# EDGAR Filing Document

**Accession Number:** 0001717375
**File Stem:** 0001717375-25-000019
**Filing Date:** 2025-10
**Character Count:** 113209
**Document Hash:** acccac37f75b87baba68362d59989f66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001717375-25-000019.hdr.sgml**: 20251003

**ACCESSION NUMBER**: 0001717375-25-000019

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251003

**DATE AS OF CHANGE**: 20251003

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dreyfus Institutional Liquidity Funds
- **CENTRAL INDEX KEY:** 0001717375

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23296
- **FILM NUMBER:** 251373320

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** (212) 922-6400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus Institutional Liquidity Funds, Inc.
- **DATE OF NAME CHANGE:** 20170919

## Series and Classes Contracts Data

### Dreyfus Treasury and Agency Liquidity Money Market Fund (Series ID: S000059809)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000195671 | Dreyfus Treasury and Agency Liquidity Money Market Fund | DTLXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001717375

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** Dreyfus Institutional Liquidity Funds

**CIK Number of Registrant:** 0001717375

**LEI of Registrant:** 5493000OKZJHAY0Q0019

**Name of Series:** Dreyfus Treasury & Agency Liquidity Money Market Fund

**LEI of Series:** 549300PYJOW0O9S0U493

**EDGAR Series Identifier:** S000059809

**Total number of share classes in the series:** 1

**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            | BNY Mellon Investment Adviser, Inc.                | 801-08147         |
| Independent Public Accountant | Ernst and Young LLP<br>City: New York<br>State: NY |  |
| Administrator                 | None                                               |  |
| Transfer Agent                | BNY Mellon Transfer Inc<br>CIK: 0001285911         | 084-06102         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-220625

