87       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $33655000.00       | $32790824.65       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $47000000.00       | $45532374.68       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $85000000.00       | $104056292.88      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $15700000.00       | $15648349.13       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $17000000.00       | $16853303.30       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $180000000.00      | $178528847.28      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $105000000.00      | $134518554.27      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $10000000.00       | $9330501.36        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $4000000.00        | $3750810.74        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $15000000.00       | $14771025.49       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $60278100.00       | $58891944.82       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $107000000.00      | $98144100.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $96200000.00       | $93224603.09       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $15000000.00       | $14385559.20       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $20000000.00       | $17503604.89       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $129124400.00      | $123186635.63      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $121982000.00      | $116050893.08      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $31000000.00       | $37102768.01       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $31000000.00       | $26856501.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $4000000.00        | $3783070.17        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $36200000.00       | $34055778.73       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $27000000.00       | $23597928.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $114500000.00      | $107996137.21      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $50000000.00       | $47016399.73       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $5000000.00        | $4702340.00        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $124000000.00      | $117402525.49      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $27700000.00       | $26238171.55       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $111707500.00      | $105499577.89      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $999900.00         | $983559.23         | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $100000000.00      | $112475741.89      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $55000000.00       | $51444234.50       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $1499400.00        | $1461966.27        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $102640000.00      | $96117228.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $155000000.00      | $146411526.23      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $47000000.00       | $42028961.98       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $137414100.00      | $136754287.05      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49589750.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $107420000.00      | $100765876.27      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $50000000.00       | $49290794.20       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $15900000.00       | $16101342.49       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $51070438.52       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $18000000.00       | $18113436.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $24500000.00       | $24529645.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $10000000.00       | $10000162.25       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $86000000.00       | $86297235.37       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $16500000.00       | $16518700.30       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $79650000.00       | $80880249.09       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $17000000.00       | $17293695.90       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $14000000.00       | $14196195.54       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $14000000.00       | $14340073.54       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $84300000.00       | $85409562.65       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $23000000.00       | $23235611.24       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $14000000.00       | $14721280.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $28000000.00       | $29325658.16       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $117640000.00      | $120398175.87      | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $25200000.00       | $25520139.98       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $9000000.00        | $9133336.47        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $104200000.00      | $105795836.59      | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $53000000.00       | $53608175.00       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $5000000.00        | $5108365.00        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $27000000.00       | $27378570.08       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $25000000.00       | $25247162.71       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $40220000.00       | $41455622.84       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $15000000.00       | $15097356.26       | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $14000000.00       | $14069188.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $8000000.00        | $8165588.48        | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $119000000.00      | $118182139.81      | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $24100000.00       | $24117611.54       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $62512000.00       | $62733292.48       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $35800000.00       | $37266116.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $49000000.00       | $50259928.48       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $147000000.00      | $151748835.00      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $77400000.00       | $81487285.78       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $183822000.00      | $186334387.18      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $115000000.00      | $116927400.00      | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $130000000.00      | $132746533.67      | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $51954000.00       | $53057173.73       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $30000000.00       | $30238677.55       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $19000000.00       | $18976957.28       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $150296000.00      | $150420861.29      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.9555%  | 0.0000% | $70000000.00       | $69975500.00       | U.S. Treasuries (including strips) |

### Security 73: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBAZ4V3
- **C.18 - Value (incl. sponsor support):** $4274000000.00
- **C.18.a - Value (excl. sponsor support):** $4274000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-28      | 0.0000%  | 0.0000% | $682400.00         | $680569.80         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-16      | 0.0000%  | 0.0000% | $315400.00         | $310076.68         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-04      | 0.0000%  | 0.0000% | $9900.00           | $9866.94           | U.S. Treasuries (including strips) |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $468000.00         | $464766.59         | U.S. Treasuries (including strips) |
| USTR          | 2025-12-02      | 0.0000%  | 0.0000% | $400.00            | $398.76            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-03      | 0.0000%  | 0.0000% | $93000.00          | $92107.66          | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $96.45             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $297130700.00      | $293190635.50      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $209895600.00      | $203447592.34      | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 2.2500%  | 0.0000% | $443800.00         | $448127.44         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $895400.00         | $887910.68         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $5987200.00        | $5908503.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $12886900.00       | $12784976.60       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $8444200.00        | $8366120.71        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $300.00            | $280.07            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $1000.00           | $982.50            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $195.89            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.81             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.49             | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $95.93             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $1423500.00        | $1359048.19        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $100000600.00      | $87585349.97       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $8556400.00        | $8167204.99        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $75888100.00       | $71834802.74       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $2438600.00        | $2114382.63        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $300.00            | $283.86            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $1741200.00        | $1522864.57        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $1347400.00        | $1271499.21        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $5000000.00        | $4704004.97        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.97            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $576700.00         | $504905.77         | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $182985700.00      | $163705088.51      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $387208100.00      | $363420774.26      | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $21994800.00       | $21584649.10       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $164489000.00      | $165105212.85      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $300.00            | $304.73            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $230742400.00      | $234847591.00      | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $212553200.00      | $215646692.34      | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $105132600.00      | $105464084.80      | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $50000500.00       | $52858566.63       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102130904.95      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $300.00            | $306.22            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $224326800.00      | $226577351.30      | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $202036500.00      | $202057647.97      | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $287430000.00      | $285618968.32      | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $294466900.00      | $304622669.69      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $135045000.00      | $139565071.28      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $254815200.00      | $259965311.55      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $26002200.00       | $27372628.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $244332000.00      | $247135717.80      | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $219742000.00      | $223930073.64      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $2669200.00        | $2756639.43        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $218069600.00      | $222513589.42      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $500.00            | $509.18            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $82270500.00       | $83674898.57       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $1302000.00        | $1320127.09        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.9555%  | 0.0000% | $1946000.00        | $1946480.66        | U.S. Treasuries (including strips) |

