# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-022310
**Filing Date:** 2026-3
**Character Count:** 274990
**Document Hash:** 095f720bc1c39ff0792a75269661738b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022310.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022310

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 26730327

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

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

## Series and Classes Contracts Data

### Treasury Portfolio (Series ID: S000004153)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Treasury Portfolio

**LEI of Series:** 549300D1XR6GP7EZ0T47

**EDGAR Series Identifier:** S000004153

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $31818846173.11

- **Amortized Cost of Portfolio Securities:** $31811812397.04

- **Cash:** $1000734550.93

- **Total Other Assets:** $600435057.57

- **Total Liabilities:** $870737337.25

- **Net Assets of Series:** $32542244668.29

- **Number of Shares Outstanding (Series):** 32550882306.2590

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $26736164169.34           | $33386164169.34            | 76.0700%                  | 94.9900%                   |
| 2026-02-03 | $26475390109.89           | $33785592756.95            | 74.4800%                  | 95.0400%                   |
| 2026-02-04 | $26942364861.87           | $34202597508.93            | 75.1200%                  | 95.3600%                   |
| 2026-02-05 | $26466142792.07           | $33676313576.38            | 74.9000%                  | 95.3100%                   |
| 2026-02-06 | $26220655149.83           | $33430792796.89            | 74.7100%                  | 95.2600%                   |
| 2026-02-09 | $26395233747.11           | $32795233747.11            | 76.8200%                  | 95.4500%                   |
| 2026-02-10 | $25677060274.55           | $32987375078.48            | 74.5500%                  | 95.7800%                   |
| 2026-02-11 | $25393646826.01           | $32629088982.87            | 74.5000%                  | 95.7300%                   |
| 2026-02-12 | $24830256219.93           | $31840378768.95            | 74.5700%                  | 95.6200%                   |
| 2026-02-13 | $24813413629.34           | $32223987943.07            | 73.2500%                  | 95.1200%                   |
| 2026-02-17 | $24853048953.83           | $32162948953.83            | 73.5100%                  | 95.1300%                   |
| 2026-02-18 | $25271205604.34           | $32431758055.32            | 74.1600%                  | 95.1700%                   |
| 2026-02-19 | $23450863317.55           | $30661533023.43            | 72.5900%                  | 94.9100%                   |
| 2026-02-20 | $23780614359.02           | $31090748574.71            | 72.6400%                  | 94.9700%                   |
| 2026-02-23 | $23916864913.29           | $31227007658.38            | 72.7500%                  | 94.9900%                   |
| 2026-02-24 | $23687680750.99           | $30998169770.60            | 72.5600%                  | 94.9500%                   |
| 2026-02-25 | $24475090196.31           | $31785223431.60            | 73.2000%                  | 95.0700%                   |
| 2026-02-26 | $24451597675.79           | $31761999636.58            | 73.1800%                  | 95.0600%                   |
| 2026-02-27 | $24379758480.03           | $31765384852.58            | 72.9500%                  | 95.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%             |
| 2026-02-03 | 3.7600%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7500%             |
| 2026-02-09 | 3.7500%             |
| 2026-02-10 | 3.7500%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7500%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7500%             |
| 2026-02-23 | 3.7500%             |
| 2026-02-24 | 3.7500%             |
| 2026-02-25 | 3.7500%             |
| 2026-02-26 | 3.7400%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0000                      |
|  |  |
| 2026-02-03 | 1.0000                      |
|  |  |
| 2026-02-04 | 1.0000                      |
|  |  |
| 2026-02-05 | 1.0000                      |
|  |  |
| 2026-02-06 | 1.0000                      |
|  |  |
| 2026-02-09 | 1.0000                      |
|  |  |
| 2026-02-10 | 1.0000                      |
|  |  |
| 2026-02-11 | 1.0000                      |
|  |  |
| 2026-02-12 | 1.0000                      |
|  |  |
| 2026-02-13 | 1.0000                      |
|  |  |
| 2026-02-17 | 1.0000                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0000                      |
|  |  |
| 2026-02-20 | 0.9999                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 0.9999                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $49144291.76

- **Number of Shares Outstanding:** 49145311.2000

- **Expense Reimbursement/Waiver:** 225.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $12359.79                 | $2660245.04             |
| 2026-02-10 | $1909650.53               | $0.00                   |
| 2026-02-17 | $0.00                     | $2224341.39             |
| 2026-02-25 | $105271.92                | $0.00                   |
| 2026-02-27 | $0.00                     | $220.46                 |

**Total Gross Subscriptions (Month):** $2027282.24

**Total Gross Redemptions (Month):** $4884806.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4100%           |
| 2026-02-03 | 3.4100%           |
| 2026-02-04 | 3.4000%           |
| 2026-02-05 | 3.4000%           |
| 2026-02-06 | 3.4000%           |
| 2026-02-09 | 3.4000%           |
| 2026-02-10 | 3.4000%           |
| 2026-02-11 | 3.3900%           |
| 2026-02-12 | 3.3900%           |
| 2026-02-13 | 3.4000%           |
| 2026-02-17 | 3.4000%           |
| 2026-02-18 | 3.4000%           |
| 2026-02-19 | 3.4000%           |
| 2026-02-20 | 3.4000%           |
| 2026-02-23 | 3.4000%           |
| 2026-02-24 | 3.4000%           |
| 2026-02-25 | 3.4000%           |
| 2026-02-26 | 3.3900%           |
| 2026-02-27 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 91.3400%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $500417472.11

- **Number of Shares Outstanding:** 500542592.1000

- **Expense Reimbursement/Waiver:** 2191.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $2360937.94               | $40414073.43            |
| 2026-02-03 | $7326057.10               | $767825.64              |
| 2026-02-04 | $1546518.25               | $1162664.89             |
| 2026-02-05 | $8420096.75               | $3730114.80             |
| 2026-02-06 | $8277090.23               | $8943665.35             |
| 2026-02-09 | $2411521.18               | $963278.87              |
| 2026-02-10 | $48287007.73              | $444503.20              |
| 2026-02-11 | $847311.21                | $4238772.19             |
| 2026-02-12 | $10732169.47              | $331348.84              |
| 2026-02-13 | $4015429.80               | $17214505.79            |
| 2026-02-17 | $3235116.31               | $7443568.29             |
| 2026-02-18 | $3824482.87               | $367921.84              |
| 2026-02-19 | $49916788.58              | $1727052.83             |
| 2026-02-20 | $3419059.34               | $53042393.73            |
| 2026-02-23 | $1187884.26               | $1986456.68             |
| 2026-02-24 | $1847075.52               | $528325.65              |
| 2026-02-25 | $2931478.13               | $5024816.93             |
| 2026-02-26 | $20217141.40              | $2120124.12             |
| 2026-02-27 | $3456632.44               | $10767990.46            |