- **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?:** No

- **WAM:** 1 days

- **WAL:** 1 days

- **Total Value of Portfolio Securities:** $9775000000.00

- **Amortized Cost of Portfolio Securities:** $9775000000.00

- **Cash:** $3596902.08

- **Total Other Assets:** $4760514.37

- **Total Liabilities:** $35442176.17

- **Net Assets of Series:** $9744318338.20

- **Number of Shares Outstanding (Series):** 9744044986.5600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $11987941126.66           | $11987941126.66            | 99.9900%                  | 99.9900%                   |
| 2025-09-03 | $11538912757.59           | $11538912757.59            | 99.9900%                  | 99.9900%                   |
| 2025-09-04 | $11257061264.60           | $11257061264.60            | 99.9900%                  | 99.9900%                   |
| 2025-09-05 | $10040874806.09           | $10040874806.09            | 99.9600%                  | 99.9600%                   |
| 2025-09-08 | $10256503278.05           | $10256503278.05            | 99.9900%                  | 99.9900%                   |
| 2025-09-09 | $10352532070.15           | $10352532070.15            | 99.9900%                  | 99.9900%                   |
| 2025-09-10 | $10829278679.28           | $10829278679.28            | 99.9900%                  | 99.9900%                   |
| 2025-09-11 | $10262152278.98           | $10262152278.98            | 99.9900%                  | 99.9900%                   |
| 2025-09-12 | $9237633679.66            | $9237633679.66             | 99.9600%                  | 99.9600%                   |
| 2025-09-15 | $9431640163.69            | $9431640163.69             | 99.9900%                  | 99.9900%                   |
| 2025-09-16 | $9723900443.65            | $9723900443.65             | 99.9900%                  | 99.9900%                   |
| 2025-09-17 | $9583424567.82            | $9583424567.82             | 99.9900%                  | 99.9900%                   |
| 2025-09-18 | $9563077154.21            | $9563077154.21             | 99.9900%                  | 99.9900%                   |
| 2025-09-19 | $9395830300.79            | $9395830300.79             | 99.9700%                  | 99.9700%                   |
| 2025-09-22 | $8821370693.28            | $8821370693.28             | 99.9900%                  | 99.9900%                   |
| 2025-09-23 | $9333011818.83            | $9333011818.83             | 99.9900%                  | 99.9900%                   |
| 2025-09-24 | $9821862398.50            | $9821862398.50             | 99.9900%                  | 99.9900%                   |
| 2025-09-25 | $10024155082.92           | $10024155082.92            | 99.9900%                  | 99.9900%                   |
| 2025-09-26 | $9974789506.31            | $9974789506.31             | 99.9700%                  | 99.9700%                   |
| 2025-09-29 | $9609716514.38            | $9609716514.38             | 99.9900%                  | 99.9900%                   |
| 2025-09-30 | $9778596902.08            | $9778596902.08             | 99.9900%                  | 99.9900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.4000%             |
| 2025-09-03 | 4.4000%             |
| 2025-09-04 | 4.4000%             |
| 2025-09-05 | 4.4100%             |
| 2025-09-08 | 4.4300%             |
| 2025-09-09 | 4.4300%             |
| 2025-09-10 | 4.4300%             |
| 2025-09-11 | 4.4300%             |
| 2025-09-12 | 4.4400%             |
| 2025-09-15 | 4.4500%             |
| 2025-09-16 | 4.4500%             |
| 2025-09-17 | 4.4500%             |
| 2025-09-18 | 4.4100%             |
| 2025-09-19 | 4.3700%             |
| 2025-09-22 | 4.2400%             |
| 2025-09-23 | 4.2000%             |
| 2025-09-24 | 4.1600%             |
| 2025-09-25 | 4.1700%             |
| 2025-09-26 | 4.1700%             |
| 2025-09-29 | 4.1800%             |
| 2025-09-30 | 4.1900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0000                      |
|  |  |
| 2025-09-03 | 1.0000                      |
|  |  |
| 2025-09-04 | 1.0000                      |
|  |  |
| 2025-09-05 | 1.0000                      |
|  |  |
| 2025-09-08 | 1.0000                      |
|  |  |
| 2025-09-09 | 1.0000                      |
|  |  |
| 2025-09-10 | 1.0000                      |
|  |  |
| 2025-09-11 | 1.0000                      |
|  |  |
| 2025-09-12 | 1.0000                      |
|  |  |
| 2025-09-15 | 1.0000                      |
|  |  |
| 2025-09-16 | 1.0000                      |
|  |  |
| 2025-09-17 | 1.0000                      |
|  |  |
| 2025-09-18 | 1.0000                      |
|  |  |
| 2025-09-19 | 1.0000                      |
|  |  |
| 2025-09-22 | 1.0000                      |
|  |  |
| 2025-09-23 | 1.0000                      |
|  |  |
| 2025-09-24 | 1.0000                      |
|  |  |
| 2025-09-25 | 1.0000                      |
|  |  |
| 2025-09-26 | 1.0000                      |
|  |  |
| 2025-09-29 | 1.0000                      |
|  |  |
| 2025-09-30 | 1.0000                      |
|  |  |

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

### Class: Dreyfus Treasury & Agency Liquidity Money Market Fund

- **Minimum Initial Investment:** $3000000000.00

- **Net Assets of Class:** $9744318338.20

- **Number of Shares Outstanding:** 9744044986.5600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1722249647.09            | $0.00                   |
| 2025-09-03 | $822944295.35             | $1273419400.26          |
| 2025-09-04 | $332899187.65             | $616144144.54           |
| 2025-09-05 | $287293424.67             | $1504844990.70          |
| 2025-09-08 | $281144910.80             | $69177958.02            |
| 2025-09-09 | $226563327.68             | $131779049.44           |
| 2025-09-10 | $648751708.40             | $173271795.62           |
| 2025-09-11 | $34696921.06              | $603061662.79           |
| 2025-09-12 | $0.00                     | $1025762852.65          |
| 2025-09-15 | $255368133.67             | $64732821.31            |
| 2025-09-16 | $291094209.40             | $0.00                   |
| 2025-09-17 | $252711844.60             | $394362437.11           |
| 2025-09-18 | $507681075.63             | $529180904.00           |
| 2025-09-19 | $61966917.44              | $230301505.31           |
| 2025-09-22 | $0.00                     | $577667580.84           |
| 2025-09-23 | $510636427.22             | $0.00                   |
| 2025-09-24 | $554861450.34             | $67068876.22            |
| 2025-09-25 | $281440592.37             | $80266550.17            |
| 2025-09-26 | $78725829.10              | $129243562.39           |
| 2025-09-29 | $0.00                     | $368488895.26           |
| 2025-09-30 | $167787755.49             | $0.00                   |