### Security 74: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BNTBAZ4W1
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $193.90            | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $1400.00           | $924.86            | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $100.00            | $52.33             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $10900.00          | $11052.75          | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.0105%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $18880000.00       | $19365458.16       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $2000.00           | $2105.61           | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 0.0000%  | 0.0000% | $24.95             | $24.68             | U.S. Treasuries (including strips) |

### Security 75: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 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: N/A, C.4 - ISIN: 0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BNTBAZ4Z4
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $89700000.00       | $39909593.10       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $80231400.00       | $29095435.82       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.9705%  | 0.0000% | $16343600.00       | $16345348.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 3.8635%  | 0.0000% | $11213100.00       | $11199666.71       | U.S. Treasuries (including strips) |

### Security 76: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 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: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBAZ518
- **C.18 - Value (incl. sponsor support):** $6100000000.00
- **C.18.a - Value (excl. sponsor support):** $6100000000.00
- **C.19 - Percentage of Net Assets:** 6.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $179111200.00      | $173608891.28      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $387640000.00      | $403205658.78      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $4065888000.00     | $4161163820.20     | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $1441236700.00     | $1484021701.59     | U.S. Treasuries (including strips) |

### Security 77: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBAZ526
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $361943900.00      | $363734910.54      | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $582999200.00      | $607425938.12      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 3.8635%  | 0.0000% | $304206400.00      | $303839222.88      | U.S. Treasuries (including strips) |

### Security 78: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 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: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBAZ542
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $149774500.00      | $153000015.14      | U.S. Treasuries (including strips) |

### Security 79: FIXED INCOME CLEARING CORP-STATE STREET

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-STATE STREET 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBAZ575
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 4.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-08-15      | 4.1500%  | 0.0000% | $300000000.00      | $261269025.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 4.1500%  | 0.0000% | $50000000.00       | $53623301.50       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 4.1500%  | 0.0000% | $150000000.00      | $134152939.50      | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 4.1500%  | 0.0000% | $250000000.00      | $234583052.50      | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 4.1500%  | 0.0000% | $100000000.00      | $105370964.00      | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 4.1500%  | 0.0000% | $750000000.00      | $735834330.00      | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 4.1500%  | 0.0000% | $100000000.00      | $97928839.00       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 4.1500%  | 0.0000% | $200000000.00      | $210287090.00      | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.1500%  | 0.0000% | $200000000.00      | $211469092.00      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.1500%  | 0.0000% | $876388000.00      | $884407677.60      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.1500%  | 0.0000% | $70826700.00       | $75181300.46       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.1500%  | 0.0000% | $300000000.00      | $311292801.00      | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1500%  | 0.0000% | $500000000.00      | $513613285.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.1500%  | 0.0000% | $500000000.00      | $510395730.00      | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 4.1500%  | 0.0000% | $250000000.00      | $250590662.50      | U.S. Treasuries (including strips) |

### Security 80: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURIT 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BNTBAZAV6
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $2882800.00        | $2827009.17        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $195.60            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $1056000.00        | $1051689.41        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $300.00            | $297.93            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $88297600.00       | $87620798.90       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-12      | 0.0000%  | 0.0000% | $1873700.00        | $1871888.13        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $16870900.00       | $14387237.35       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $740800.00         | $798749.35         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $23760500.00       | $17313634.30       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $562374900.00      | $582423915.63      | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $98923600.00       | $67162484.69       | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $158.60            | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $22736000.00       | $17404912.15       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $24994400.00       | $19052735.58       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $24980400.00       | $18892698.52       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $300.00            | $206.33            | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $271098600.00      | $199001045.61      | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $378799600.00      | $326351867.91      | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.51             | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $114081800.00      | $108317995.62      | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $68503800.00       | $60557560.23       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $300.00            | $276.83            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $188.80            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $8835100.00        | $9142613.24        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $219984000.00      | $279689970.78      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $300.00            | $298.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $1361100.00        | $1329994.78        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $99400.00          | $93932.40          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $6036700.00        | $5649365.51        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $3084800.00        | $2890278.68        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $1934300.00        | $1693496.16        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $9694500.00        | $8673021.89        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $7788500.00        | $7594893.47        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $48459600.00       | $49321755.86       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $800.00            | $811.65            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $264473400.00      | $271010909.21      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $2126300.00        | $2220571.37        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $10198000.00       | $10364492.22       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $60388000.00       | $61728613.60       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $900.00            | $919.18            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $26485400.00       | $27610393.85       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $17567200.00       | $18472103.13       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $109251600.00      | $109662501.91      | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $30628200.00       | $31684525.67       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $67300700.00       | $70774207.64       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $103705500.00      | $105801508.77      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $111301900.00      | $112717879.08      | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $158156300.00      | $161170608.74      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $784800.00         | $800316.89         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1200.00           | $1238.65           | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $181202000.00      | $183831053.91      | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $1007900.00        | $1029517.41        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |

### Security 81: DEUTSCHE BANK SECURITIES INC

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK SECURIT 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: BNTBB21S5
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $70419200.00       | $71676514.53       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $170699800.00      | $117595891.91      | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $46175100.00       | $47350896.22       | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $112371900.00      | $120376707.41      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-11-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President