**Total Gross Subscriptions (Month):** $184259798.51

**Total Gross Redemptions (Month):** $161219403.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3100%           |
| 2026-02-03 | 3.3100%           |
| 2026-02-04 | 3.3000%           |
| 2026-02-05 | 3.3000%           |
| 2026-02-06 | 3.3000%           |
| 2026-02-09 | 3.3000%           |
| 2026-02-10 | 3.2900%           |
| 2026-02-11 | 3.2900%           |
| 2026-02-12 | 3.2900%           |
| 2026-02-13 | 3.3000%           |
| 2026-02-17 | 3.3000%           |
| 2026-02-18 | 3.3000%           |
| 2026-02-19 | 3.3000%           |
| 2026-02-20 | 3.3000%           |
| 2026-02-23 | 3.3000%           |
| 2026-02-24 | 3.3000%           |
| 2026-02-25 | 3.3000%           |
| 2026-02-26 | 3.2900%           |
| 2026-02-27 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 53.9700%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.0400%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.2300%          | 0.0000%              |
| Non-financial corporation                           |  | 10.6600%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $23794147747.34

- **Number of Shares Outstanding:** 23799787740.4200

- **Expense Reimbursement/Waiver:** 109026.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1456971708.39            | $2896901917.60          |
| 2026-02-03 | $658650641.85             | $1129525020.40          |
| 2026-02-04 | $580397473.96             | $559175770.70           |
| 2026-02-05 | $424794871.78             | $787893431.52           |
| 2026-02-06 | $569895902.74             | $779868274.83           |
| 2026-02-09 | $679409283.64             | $746293123.01           |
| 2026-02-10 | $465152537.95             | $393104960.43           |
| 2026-02-11 | $164516538.54             | $728042897.21           |
| 2026-02-12 | $487191255.76             | $773348443.33           |
| 2026-02-13 | $763966328.28             | $434459184.74           |
| 2026-02-17 | $767966720.89             | $584037461.72           |
| 2026-02-18 | $673129921.86             | $598835318.02           |
| 2026-02-19 | $489574308.35             | $1827100880.38          |
| 2026-02-20 | $968350291.50             | $525163946.71           |
| 2026-02-23 | $516999320.97             | $585086040.57           |
| 2026-02-24 | $451554747.74             | $430960038.71           |
| 2026-02-25 | $893392296.37             | $399830020.65           |
| 2026-02-26 | $631322318.23             | $1234184766.14          |
| 2026-02-27 | $1214512271.75            | $730673323.48           |

**Total Gross Subscriptions (Month):** $12857748740.55

**Total Gross Redemptions (Month):** $16144484820.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5600%           |
| 2026-02-03 | 3.5600%           |
| 2026-02-04 | 3.5500%           |
| 2026-02-05 | 3.5500%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5500%           |
| 2026-02-18 | 3.5500%           |
| 2026-02-19 | 3.5500%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5400%           |
| 2026-02-27 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.8500%         | 0.0000%              |
| Broker-dealer                                       |  | 24.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.9200%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $75892233.79

- **Number of Shares Outstanding:** 75917311.3200

- **Expense Reimbursement/Waiver:** 337.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $6250252.77               | $0.00                   |
| 2026-02-03 | $340190.25                | $0.00                   |
| 2026-02-04 | $0.00                     | $1347449.40             |
| 2026-02-05 | $3474.38                  | $0.00                   |
| 2026-02-06 | $282215.88                | $0.00                   |
| 2026-02-09 | $0.00                     | $7064.61                |
| 2026-02-10 | $6907659.77               | $0.00                   |
| 2026-02-11 | $788435.36                | $0.00                   |
| 2026-02-12 | $0.00                     | $9170959.58             |
| 2026-02-13 | $25622845.66              | $0.00                   |
| 2026-02-17 | $333700.25                | $0.00                   |
| 2026-02-18 | $0.00                     | $24663375.54            |
| 2026-02-19 | $141103.42                | $0.00                   |
| 2026-02-20 | $768042.61                | $0.00                   |
| 2026-02-23 | $494972.29                | $0.00                   |
| 2026-02-24 | $441500.88                | $0.00                   |
| 2026-02-25 | $0.00                     | $464867.79              |
| 2026-02-26 | $500606.87                | $0.00                   |
| 2026-02-27 | $5405909.47               | $0.00                   |

**Total Gross Subscriptions (Month):** $48280909.86

**Total Gross Redemptions (Month):** $35653716.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4600%           |
| 2026-02-03 | 3.4500%           |
| 2026-02-04 | 3.4500%           |
| 2026-02-05 | 3.4500%           |
| 2026-02-06 | 3.4500%           |
| 2026-02-09 | 3.4500%           |
| 2026-02-10 | 3.4400%           |
| 2026-02-11 | 3.4400%           |
| 2026-02-12 | 3.4400%           |
| 2026-02-13 | 3.4400%           |
| 2026-02-17 | 3.4500%           |
| 2026-02-18 | 3.4500%           |
| 2026-02-19 | 3.4500%           |
| 2026-02-20 | 3.4500%           |
| 2026-02-23 | 3.4500%           |
| 2026-02-24 | 3.4500%           |
| 2026-02-25 | 3.4500%           |
| 2026-02-26 | 3.4400%           |
| 2026-02-27 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9200%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4040793557.80

- **Number of Shares Outstanding:** 4041333947.6400

- **Expense Reimbursement/Waiver:** 16704.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $168974.72                | $19295889.91            |
| 2026-02-03 | $129253550.99             | $138280.75              |
| 2026-02-04 | $5557723.08               | $556585.83              |
| 2026-02-05 | $8562803.04               | $42582.07               |
| 2026-02-06 | $50431555.85              | $0.00                   |
| 2026-02-09 | $24215086.02              | $46662.58               |
| 2026-02-10 | $3932883.34               | $283427.43              |
| 2026-02-11 | $875.00                   | $2527352.52             |
| 2026-02-12 | $44799728.96              | $13557.50               |
| 2026-02-13 | $36695078.41              | $1130292.85             |
| 2026-02-17 | $391129.74                | $330590549.74           |
| 2026-02-18 | $922258.02                | $13447547.45            |
| 2026-02-19 | $47473.88                 | $30147554.31            |
| 2026-02-20 | $39046481.06              | $564431.33              |
| 2026-02-23 | $93853.35                 | $38109295.16            |
| 2026-02-24 | $0.00                     | $17640084.08            |
| 2026-02-25 | $3604819.13               | $0.00                   |
| 2026-02-26 | $570395544.35             | $9017153.28             |
| 2026-02-27 | $37553099.38              | $362669.77              |