**Total Gross Subscriptions (Month):** $7318817657.96

**Total Gross Redemptions (Month):** $7838774986.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.3100%           |
| 2025-09-03 | 4.3100%           |
| 2025-09-04 | 4.3100%           |
| 2025-09-05 | 4.3300%           |
| 2025-09-08 | 4.3400%           |
| 2025-09-09 | 4.3400%           |
| 2025-09-10 | 4.3400%           |
| 2025-09-11 | 4.3500%           |
| 2025-09-12 | 4.3500%           |
| 2025-09-15 | 4.3600%           |
| 2025-09-16 | 4.3600%           |
| 2025-09-17 | 4.3600%           |
| 2025-09-18 | 4.3200%           |
| 2025-09-19 | 4.2000%           |
| 2025-09-22 | 4.1600%           |
| 2025-09-23 | 4.1200%           |
| 2025-09-24 | 4.0900%           |
| 2025-09-25 | 4.0900%           |
| 2025-09-26 | 4.1000%           |
| 2025-09-29 | 4.1000%           |
| 2025-09-30 | 4.1100%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U57, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 20.0100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $3960200.00        | $2824109.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $118262700.00      | $89890532.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $346015000.00      | $311999995.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $46344500.00       | $43591961.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $61932700.00       | $57636211.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $551800.00         | $556891.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $8231600.00        | $8158521.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $763100.00         | $781010.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $24261800.00       | $24552662.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $105482600.00      | $108629857.96      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 2.6250%  | 2.6250% | $200.00            | $200.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $48539800.00       | $47147787.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 2.5000%  | 2.5000% | $14000.00          | $13947.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $145000.00         | $142066.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 1.7500%  | 1.7500% | $9000.00           | $8410.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $8000.00           | $7855.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $300.00            | $259.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $9000.00           | $8474.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $10000.00          | $8671.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $217400.00         | $189436.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $1002800.00        | $892764.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $800000.00         | $782342.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $63100.00          | $58930.32          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $135411600.00      | $139196455.77      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $24200.00          | $24640.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $33200.00          | $33592.65          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $319613500.00      | $311999986.81      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $54538600.00       | $54556815.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $8000.00           | $7981.29           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $2365400.00        | $2422504.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $93000.00          | $93953.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $3347700.00        | $3385214.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $800000.00         | $809742.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $4125300.00        | $4157715.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $974300.00         | $984010.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $306822300.00      | $311999926.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $729800.00         | $767272.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $20000000.00       | $20813205.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $4974200.00        | $5123465.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $8357300.00        | $8616067.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $4788500.00        | $4873277.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $3000100.00        | $3065532.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $6267600.00        | $6382049.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $53760400.00       | $53259877.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $7000.00           | $7007.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $75879900.00       | $75653738.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $50000.00          | $51071.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $820000.00         | $844791.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-12-31      | 4.5000%  | 4.5000% | $3924300.00        | $4108004.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $8215900.00        | $8452393.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $200.00            | $201.60            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $902600.00         | $905432.35         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $12739500.00       | $13033473.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $2932300.00        | $3008998.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $17288000.00       | $17567391.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $72446700.00       | $73396058.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | 4.0000% | $17195500.00       | $17408301.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $50224600.00       | $50954288.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $13283300.00       | $13324745.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $752000.00         | $750948.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $39934600.00       | $39727039.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $6684700.00        | $6668890.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $32829700.00       | $32680718.82       | U.S. Treasuries (including strips) |