**Total Gross Subscriptions (Month):** $955672918.32

**Total Gross Redemptions (Month):** $463913916.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0600%           |
| 2026-02-03 | 3.0600%           |
| 2026-02-04 | 3.0500%           |
| 2026-02-05 | 3.0500%           |
| 2026-02-06 | 3.0500%           |
| 2026-02-09 | 3.0500%           |
| 2026-02-10 | 3.0500%           |
| 2026-02-11 | 3.0400%           |
| 2026-02-12 | 3.0400%           |
| 2026-02-13 | 3.0500%           |
| 2026-02-17 | 3.0500%           |
| 2026-02-18 | 3.0500%           |
| 2026-02-19 | 3.0500%           |
| 2026-02-20 | 3.0500%           |
| 2026-02-23 | 3.0500%           |
| 2026-02-24 | 3.0500%           |
| 2026-02-25 | 3.0500%           |
| 2026-02-26 | 3.0400%           |
| 2026-02-27 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 98.4500%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3902187703.38

- **Number of Shares Outstanding:** 3904497851.4700

- **Expense Reimbursement/Waiver:** 18696.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9997          |
|  |  |
| 2026-02-03 | 0.9997          |
|  |  |
| 2026-02-04 | 0.9997          |
|  |  |
| 2026-02-05 | 0.9998          |
|  |  |
| 2026-02-06 | 0.9997          |
|  |  |
| 2026-02-09 | 0.9997          |
|  |  |
| 2026-02-10 | 0.9997          |
|  |  |
| 2026-02-11 | 0.9997          |
|  |  |
| 2026-02-12 | 0.9997          |
|  |  |
| 2026-02-13 | 0.9997          |
|  |  |
| 2026-02-17 | 0.9997          |
|  |  |
| 2026-02-18 | 0.9997          |
|  |  |
| 2026-02-19 | 0.9996          |
|  |  |
| 2026-02-20 | 0.9996          |
|  |  |
| 2026-02-23 | 0.9996          |
|  |  |
| 2026-02-24 | 0.9996          |
|  |  |
| 2026-02-25 | 0.9996          |
|  |  |
| 2026-02-26 | 0.9997          |
|  |  |
| 2026-02-27 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $158477568.11             | $735812.95              |
| 2026-02-03 | $377665466.13             | $0.00                   |
| 2026-02-04 | $0.00                     | $161751376.04           |
| 2026-02-05 | $150064383.87             | $0.00                   |
| 2026-02-06 | $0.00                     | $78670954.92            |
| 2026-02-09 | $0.00                     | $459486941.37           |
| 2026-02-10 | $7213552.21               | $0.00                   |
| 2026-02-11 | $0.00                     | $104895883.12           |
| 2026-02-12 | $0.00                     | $38785733.32            |
| 2026-02-13 | $0.00                     | $74015710.18            |
| 2026-02-17 | $0.00                     | $14332055.95            |
| 2026-02-18 | $40780203.19              | $9331.12                |
| 2026-02-19 | $0.00                     | $42591467.08            |
| 2026-02-20 | $164732.04                | $0.00                   |
| 2026-02-23 | $1264413.05               | $0.00                   |
| 2026-02-24 | $45748012.52              | $0.00                   |
| 2026-02-25 | $0.00                     | $15945436.49            |
| 2026-02-26 | $35451073.17              | $0.00                   |
| 2026-02-27 | $0.00                     | $113888055.93           |

**Total Gross Subscriptions (Month):** $816829404.29

**Total Gross Redemptions (Month):** $1105108758.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5000%           |
| 2026-02-03 | 3.5000%           |
| 2026-02-04 | 3.5000%           |
| 2026-02-05 | 3.5000%           |
| 2026-02-06 | 3.5000%           |
| 2026-02-09 | 3.5000%           |
| 2026-02-10 | 3.4900%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5000%           |
| 2026-02-19 | 3.5000%           |
| 2026-02-20 | 3.5000%           |
| 2026-02-23 | 3.5000%           |
| 2026-02-24 | 3.5000%           |
| 2026-02-25 | 3.4900%           |
| 2026-02-26 | 3.4900%           |
| 2026-02-27 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9200%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1997505.44

- **Number of Shares Outstanding:** 1997942.0500

- **Expense Reimbursement/Waiver:** 9.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $5803.28                  | $0.00                   |

**Total Gross Subscriptions (Month):** $5803.28

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4100%           |
| 2026-02-03 | 3.4100%           |
| 2026-02-04 | 3.4000%           |
| 2026-02-05 | 3.4000%           |
| 2026-02-06 | 3.4000%           |
| 2026-02-09 | 3.4000%           |
| 2026-02-10 | 3.4000%           |
| 2026-02-11 | 3.3900%           |
| 2026-02-12 | 3.3900%           |
| 2026-02-13 | 3.4000%           |
| 2026-02-17 | 3.4000%           |
| 2026-02-18 | 3.4000%           |
| 2026-02-19 | 3.4000%           |
| 2026-02-20 | 3.4000%           |
| 2026-02-23 | 3.4000%           |
| 2026-02-24 | 3.4000%           |
| 2026-02-25 | 3.4000%           |
| 2026-02-26 | 3.3900%           |
| 2026-02-27 | 3.3900%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57434.37

- **Number of Shares Outstanding:** 57447.9900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $135.28                   | $0.00                   |

**Total Gross Subscriptions (Month):** $135.28

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7500%           |
| 2026-02-03 | 2.7500%           |
| 2026-02-04 | 2.7500%           |
| 2026-02-05 | 2.7500%           |
| 2026-02-06 | 2.7500%           |
| 2026-02-09 | 2.7500%           |
| 2026-02-10 | 2.7500%           |
| 2026-02-11 | 2.7400%           |
| 2026-02-12 | 2.7400%           |
| 2026-02-13 | 2.7500%           |
| 2026-02-17 | 2.7500%           |
| 2026-02-18 | 2.7500%           |
| 2026-02-19 | 2.7500%           |
| 2026-02-20 | 2.7500%           |
| 2026-02-23 | 2.7500%           |
| 2026-02-24 | 2.7500%           |
| 2026-02-25 | 2.7500%           |
| 2026-02-26 | 2.7500%           |
| 2026-02-27 | 2.7500%           |

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

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $177555884.51

- **Number of Shares Outstanding:** 177551325.0790

- **Expense Reimbursement/Waiver:** 805.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0003          |
|  |  |
| 2026-02-04 | 1.0003          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0003          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0003          |
|  |  |
| 2026-02-18 | 1.0003          |
|  |  |
| 2026-02-19 | 1.0003          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0003          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0003          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1063608.81               | $1534190.42             |
| 2026-02-03 | $758558.81                | $257104.54              |
| 2026-02-04 | $1408280.28               | $264003.40              |
| 2026-02-05 | $642811.00                | $319440.03              |
| 2026-02-06 | $12131195.85              | $1015988.35             |
| 2026-02-09 | $85126.49                 | $984460.13              |
| 2026-02-10 | $530180.00                | $1292737.17             |
| 2026-02-11 | $545000.00                | $12182600.56            |
| 2026-02-12 | $352000.00                | $1210391.48             |
| 2026-02-13 | $34817.00                 | $296789.74              |
| 2026-02-17 | $81686.10                 | $609695.07              |
| 2026-02-18 | $1223770.44               | $432080.32              |
| 2026-02-19 | $6423795.50               | $780496.70              |
| 2026-02-20 | $165772.95                | $376935.48              |
| 2026-02-23 | $284548.51                | $285548.24              |
| 2026-02-24 | $10000.00                 | $276248.97              |
| 2026-02-25 | $417946.34                | $857473.15              |
| 2026-02-26 | $18539.96                 | $551650.24              |
| 2026-02-27 | $366713.89                | $301677.28              |