### Security 2: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UD0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $15784400.00       | $15999920.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $15854400.00       | $15999979.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $17765200.00       | $15999916.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $14752000.00       | $8874213.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $24128700.00       | $13126151.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $24456200.00       | $15999936.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $17510700.00       | $15999924.95       | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6ABWS6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 5.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $20000200.00       | $19843783.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 2.8750%  | 2.8750% | $18672500.00       | $18813819.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $8522700.00        | $8013279.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $25721500.00       | $23995047.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $28260200.00       | $24625238.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $22545600.00       | $22370262.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $22101600.00       | $20641115.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $21998900.00       | $21854692.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $24732900.00       | $25024813.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $31611400.00       | $32004055.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $22344200.00       | $22291953.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $21234700.00       | $21835174.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $29753100.00       | $30255183.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $23281100.00       | $24607672.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $19409600.00       | $19351749.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $27111300.00       | $27879783.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $23835300.00       | $24246435.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $27795600.00       | $28018400.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $22811000.00       | $23210112.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $24527800.00       | $24929160.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $20486200.00       | $20393233.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $25846600.00       | $25795113.57       | U.S. Treasuries (including strips) |

### Security 4: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RH5, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 15.7000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $51.00             | $50.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $306.00            | $304.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $24480.00          | $24118.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $51.00             | $50.10             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-20      | 0.0000%  | 0.0000% | $255.00            | $253.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $153.00            | $151.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $153.00            | $149.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $102.00            | $99.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $102.00            | $98.86             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $50999949.00       | $109994002.76      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $33252.00          | $35207.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $20859.00          | $22586.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $56100.00          | $91884.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $254133.00         | $277398.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $275298.00         | $432925.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $230265.00         | $239174.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $76500.00          | $120822.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $612.00            | $612.75            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $411009.00         | $416770.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $24786.00          | $37470.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $725424.00         | $725465.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $51.00             | $42.56             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $6436149.00        | $7314374.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $3745848.00        | $3076274.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $51.00             | $44.79             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $31059.00          | $27141.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $51.00             | $36.74             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $276420.00         | $211373.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $51.00             | $36.21             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $122145.00         | $87171.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $407949.00         | $404634.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $12749898.00       | $9702302.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $971295.00         | $957102.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $16728.00          | $13686.38          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $8789442.00        | $6632811.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $51.00             | $32.80             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $51.00             | $30.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2091.00           | $1558.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $153.00            | $100.71            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $51.00             | $31.90             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $1020.00           | $760.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $408.00            | $348.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $510.00            | $437.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $105967698.00      | $92634075.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $132600.00         | $121215.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $2739159.00        | $2525480.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $153.00            | $148.73            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $2414289.00        | $2379610.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $1421370.00        | $1435560.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $51.00             | $52.24             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $100113.00         | $101434.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $140607.00         | $144891.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $25316910.00       | $24869155.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $28413324.00       | $27775856.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $34026231.00       | $44072291.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $4029.00           | $3958.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $9116913.00        | $9080898.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $51.00             | $50.59             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 2.3750%  | 2.3750% | $47124.00          | $47192.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $551463.00         | $532203.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $5406.00           | $5370.48           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $29937.00          | $29714.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $652596.00         | $645101.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $302685.00         | $281354.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $51.00             | $49.96             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.1250%  | 1.1250% | $134385.00         | $129780.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $88485.00          | $84572.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $468894.00         | $447216.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $2606763.00        | $2456958.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $6229548.00        | $5840874.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 0.2500%  | 0.2500% | $262140.00         | $261552.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $10668690.00       | $10023221.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 0.3750%  | 0.3750% | $2522664.00        | $2510151.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $51.00             | $47.78             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $2499.00           | $2357.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $25499949.00       | $25150966.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $842061.00         | $797142.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $51.00             | $48.12             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $10891611.00       | $10248733.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $37186242.00       | $41841010.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $51.00             | $49.74             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $510.00            | $474.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $51.00             | $47.54             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $62220459.00       | $58470849.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $13158.00          | $12856.64          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $559062.00         | $545690.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $51.00             | $49.63             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $102000000.00      | $109399041.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $25500000.00       | $22686170.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $102000000.00      | $101715769.24      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $51.00             | $49.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $3111.00           | $3085.59           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $4390335.00        | $4339707.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $51.00             | $50.63             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $18003.00          | $18167.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 4.2500%  | 4.2500% | $3706068.00        | $3778366.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $31773.00          | $32320.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $169371.00         | $171363.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $51.00             | $50.85             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $24480.00          | $24605.58          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $51.00             | $50.77             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $218637.00         | $221320.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $612.00            | $595.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $51901986.00       | $52400452.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $2679846.00        | $2785271.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $6799371.00        | $6987713.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $29314137.00       | $30816633.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $510.00            | $518.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $9222330.00        | $9552427.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $16762680.00       | $17106085.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $306.00            | $308.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $208437.00         | $210770.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $51.00             | $51.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $14739.00          | $14853.88          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $205581.00         | $217814.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $18726996.00       | $19141838.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $8035764.00        | $8443875.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $1930962.00        | $1993727.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $8976867.00        | $9414661.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $3826479.00        | $3788389.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $144534.00         | $145460.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $23915379.00       | $23636047.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $59568.00          | $59432.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $71647248.00       | $73079237.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $134028.00         | $135271.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $21092478.00       | $21454604.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $4612032.00        | $4646463.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $153592620.00      | $155320536.97      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $4751976.00        | $4764948.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $1568607.00        | $1603493.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $51.00             | $52.91             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $51.00             | $52.35             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $8705037.00        | $8857362.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $278460.00         | $282811.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $77755620.00       | $79161214.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $96186.00          | $97511.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $246259161.00      | $244828513.72      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $31175280.00       | $31082689.41       | U.S. Treasuries (including strips) |