**Total Gross Subscriptions (Month):** $26544351.93

**Total Gross Redemptions (Month):** $23829511.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5600%           |
| 2026-02-03 | 3.5600%           |
| 2026-02-04 | 3.5600%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5500%           |
| 2026-02-18 | 3.5500%           |
| 2026-02-19 | 3.5500%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5400%           |
| 2026-02-27 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9700%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50837.79

- **Number of Shares Outstanding:** 50836.9900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0003          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0003          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $153.23                   | $0.00                   |

**Total Gross Subscriptions (Month):** $153.23

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5400%           |
| 2026-02-03 | 3.5300%           |
| 2026-02-04 | 3.5300%           |
| 2026-02-05 | 3.5400%           |
| 2026-02-06 | 3.5300%           |
| 2026-02-09 | 3.5300%           |
| 2026-02-10 | 3.5300%           |
| 2026-02-11 | 3.5200%           |
| 2026-02-12 | 3.5200%           |
| 2026-02-13 | 3.5300%           |
| 2026-02-17 | 3.5300%           |
| 2026-02-18 | 3.5300%           |
| 2026-02-19 | 3.5300%           |
| 2026-02-20 | 3.5300%           |
| 2026-02-23 | 3.5300%           |
| 2026-02-24 | 3.5300%           |
| 2026-02-25 | 3.5200%           |
| 2026-02-26 | 3.5200%           |
| 2026-02-27 | 3.5200%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $216628461.28
- **C.18.a - Value (excl. sponsor support):** $216628461.28
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $497739375.00
- **C.18.a - Value (excl. sponsor support):** $497739375.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $490408827.48
- **C.18.a - Value (excl. sponsor support):** $490408827.48
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $78211796.46
- **C.18.a - Value (excl. sponsor support):** $78211796.46
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $571619075.91
- **C.18.a - Value (excl. sponsor support):** $571619075.91
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $457879478.25
- **C.18.a - Value (excl. sponsor support):** $457879478.25
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $273916772.50
- **C.18.a - Value (excl. sponsor support):** $273916772.50
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $237424594.54
- **C.18.a - Value (excl. sponsor support):** $237424594.54
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $762615326.70
- **C.18.a - Value (excl. sponsor support):** $762615326.70
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $265240248.39
- **C.18.a - Value (excl. sponsor support):** $265240248.39
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $190472461.44
- **C.18.a - Value (excl. sponsor support):** $190472461.44
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $197279219.14
- **C.18.a - Value (excl. sponsor support):** $197279219.14
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $261543387.60
- **C.18.a - Value (excl. sponsor support):** $261543387.60
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $147776756.80
- **C.18.a - Value (excl. sponsor support):** $147776756.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $138693138.04
- **C.18.a - Value (excl. sponsor support):** $138693138.04
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $258244901.04
- **C.18.a - Value (excl. sponsor support):** $258244901.04
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $37913986.50
- **C.18.a - Value (excl. sponsor support):** $37913986.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $233148791.96
- **C.18.a - Value (excl. sponsor support):** $233148791.96
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $114340402.55
- **C.18.a - Value (excl. sponsor support):** $114340402.55
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $39760571.23
- **C.18.a - Value (excl. sponsor support):** $39760571.23
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $127276220.73
- **C.18.a - Value (excl. sponsor support):** $127276220.73
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $198183585.99
- **C.18.a - Value (excl. sponsor support):** $198183585.99
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $101554859.70
- **C.18.a - Value (excl. sponsor support):** $101554859.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $274533918.66
- **C.18.a - Value (excl. sponsor support):** $274533918.66
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $116033485.16
- **C.18.a - Value (excl. sponsor support):** $116033485.16
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $113003095.15
- **C.18.a - Value (excl. sponsor support):** $113003095.15
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87144100.56
- **C.18.a - Value (excl. sponsor support):** $87144100.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $16901712.63
- **C.18.a - Value (excl. sponsor support):** $16901712.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $60746705.43
- **C.18.a - Value (excl. sponsor support):** $60746705.43
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $105716712.62
- **C.18.a - Value (excl. sponsor support):** $105716712.62
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $166897887.60
- **C.18.a - Value (excl. sponsor support):** $166897887.60
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55867866.88
- **C.18.a - Value (excl. sponsor support):** $55867866.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $58276556.16
- **C.18.a - Value (excl. sponsor support):** $58276556.16
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56064840.90
- **C.18.a - Value (excl. sponsor support):** $56064840.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $180562714.40
- **C.18.a - Value (excl. sponsor support):** $180562714.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $34010004.84
- **C.18.a - Value (excl. sponsor support):** $34010004.84
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $62003926.46
- **C.18.a - Value (excl. sponsor support):** $62003926.46
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $55077119.35
- **C.18.a - Value (excl. sponsor support):** $55077119.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $101321683.99
- **C.18.a - Value (excl. sponsor support):** $101321683.99
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $40003359.29
- **C.18.a - Value (excl. sponsor support):** $40003359.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $84511117.32
- **C.18.a - Value (excl. sponsor support):** $84511117.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $85591742.80
- **C.18.a - Value (excl. sponsor support):** $85591742.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $164032673.46
- **C.18.a - Value (excl. sponsor support):** $164032673.46
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $188743118.88
- **C.18.a - Value (excl. sponsor support):** $188743118.88
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $227710596.26
- **C.18.a - Value (excl. sponsor support):** $227710596.26
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $76142665.68
- **C.18.a - Value (excl. sponsor support):** $76142665.68
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.772900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $57009788.61
- **C.18.a - Value (excl. sponsor support):** $57009788.61
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $56156082.08
- **C.18.a - Value (excl. sponsor support):** $56156082.08
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $54171110.88
- **C.18.a - Value (excl. sponsor support):** $54171110.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.804900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $499332967.73
- **C.18.a - Value (excl. sponsor support):** $499332967.73
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $62025778.98
- **C.18.a - Value (excl. sponsor support):** $62025778.98
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $82930959.77
- **C.18.a - Value (excl. sponsor support):** $82930959.77
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.827900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $590620208.00
- **C.18.a - Value (excl. sponsor support):** $590620208.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $170813356.50
- **C.18.a - Value (excl. sponsor support):** $170813356.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.720900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $362140358.26
- **C.18.a - Value (excl. sponsor support):** $362140358.26
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $104611372.32
- **C.18.a - Value (excl. sponsor support):** $104611372.32
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.782900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $600748404.00
- **C.18.a - Value (excl. sponsor support):** $600748404.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.781900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $790464652.94
- **C.18.a - Value (excl. sponsor support):** $790464652.94
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.812900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1172998697.93
- **C.18.a - Value (excl. sponsor support):** $1172998697.93
- **C.19 - Percentage of Net Assets:** 3.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.721900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $519024258.06
- **C.18.a - Value (excl. sponsor support):** $519024258.06
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_3.76_0306
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $1784500.00        | $469396.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 2.5000%  | 0.0000% | $49861100.00       | $36440123.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 2.2500%  | 0.0000% | $300.00            | $302.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $10765800.00       | $11264461.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $311100.00         | $317057.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $66.10             | $48.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $43366.40          | $30169.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $64850134.02       | $47976129.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $23984683.13       | $17321522.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $0.64              | $0.43              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $0.18              | $0.16              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1759924.11        | $692412.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $1000.00           | $472.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $3350518.19        | $1264793.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $12676600.00       | $12511170.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1100.00           | $1001.91           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15650300.00       | $8480568.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $200.00            | $106.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $23116000.00       | $9436667.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $9550000.00        | $3855468.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $7407500.00        | $2908791.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $55600.00          | $29133.96          | U.S. Treasuries (including strips) |