### Security 5: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U65, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 12.8300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $10000166.66       | $9997936.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-30      | 0.0000%  | 0.0000% | $18958666.66       | $18894719.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $1666666.66        | $1655799.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $583.33            | $577.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $21557499.99       | $21297947.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $91833.33          | $90478.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $83.33             | $81.86             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $41666666.66       | $40829999.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $5833833.33        | $5827941.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-16      | 0.0000%  | 0.0000% | $583333.33         | $582282.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $249.99            | $244.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-06      | 0.0000%  | 0.0000% | $1491583.33        | $1485408.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-13      | 0.0000%  | 0.0000% | $8892333.33        | $8848938.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-20      | 0.0000%  | 0.0000% | $1667583.33        | $1658198.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $8333416.66        | $8274999.41        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $2083999.99        | $2031233.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $83333.33          | $82686.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $96666916.66       | $95847181.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-07      | 0.0000%  | 0.0000% | $168332666.66      | $168201030.52      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-14      | 0.0000%  | 0.0000% | $4825249.99        | $4817626.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-21      | 0.0000%  | 0.0000% | $109833916.66      | $109573610.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-28      | 0.0000%  | 0.0000% | $83333333.33       | $83069999.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $116833.33         | $113247.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.0000%  | 0.0000% | $83333.33          | $82394.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-29      | 0.0000%  | 0.0000% | $749999.99         | $740452.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-04      | 0.0000%  | 0.0000% | $41666666.66       | $41503333.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-12      | 0.0000%  | 0.0000% | $20799999.99       | $20700575.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-18      | 0.0000%  | 0.0000% | $5833333.33        | $5801599.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-02      | 0.0000%  | 0.0000% | $10833333.33       | $10759774.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $749.99            | $725.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-26      | 0.0000%  | 0.0000% | $20733333.33       | $20413210.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $166.66            | $165.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-16      | 0.0000%  | 0.0000% | $29166666.66       | $28927791.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-12      | 0.0000%  | 0.0000% | $2599999.99        | $2555911.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-06      | 0.0000%  | 0.0000% | $29999999.99       | $29685989.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 6.7500%  | 6.7500% | $583.33            | $603.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 6.3750%  | 6.3750% | $166.66            | $176.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $249.99            | $268.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $834083.33         | $882497.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 5.2500%  | 5.2500% | $833749.99         | $888674.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 6.1250%  | 6.1250% | $666.66            | $729.72            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $1333.33           | $1505.04           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $1416.66           | $1534.02           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $916.66            | $951.85            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $833.33            | $880.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $180333.33         | $196842.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $833416.66         | $845539.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $166.66            | $173.11            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $916.66            | $929.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $2162749.99        | $2182866.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $499.99            | $503.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $416.66            | $412.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $416.66            | $381.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $749.99            | $634.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $1083.33           | $892.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $1166.66           | $913.23            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $16171333.33       | $13280695.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $387333.33         | $307954.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $3190499.99        | $2536894.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $583.33            | $461.18            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $916.66            | $697.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $1083.33           | $838.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $749.99            | $565.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $3634749.99        | $2699329.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $7779749.99        | $5494625.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $553666.66         | $415600.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $583.33            | $364.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $1216166.66        | $1245806.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $560833.33         | $568236.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $9312499.99        | $9596286.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $108339166.66      | $97117152.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 3.8750%  | 3.8750% | $85071999.99       | $85732925.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $43403249.99       | $44292422.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $114935833.33      | $117233017.56      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $63391833.33       | $64367433.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $80987249.99       | $80746717.86       | U.S. Treasuries (including strips) |

### Security 6: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UC2, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 9.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 0.0000%  | 0.0000% | $3619047.61        | $1733961.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 0.0000%  | 0.0000% | $62597761.90       | $17800737.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.0000%  | 0.0000% | $26219638.09       | $7365070.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $35306523.80       | $9638751.61        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $407142.85         | $179344.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 0.0000%  | 0.0000% | $136679304.76      | $36221382.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 0.0000%  | 0.0000% | $3166666.66        | $1340320.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | 0.0000% | $1339047.61        | $558352.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $452380.95         | $183611.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 0.0000%  | 0.0000% | $222778528.57      | $55525988.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 0.0000%  | 0.0000% | $9780476.19        | $2386807.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $7141919.04        | $11696426.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $4542628.57        | $6716570.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $7099485.71        | $5716940.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $68761.90          | $67655.64          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $431571.42         | $376806.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $1434047.61        | $1328352.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $1432238.09        | $1302759.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $105857.14         | $102444.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 0.0000%  | 0.0000% | $8383523.80        | $8342352.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $150190.47         | $135377.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $1583333.33        | $1401123.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 0.0000%  | 0.0000% | $439714.28         | $385289.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $1845714.28        | $1604568.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $1379761.90        | $1174577.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.0000%  | 0.0000% | $2293571.42        | $1933189.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $859523.80         | $672016.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 0.0000%  | 0.0000% | $814285.71         | $629568.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 0.0000%  | 0.0000% | $132095.23         | $99952.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 0.0000%  | 0.0000% | $5519047.61        | $4083835.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 0.0000%  | 0.0000% | $1693714.28        | $1369662.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $3865142.85        | $2763940.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $8595238.09        | $5855823.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $13648876.19       | $17679473.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $30407419.04       | $36458966.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $23659342.85       | $25394936.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $21296285.71       | $21547637.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $109367619.04      | $111157256.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $37914888.07       | $29432607.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $63592584.52       | $42654153.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 0.0000%  | 0.0000% | $42147477.21       | $33862463.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $44683650.19       | $41723760.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $36471843.82       | $33128469.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 0.0000%  | 0.0000% | $14908651.03       | $12767261.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $64787442.34       | $33532749.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 0.0000%  | 0.0000% | $42651380.95       | $11214796.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 0.0000%  | 0.0000% | $58451846.09       | $28569450.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $84259766.85       | $32021913.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 0.0000%  | 0.0000% | $17559781.18       | $8345847.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.0000%  | 0.0000% | $26930068.72       | $12238962.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $267674536.22      | $114602978.96      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 0.0000%  | 0.0000% | $28803662.99       | $7238706.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $6110761.90        | $5423405.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | 0.0000% | $168285.71         | $110195.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 0.0000%  | 0.0000% | $4428809.52        | $2607829.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 0.0000%  | 0.0000% | $5522395.23        | $3027487.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $614423.80         | $331203.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 0.0000%  | 0.0000% | $56185.71          | $27892.83          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $11504590.47       | $5133152.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $6940428.57        | $3050762.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 0.0000%  | 0.0000% | $69536290.47       | $29351129.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $552357.14         | $223765.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 0.0000%  | 0.0000% | $33438371.42       | $13368293.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 0.0000%  | 0.0000% | $43843223.80       | $13959419.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 0.0000%  | 0.0000% | $575157.14         | $178929.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 0.0000%  | 0.0000% | $11535714.28       | $5947041.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $146251685.71      | $41993539.02       | U.S. Treasuries (including strips) |