### Security 63: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_3.77_0306
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $15892600.00       | $6487851.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $254100.00         | $92255.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $1661800.00        | $449973.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 4.2500%  | 0.0000% | $139197600.00      | $143281642.21      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $4007849.15        | $2688276.84        | U.S. Treasuries (including strips) |

### Security 64: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_3.77_0306
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $200.00            | $200.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $49405300.00       | $50999898.14       | U.S. Treasuries (including strips) |

### Security 65: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1993H3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993H3_3.76_0306
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $60.98             | $52.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $30.99             | $19.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $103.25            | $62.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $38.58             | $22.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $106.10            | $29.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $27.20             | $14.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $251.13            | $134.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $90.66             | $48.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $20.09             | $10.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $41.76             | $20.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $21.00             | $8.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $152.16            | $75.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $15.58             | $7.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $209.20            | $94.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $3.52              | $1.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2027-01-21      | N/A      | 0.0000% | $209000.00         | $202552.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $100.00            | $40.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $72.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $700.00            | $250.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $300.00            | $104.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $200.00            | $68.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $300.00            | $102.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $200.00            | $66.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $31.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $800.00            | $246.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $200.00            | $60.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $100.00            | $29.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $100.00            | $27.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $600.00            | $162.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $100.00            | $26.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $30337300.00       | $8092292.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $200.00            | $52.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 1.6250%  | 0.0000% | $1000.00           | $994.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $171918400.00      | $187340267.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $149600.00         | $151799.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $2000.00           | $2087.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $26.74             | $21.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $563.09            | $411.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $11792328.26       | $8203875.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1967.13           | $1917.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $111.07            | $76.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $0.12              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $1146.85           | $1004.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $138.68            | $51.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $248.37            | $91.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $205.83            | $74.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $323.56            | $116.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $442.11            | $153.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $237.02            | $80.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $62.43             | $20.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $30.55             | $9.69              | U.S. Treasuries (including strips) |

### Security 66: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.685000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.68_0306
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 5.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $800.00            | $467.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $183376000.00      | $181485242.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $1292770000.00     | $1311264739.31     | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $9600.00           | $9740.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $332331970.90      | $297348381.30      | U.S. Treasuries (including strips) |

### Security 67: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_3.76_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $100527000.00      | $102000029.85      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1BM191, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BM191_3.85_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-03      | N/A      | 0.0000% | $9440800.00        | $9437023.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $57834100.00       | $57770424.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $211.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $19800.00          | $13052.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $1124100.00        | $668878.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $37695400.00       | $34110255.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.21            | U.S. Treasuries (including strips) |

### Security 69: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_3.66_0306
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $109.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $4079900.00        | $3921557.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $1400.00           | $1455.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $74800.00          | $76944.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $193746500.00      | $199999833.26      | U.S. Treasuries (including strips) |

### Security 70: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU4U3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4U3_3.66_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $109.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $10199800.00       | $9803942.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $3600.00           | $3742.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $186900.00         | $192259.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $484366600.00      | $499999944.57      | U.S. Treasuries (including strips) |

### Security 71: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_3.74_0306
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $51643000.00       | $51000084.37       | U.S. Treasuries (including strips) |

### Security 72: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-07-02      | N/A      | 0.0000% | $4690000.00        | $4631844.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2027-01-21      | N/A      | 0.0000% | $300.00            | $290.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $17205900.00       | $9197585.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $356200.00         | $357609.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $84227300.00       | $86945807.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $266.24            | $194.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $21.14             | $14.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $1328.26           | $1294.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $59.68             | $40.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $30.83             | $27.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $1789.51           | $882.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $839786.56         | $390977.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $7646.08           | $3453.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $1162911.87        | $469788.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $9.56              | $3.66              | U.S. Treasuries (including strips) |

### Security 73: Natixis SA

- **C.1 - Title:** Natixis SA 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0727, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C0727_3.78_0422
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $1200.00           | $1001.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $500.00            | $441.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $75.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $21212000.00       | $20917982.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 1.8750%  | 0.0000% | $29873000.00       | $29688638.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $1000.00           | $886.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $2986400.00        | $2718736.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $341700.00         | $325204.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $5078800.00        | $5196788.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $19999900.00       | $20387646.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $3335400.00        | $3420233.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $18979700.00       | $19341027.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $900.00            | $920.56            | U.S. Treasuries (including strips) |

### Security 74: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_3.71_0306
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $100.00            | $43.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $5000.00           | $4292.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $37970700.00       | $39485559.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 2.2500%  | 0.0000% | $7334200.00        | $7209546.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $175500.00         | $174041.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $202.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $3875000.00        | $4126215.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $102.60            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CDRX9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CDRX9_3.83_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $400.00            | $316.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $26000.00          | $16884.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $1284600.00        | $862124.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $72246700.00       | $43963054.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $7267200.00        | $5117359.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $1823400.00        | $1201991.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $66777200.00       | $39734770.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $11942500.00       | $10806669.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $284800.00         | $296788.01         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CEWJ2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CEWJ2_3.82_0505
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $1300.00           | $773.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $42500.00          | $38457.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-03      | N/A      | 0.0000% | $1961500.00        | $1960715.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $100110200.00      | $99999978.67       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CLEO5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CLEO5_3.80_0513
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $800.00            | $640.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $39600.00          | $30641.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $2124600.00        | $1690420.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $413000.00         | $440967.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $18223600.00       | $18152582.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $106.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $1539100.00        | $1562407.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $78492800.00       | $79681439.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $423000.00         | $440805.23         | U.S. Treasuries (including strips) |

### Security 78: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CNAQ0_3.77_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $6000.00           | $6013.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $56921500.00       | $57234118.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $43952000.00       | $44759914.56       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CS874, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CS874_3.82_0520
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $900.00            | $720.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $49500.00          | $38301.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $106.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $1922500.00        | $1951612.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $98051100.00       | $99535916.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $454300.00         | $473422.74         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CV1O7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CV1O7_3.80_0521
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $732400.00         | $781996.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 0.8750%  | 0.0000% | $201000.00         | $201767.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $50049500.00       | $49854456.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $300.00            | $304.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $140200.00         | $146101.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $19200.00          | $15276.32          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HC3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D0HC3_3.75_0528
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $900.00            | $720.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $49500.00          | $38301.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $106.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $1922500.00        | $1951612.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $98051100.00       | $99535916.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $454300.00         | $473422.74         | U.S. Treasuries (including strips) |

### Security 82: Natixis SA

- **C.1 - Title:** Natixis SA 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D4HP6, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D4HP6_3.75_0601
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $77.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $1000.00           | $984.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $700.00            | $727.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $7760800.00        | $7958190.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $42418400.00       | $43039960.08       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9NT0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9NT0_3.72_0608
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $159.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $2700.00           | $2882.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 0.8750%  | 0.0000% | $147600.00         | $148163.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $7585600.00        | $7556038.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $8634800.00        | $6838907.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $61974200.00       | $40247028.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $69130200.00       | $46394881.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $442300.00         | $269145.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $520800.00         | $542721.90         | U.S. Treasuries (including strips) |

### Security 84: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DLDF4, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DLDF4_3.53_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $27057900.00       | $27206504.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $73349100.00       | $74793520.30       | U.S. Treasuries (including strips) |

### Security 85: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: N/A, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $100261900.00      | $102000022.57      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E1W82, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E1W82_3.64_0708
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-03      | N/A      | 0.0000% | $1961500.00        | $1960715.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $100110200.00      | $99999978.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $1300.00           | $773.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $42500.00          | $38457.90          | U.S. Treasuries (including strips) |

### Security 87: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: N/A, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $33428900.00       | $34683173.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $16240400.00       | $16316851.01       | U.S. Treasuries (including strips) |

### Security 88: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.490000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E41L1, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1E41L1_3.49_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $13700.00          | $3386.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 1.2500%  | 0.0000% | $2025600.00        | $1996897.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 3.7500%  | 0.0000% | $50821400.00       | $51100515.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 4.2500%  | 0.0000% | $33874500.00       | $34938562.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 3.8750%  | 0.0000% | $91600.00          | $93403.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $13734000.00       | $13867251.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $35.99             | $25.80             | U.S. Treasuries (including strips) |

### Security 89: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH51_3.69_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $251254000.00      | $255000003.86      | U.S. Treasuries (including strips) |

### Security 90: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH69_3.61_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2026-08-15      | 6.7500%  | 0.0000% | $1593700.00        | $1619593.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $127189200.00      | $126902665.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $23370800.00       | $23813826.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $100662000.00      | $102663962.58      | U.S. Treasuries (including strips) |

### Security 91: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJJA3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EJJA3_3.59_0126
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $1100.00           | $774.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $57900.00          | $38167.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $3295300.00        | $1960818.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $110510400.00      | $99999945.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $300.00            | $312.63            | U.S. Treasuries (including strips) |

### Security 92: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.520000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJPZ1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJPZ1_3.52_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $381269900.00      | $510000103.80      | U.S. Treasuries (including strips) |

### Security 93: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ELAO7_3.72_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-09      | N/A      | 0.0000% | $48808000.00       | $48310158.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $111718000.00      | $135601053.67      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $8863200.00        | $8974037.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.1250%  | 0.0000% | $61099900.00       | $62114774.40       | U.S. Treasuries (including strips) |

### Security 94: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ERDQ6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1ERDQ6_3.67_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-03      | N/A      | 0.0000% | $1961500.00        | $1960715.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $100110200.00      | $99999978.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $1300.00           | $773.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $42500.00          | $38457.90          | U.S. Treasuries (including strips) |

### Security 95: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EWNM3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EWNM3_3.72_0306
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1300.00           | $876.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $2128400.00        | $2195925.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $22509200.00       | $23053859.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $73651500.00       | $76028664.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $20007898.29       | $16355316.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $19.53             | $14.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $28779517.81       | $19782062.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $245.17            | $164.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $33.80             | $28.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $2.62              | $1.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $35.84             | $18.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $12434030.55       | $6130723.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $3.13              | $1.52              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $1.29              | $0.60              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $13896.49          | $6276.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $279.92            | $107.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $25943643.08       | $9445950.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $23.30             | $7.87              | U.S. Treasuries (including strips) |

### Security 96: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F0YO6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F0YO6_3.69_0306
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $99900.00          | $67385.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $200.00            | $108.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $254000.00         | $103690.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $100.00            | $39.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $1295600.00        | $440621.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $52.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $34657500.00       | $17742415.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $206368500.00      | $215927295.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $1.39              | $1.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $191.86            | $140.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $29779899.91       | $20717757.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $130.65            | $129.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $75.82             | $40.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $14.64             | $7.22              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $11.85             | $5.76              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $35.30             | $16.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $212.09            | $95.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $9.71              | $4.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $242.14            | $93.88             | U.S. Treasuries (including strips) |

### Security 97: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F41E6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F41E6_3.60_0306
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $200.00            | $68.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $200.00            | $60.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $2300.00           | $2271.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $75068500.00       | $76497621.34       | U.S. Treasuries (including strips) |

### Security 98: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F5HE6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F5HE6_3.58_1016
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-12      | N/A      | 0.0000% | $111250600.00      | $111105418.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-03      | N/A      | 0.0000% | $1786400.00        | $1785685.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $91173500.00       | $91073117.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $1200.00           | $714.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $38700.00          | $35019.31          | U.S. Treasuries (including strips) |

### Security 99: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F5OT5, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1F5OT5_3.67_0306
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $722688800.00      | $715237283.57      | U.S. Treasuries (including strips) |

### Security 100: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6C25, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F6C25_3.69_0306
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $100.00            | $53.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $18400.00          | $8372.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $28768100.00       | $27537535.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 4.1250%  | 0.0000% | $32439500.00       | $32698258.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $233237200.00      | $240765129.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $143.36            | $104.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $4498810.00        | $3092329.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $5692418.91        | $1898216.78        | U.S. Treasuries (including strips) |

### Security 101: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FAR38, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FAR38_3.60_0306
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-15      | 0.6250%  | 0.0000% | $19034500.00       | $16907881.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $115655200.00      | $110708013.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $17536800.00       | $20053455.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $5163700.00        | $5330362.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $244.60            | $178.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $13.91             | $9.33              | U.S. Treasuries (including strips) |

### Security 102: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FC6P8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FC6P8_3.69_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $82361000.00       | $101998690.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $1000.00           | $1213.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |

### Security 103: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIGN9, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1FIGN9_3.74_0302
- **C.18 - Value (incl. sponsor support):** $660401960.79
- **C.18.a - Value (excl. sponsor support):** $660401960.79
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $355000000.00      | $229898000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $640000000.00      | $443712000.00      | U.S. Treasuries (including strips) |

### Security 104: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIZH1, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FIZH1_3.71_0306
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $58666400.00       | $76500102.05       | U.S. Treasuries (including strips) |

### Security 105: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJG56, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FJG56_3.69_0306
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-04-07      | N/A      | 0.0000% | $200.00            | $199.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $1400.00           | $482.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $31.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $22600.00          | $6628.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 2.1250%  | 0.0000% | $4076900.00        | $4081171.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 4.5000%  | 0.0000% | $16461200.00       | $17154097.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $54224800.00       | $55257108.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $251.79            | $183.99            | U.S. Treasuries (including strips) |

### Security 106: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJH7, C.3 - LEI: N/A, C.5 - Other ID: ARP1FJJH7_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52613777.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52613777.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52613777.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52613777.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52613777.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $20148100.00       | $21201352.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50774038.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $26738900.00       | $27152838.73       | U.S. Treasuries (including strips) |

### Security 107: Credit Agricole Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Corp. - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJJQ7, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FJJQ7_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Corp. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-04-21      | N/A      | 0.0000% | $156461700.00      | $155675480.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $86.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $129800.00         | $105132.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $136.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $154.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-08-15      | 2.7500%  | 0.0000% | $159000.00         | $118003.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 3.0000%  | 0.0000% | $1124300.00        | $868945.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $1007400.00        | $519093.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $131.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $76.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 2.2500%  | 0.0000% | $400.00            | $306.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $300.00            | $228.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $308.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 4.7500%  | 0.0000% | $26364800.00       | $27063166.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-05-15      | 4.7500%  | 0.0000% | $399800.00         | $412303.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $1600.00           | $1579.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $348400.00         | $344382.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $195.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 2.2500%  | 0.0000% | $1000.00           | $1008.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $101969200.00      | $99444463.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $16774100.00       | $16725793.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-15      | 1.6250%  | 0.0000% | $800.00            | $800.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $5544100.00        | $5508696.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $1100.00           | $1093.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-15      | 1.6250%  | 0.0000% | $400.00            | $376.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 1.3750%  | 0.0000% | $900.00            | $895.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $600.00            | $589.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $501000.00         | $465120.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $900.00            | $871.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $119800.00         | $106682.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $1100.00           | $1050.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $177.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $600.00            | $533.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-15      | 1.1250%  | 0.0000% | $14600.00          | $13027.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $192.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $199.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $200.00            | $191.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $28615000.00       | $27379270.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $258600.00         | $246744.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $197.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $363300.00         | $329201.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $691100.00         | $667371.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $600.00            | $595.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $1087500.00        | $1080007.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $100.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1253.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $400.00            | $396.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $378.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $500.00            | $507.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $943100.00         | $954303.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $74394700.00       | $73328931.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 4.1250%  | 0.0000% | $1107000.00        | $1128942.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $33278200.00       | $33429225.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 4.3750%  | 0.0000% | $60500.00          | $63204.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 4.6250%  | 0.0000% | $14999900.00       | $15735091.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 4.8750%  | 0.0000% | $66700.00          | $70228.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $325700.00         | $337334.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $400.00            | $406.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-28      | 4.2500%  | 0.0000% | $343900.00         | $362137.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $988000.00         | $1032129.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $28700.00          | $29467.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $33887200.00       | $34793192.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 3.7729%  | 0.0000% | $294.00            | $294.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $29000.00          | $30450.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $64200.00          | $67411.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $244661300.00      | $246178719.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $191828000.00      | $197508920.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-10-31      | 4.1250%  | 0.0000% | $14400.00          | $14970.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $390300.00         | $405507.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $28600.00          | $29725.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-31      | 4.3750%  | 0.0000% | $41100.00          | $42838.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $51500.00          | $52388.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1026.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7829%  | 0.0000% | $2100.00           | $2108.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $2000.00           | $2059.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $29399200.00       | $30023449.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 3.8750%  | 0.0000% | $4400.00           | $4467.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 3.8750%  | 0.0000% | $32084800.00       | $32362115.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.7819%  | 0.0000% | $300.00            | $301.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.7819%  | 0.0000% | $269900.00         | $270996.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $1110100.00        | $1126356.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8129%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 3.7500%  | 0.0000% | $13661800.00       | $13832339.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |

### Security 108: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.760000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1FJLD3, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1FJLD3_3.76_0303
- **C.18 - Value (incl. sponsor support):** $660626372.55
- **C.18.a - Value (excl. sponsor support):** $660626372.55
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK4K3, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1FK4K3_3.66_0302
- **C.18 - Value (incl. sponsor support):** $2410000000.00
- **C.18.a - Value (excl. sponsor support):** $2410000000.00
- **C.19 - Percentage of Net Assets:** 7.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $153335200.00      | $181800803.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $1110000.00        | $1319502.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $1410947200.00     | $1456807769.95     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $783320000.00      | $819021761.53      | U.S. Treasuries (including strips) |

### Security 110: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK4O5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FK4O5_3.66_0302
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $400.00            | $416.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $27100000.00       | $27194511.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50674066.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $73898700.00       | $77807538.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $85000400.00       | $89251955.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $23301600.00       | $24216336.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $16319200.00       | $16542235.76       | U.S. Treasuries (including strips) |

### Security 111: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK4P2, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1FK4P2_3.66_0302
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $182600800.00      | $182664326.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $370189700.00      | $378335673.21      | U.S. Treasuries (including strips) |

### Security 112: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK621, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FK621_3.66_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $401.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $77396400.00       | $78401414.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $203.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $85859500.00       | $87524094.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $138311000.00      | $141354514.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-29      | 4.1250%  | 0.0000% | $49276300.00       | $51409029.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $61640800.00       | $63239903.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $85579600.00       | $86207967.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $1846800.00        | $1862092.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $163.31            | $101.01            | U.S. Treasuries (including strips) |

### Security 113: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK662, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1FK662_3.66_0302
- **C.18 - Value (incl. sponsor support):** $228000000.00
- **C.18.a - Value (excl. sponsor support):** $228000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $0.48              | $0.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $43.14             | $23.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $100.00            | $30.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $86.68             | $61.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $944.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 4.5000%  | 0.0000% | $1000.00           | $1019.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $226000.00         | $96254.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $1026398.73        | $317443.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $376100.00         | $377776.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $407700.00         | $425471.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $787100.46         | $507320.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $1506931.20        | $670983.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-05-15      | 4.2500%  | 0.0000% | $4748600.00        | $4802030.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $6532200.00        | $5464773.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $5492000.00        | $6090651.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $29611000.00       | $9035382.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $10425600.00       | $10709567.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 3.0000%  | 0.0000% | $14722200.00       | $11789299.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $18205600.00       | $13492433.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $23921980.62       | $21553943.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $31775200.00       | $29589688.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $78336163.84       | $34389027.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $40305000.00       | $39237772.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $77288128.99       | $44007628.78       | U.S. Treasuries (including strips) |

### Security 114: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK688, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FK688_3.66_0302
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $173584600.00      | $150112666.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $0.39              | $0.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $5.12              | $4.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $16.12             | $7.61              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $24.28             | $8.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $24.50             | $8.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $23.89             | $8.79              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $9.36              | $8.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $16.85             | $11.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $41.20             | $20.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $28.16             | $23.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $41.96             | $29.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $98.74             | $35.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $86.83             | $36.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $125.00            | $38.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $49.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $244.12            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194.55            | $103.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $256.09            | $126.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $159.32            | $140.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $257.34            | $156.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $224.80            | $172.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $189.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $200.00            | $428.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $500.00            | $483.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $700.00            | $648.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $1100.00           | $1098.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $1523.24           | $1497.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $1400.00           | $1700.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-11-15      | 5.2500%  | 0.0000% | $1700.00           | $1803.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $72800.00          | $86479.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-03-03      | N/A      | 0.0000% | $109100.00         | $109056.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $131300.00         | $128969.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $202800.00         | $153639.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 3.5000%  | 0.0000% | $295300.00         | $298777.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $999800.00         | $1010020.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-19      | N/A      | 0.0000% | $1400700.00        | $1389424.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $1450000.00        | $1433042.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $1649200.00        | $1656550.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $1770900.00        | $1725249.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $2199670.59        | $1981925.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 0.7500%  | 0.0000% | $2210400.00        | $2204486.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $4348134.31        | $3216749.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $3473100.00        | $3394181.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $3453100.00        | $3481036.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $13155300.00       | $3509097.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $16176000.00       | $4081431.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $4745200.00        | $4666961.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $13202900.00       | $5250846.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $4089300.00        | $5469992.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $11869917.75       | $5934127.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 4.1250%  | 0.0000% | $6186500.00        | $6289258.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $9635100.00        | $9094393.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $13347023.48       | $11467081.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 4.6250%  | 0.0000% | $11821000.00       | $12031618.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $20601654.03       | $13458689.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $13642000.00       | $13774402.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-12-31      | 3.8750%  | 0.0000% | $14527300.00       | $14703785.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $20523700.00       | $17156451.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $25041000.00       | $24647478.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $25087700.00       | $25694751.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $26847000.00       | $28240980.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2056-02-15      | 2.3750%  | 0.0000% | $30589000.00       | $30137153.61       | U.S. Treasuries (including strips) |

### Security 115: Natixis SA

- **C.1 - Title:** Natixis SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FK696, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1FK696_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 5.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50571367.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $3372700.00        | $3367285.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $1000.00           | $1025.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $7216100.00        | $7315210.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-15      | 3.8750%  | 0.0000% | $1893800.00        | $1926615.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-31      | 3.8750%  | 0.0000% | $73999000.00       | $75959822.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $42799700.00       | $40673313.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $303.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $6160500.00        | $6266903.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $7430000.00        | $7634400.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 4.1250%  | 0.0000% | $5000300.00        | $5134151.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-16      | N/A      | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-03-12      | N/A      | 0.0000% | $82658000.00       | $82550131.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-02      | N/A      | 0.0000% | $64052400.00       | $63833276.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $1230300.00        | $523026.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $200.00            | $77.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $3006522.19        | $2658607.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $800.00            | $946.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $600.00            | $580.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $190.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 0.7500%  | 0.0000% | $4042300.00        | $3843185.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $26217000.00       | $26317056.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $1300.00           | $1152.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $49999700.00       | $32799205.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-05-15      | 1.2500%  | 0.0000% | $800.00            | $400.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $800.00            | $764.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $1495200.00        | $1421642.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 1.3750%  | 0.0000% | $10899700.00       | $7320971.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 1.3750%  | 0.0000% | $14718000.00       | $14007488.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $7018000.00        | $6641484.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $13999800.00       | $14907403.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 1.5000%  | 0.0000% | $19703000.00       | $19515018.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $196.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-15      | 1.6250%  | 0.0000% | $28448100.00       | $26759183.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $2999800.00        | $2962926.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $2525800.00        | $1826835.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 2.2500%  | 0.0000% | $11998300.00       | $7552400.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 2.3750%  | 0.0000% | $26306700.00       | $26449527.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $190812000.00      | $211611341.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $7995900.00        | $5749905.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $1000100.00        | $723187.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 2.7500%  | 0.0000% | $500.00            | $398.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $13736600.00       | $13520727.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-05-15      | 2.8750%  | 0.0000% | $1000.00           | $748.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $199.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.0000%  | 0.0000% | $23856000.00       | $19919420.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-05-15      | 3.0000%  | 0.0000% | $49999700.00       | $39137404.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $4999900.00        | $3705498.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $200.00            | $169.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $3925000.00        | $3937232.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $29100.00          | $24980.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $392.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $140150100.00      | $142059405.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $2890700.00        | $2929646.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 3.5000%  | 0.0000% | $49999900.00       | $50255784.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $91201000.00       | $92133289.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $20278200.00       | $20724418.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 3.7500%  | 0.0000% | $39800300.00       | $36774207.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $204.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $11999100.00       | $12237737.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-30      | 4.1250%  | 0.0000% | $122448000.00      | $126510316.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-29      | 4.1250%  | 0.0000% | $567900.00         | $592479.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-05-15      | 4.2500%  | 0.0000% | $6316300.00        | $6387370.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1097.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $93.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $7369800.00        | $7628663.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $300.00            | $305.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $125000100.00      | $127714957.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $1018.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $40312200.00       | $42069374.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $44225200.00       | $45750222.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-31      | 4.3750%  | 0.0000% | $9275600.00        | $9640345.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2036-02-15      | 4.5000%  | 0.0000% | $4999300.00        | $5228536.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-08-15      | 4.5000%  | 0.0000% | $49997800.00       | $51131385.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $7991000.00        | $7863289.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $41811100.00       | $42949932.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $8999900.00        | $9448364.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 4.6250%  | 0.0000% | $85164400.00       | $86681799.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 4.6250%  | 0.0000% | $300.00            | $304.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 4.7500%  | 0.0000% | $28580100.00       | $29201076.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-08-15      | 4.7500%  | 0.0000% | $77957600.00       | $79042347.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2056-02-15      | 4.7500%  | 0.0000% | $6999600.00        | $7101378.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $320000.00         | $336565.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $395400.00         | $421652.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2030-05-15      | 6.2500%  | 0.0000% | $49996500.00       | $56105162.42       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-03-06

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President