### Security 7: NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP

- **C.1 - Title:** NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UK4, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 10.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-05-15      | 3.3790%  | 3.3790% | $50000000.00       | $48695311.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-05-15      | 3.3790%  | 3.3790% | $50000000.00       | $48695311.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-05-15      | 3.3790%  | 3.3790% | $50000000.00       | $48695311.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-05-15      | 3.3790%  | 3.3790% | $39524700.00       | $38493351.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $15679700.00       | $15640500.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $23075900.00       | $23014604.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-05-15      | 3.3790%  | 3.3790% | $50000000.00       | $48695311.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874999.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2033-08-15      | 3.8790%  | 3.8790% | $50000000.00       | $49867186.51       | U.S. Treasuries (including strips) |

### Security 8: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7W97, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6200%  | 4.6200% | $50000000.00       | $51384786.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $50075400.00       | $50615295.93       | U.S. Treasuries (including strips) |

### Security 9: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U40, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $2395000000.00
- **C.18.a - Value (excl. sponsor support):** $2395000000.00
- **C.19 - Percentage of Net Assets:** 24.5800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $1821828.60        | $1955901.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $1146007.50        | $1294577.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $19212306.80       | $20302403.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $19201673.00       | $20964271.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $90768823.50       | $69362063.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $2552495.20        | $1711505.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $58869.10          | $44545.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $8384751.30        | $6320534.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $96619425.30       | $62069719.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $140869589.00      | $93632106.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $173531353.60      | $104389521.07      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $26092854.40       | $13196402.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $1638227.90        | $1036397.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $5409826.00        | $3110048.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $45265164.70       | $28269928.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $776363.20         | $578274.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $28740000.00       | $24182317.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $62954682.60       | $58028557.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $4028102.60        | $3748659.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $20159577.20       | $20401260.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $4913198.80        | $4830174.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $4358708.40        | $4344288.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $1249519.40        | $1213685.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $2959262.00        | $2935765.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $995601.50         | $961414.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $32484247.20       | $32247558.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $48439114.50       | $47194103.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $19160000.00       | $18283177.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $6867566.70        | $6442938.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $105910157.20      | $99579674.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $30645893.10       | $30231081.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $62270000.00       | $58801727.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $88136000.00       | $82986830.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $27878422.70       | $25971053.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $360878.60         | $312928.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $826083.40         | $804500.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $16114997.00       | $15668240.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $47.90             | $45.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $5530486.10        | $5404790.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $18474551.00       | $16098266.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $3595326.10        | $3499819.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $27317082.60       | $26686682.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $114960000.00      | $113028786.96      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $85729695.60       | $85528610.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $11098669.50       | $10561851.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $658672.90         | $654440.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $114960000.00      | $113692384.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $4088839.80        | $4062036.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $83609306.30       | $85895112.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $3115990.80        | $3172688.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $6115632.50        | $6102230.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $38507384.80       | $38977364.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $9383801.60        | $9529202.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $7498505.50        | $7538220.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $8046577.30        | $8017513.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $1945410.60        | $1977834.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $1426270.40        | $1443104.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $19691546.30       | $19932900.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $2173749.90        | $2200750.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $10580583.10       | $10791856.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $22658663.90       | $22996181.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $27751344.00       | $28313104.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $13517284.20       | $13899525.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $3833820.20        | $3950895.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $3345767.10        | $3519104.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $10228613.90       | $10507525.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $101155411.60      | $104843571.59      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $80273167.10       | $81940946.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $98364949.20       | $99137884.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $23994020.10       | $24078383.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $3008551.10        | $3077191.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $19454106.00       | $19753640.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $25313904.60       | $26852836.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $53092647.40       | $55818739.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $905549.50         | $942369.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $23780050.80       | $24493642.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $19160000.00       | $20251749.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $13147544.10       | $13434294.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $77253024.20       | $77200317.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $8873810.30        | $8883457.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $28227949.00       | $29081364.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $18834759.00       | $19538378.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $67260988.40       | $69197084.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $6849508.40        | $7166162.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $22978156.90       | $23385938.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $67128497.00       | $67936119.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $876378.40         | $898879.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $39802984.00       | $39596107.23       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Dreyfus Institutional Liquidity Funds

**Date:** 2025-10-03

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager