# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001145549-25-038897
**Filing Date:** 2025-6
**Character Count:** 144919
**Document Hash:** babf78b1602c90bf7e4653a6570286ea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038897.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038897

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Master Trust
- **CENTRAL INDEX KEY:** 0001403166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22078
- **FILM NUMBER:** 251029869

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
- **STREET 2:** 787 SEVENTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

## Series and Classes Contracts Data

### Government Master Fund (Series ID: S000054189)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000170250 | Government Master Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001403166

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Master Trust

**CIK Number of Registrant:** 0001403166

**LEI of Registrant:** 549300EBIIAXTNCMYQ69

**Name of Series:** Government Master Fund

**LEI of Series:** 54930015XY4J2ENG8G36

**EDGAR Series Identifier:** S000054189

**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            | UBS ASSET MANAGEMENT (AMERICAS) LLC               | 801-34910         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY |  |
| Administrator                 | UBS ASSET MANAGEMENT (AMERICAS) LLC               |  |
| Transfer Agent                | None<br>CIK: —                                    |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 28 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $25126843717.54

- **Amortized Cost of Portfolio Securities:** $25125418119.75

- **Cash:** $1104856758.04

- **Total Other Assets:** $40202988.08

- **Total Liabilities:** $738612016.88

- **Net Assets of Series:** $25531865848.99

- **Number of Shares Outstanding (Series):** 0.0000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $20752676301.37           | $20952676301.37            | 82.6400%                  | 83.4300%                   |
| 2025-05-02 | $20815839077.25           | $21015839077.25            | 82.6600%                  | 83.4600%                   |
| 2025-05-05 | $20760064133.17           | $20960064133.17            | 82.6400%                  | 83.4300%                   |
| 2025-05-06 | $21116055842.53           | $21316055842.53            | 82.8800%                  | 83.6700%                   |
| 2025-05-07 | $20712772317.19           | $20912772317.19            | 81.4000%                  | 82.1800%                   |
| 2025-05-08 | $20477953642.76           | $20677953642.76            | 80.8300%                  | 81.6200%                   |
| 2025-05-09 | $20357097979.73           | $20557097979.73            | 80.7200%                  | 81.5100%                   |
| 2025-05-12 | $20648182137.63           | $21098447538.47            | 80.9400%                  | 82.7000%                   |
| 2025-05-13 | $20670556834.48           | $21120853664.76            | 80.1800%                  | 81.9200%                   |
| 2025-05-14 | $20282573803.37           | $20732903988.37            | 79.4900%                  | 81.2500%                   |
| 2025-05-15 | $20732785824.72           | $21183145304.72            | 79.8400%                  | 81.5700%                   |
| 2025-05-16 | $20756914664.17           | $21207288039.45            | 79.8400%                  | 81.5700%                   |
| 2025-05-19 | $20722151134.60           | $21172622333.76            | 79.8300%                  | 81.5600%                   |
| 2025-05-20 | $20473915073.93           | $20924415673.93            | 79.6300%                  | 81.3800%                   |
| 2025-05-21 | $20359895786.53           | $20810431036.53            | 79.5300%                  | 81.2900%                   |
| 2025-05-22 | $20837265538.55           | $21386142099.34            | 79.9100%                  | 82.0100%                   |
| 2025-05-23 | $20099687899.58           | $20648602723.33            | 79.3000%                  | 81.4700%                   |
| 2025-05-27 | $20002134811.81           | $20816410467.20            | 78.8500%                  | 82.0600%                   |
| 2025-05-28 | $19592494029.49           | $20406841869.61            | 78.5000%                  | 81.7600%                   |
| 2025-05-29 | $20369268016.86           | $21183666759.36            | 79.1500%                  | 82.3100%                   |
| 2025-05-30 | $20898711393.09           | $21713216119.56            | 79.5500%                  | 82.6500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%             |
| 2025-05-02 | 0.0000%             |
| 2025-05-05 | 0.0000%             |
| 2025-05-06 | 0.0000%             |
| 2025-05-07 | 0.0000%             |
| 2025-05-08 | 0.0000%             |
| 2025-05-09 | 0.0000%             |
| 2025-05-12 | 0.0000%             |
| 2025-05-13 | 0.0000%             |
| 2025-05-14 | 0.0000%             |
| 2025-05-15 | 0.0000%             |
| 2025-05-16 | 0.0000%             |
| 2025-05-19 | 0.0000%             |
| 2025-05-20 | 0.0000%             |
| 2025-05-21 | 0.0000%             |
| 2025-05-22 | 0.0000%             |
| 2025-05-23 | 0.0000%             |
| 2025-05-27 | 0.0000%             |
| 2025-05-28 | 0.0000%             |
| 2025-05-29 | 0.0000%             |
| 2025-05-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0001                      |
|  |  |
| 2025-05-07 | 1.0001                      |
|  |  |
| 2025-05-08 | 1.0001                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0001                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0001                      |
|  |  |
| 2025-05-20 | 1.0001                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0001                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0001                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $25531865848.99

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWK25, C.4 - ISIN: US3130AWK257, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88008870.40
- **C.18.a - Value (excl. sponsor support):** $88008870.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54011857.32
- **C.18.a - Value (excl. sponsor support):** $54011857.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWXD7, C.4 - ISIN: US3130AWXD70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86012746.92
- **C.18.a - Value (excl. sponsor support):** $86012746.92
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2A39, C.4 - ISIN: US3130B2A399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115016963.65
- **C.18.a - Value (excl. sponsor support):** $115016963.65
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2AF2, C.4 - ISIN: US3130B2AF22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130019198.40
- **C.18.a - Value (excl. sponsor support):** $130019198.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63994362.88
- **C.18.a - Value (excl. sponsor support):** $63994362.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153148209.68
- **C.18.a - Value (excl. sponsor support):** $153148209.68
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68998693.14
- **C.18.a - Value (excl. sponsor support):** $68998693.14
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103999729.60
- **C.18.a - Value (excl. sponsor support):** $103999729.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103019207.44
- **C.18.a - Value (excl. sponsor support):** $103019207.44
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68998969.83
- **C.18.a - Value (excl. sponsor support):** $68998969.83
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68998550.31
- **C.18.a - Value (excl. sponsor support):** $68998550.31
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132998007.66
- **C.18.a - Value (excl. sponsor support):** $132998007.66
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102998775.33
- **C.18.a - Value (excl. sponsor support):** $102998775.33
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101998611.78
- **C.18.a - Value (excl. sponsor support):** $101998611.78
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101997507.12
- **C.18.a - Value (excl. sponsor support):** $101997507.12
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HY5, C.4 - ISIN: US313385HY54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250797471.12
- **C.18.a - Value (excl. sponsor support):** $250797471.12
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JK3, C.4 - ISIN: US313385JK33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98400830.22
- **C.18.a - Value (excl. sponsor support):** $98400830.22
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JM9, C.4 - ISIN: US313385JM98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133157810.00
- **C.18.a - Value (excl. sponsor support):** $133157810.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JN7, C.4 - ISIN: US313385JN71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132148615.13
- **C.18.a - Value (excl. sponsor support):** $132148615.13
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248239005.84
- **C.18.a - Value (excl. sponsor support):** $248239005.84
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124061192.64
- **C.18.a - Value (excl. sponsor support):** $124061192.64
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $172165486.50
- **C.18.a - Value (excl. sponsor support):** $172165486.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.4 - ISIN: US313385NE27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133749973.84
- **C.18.a - Value (excl. sponsor support):** $133749973.84
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NG7, C.4 - ISIN: US313385NG74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130768833.23
- **C.18.a - Value (excl. sponsor support):** $130768833.23
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NM4, C.4 - ISIN: US313385NM43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113986916.28
- **C.18.a - Value (excl. sponsor support):** $113986916.28
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123736059.72
- **C.18.a - Value (excl. sponsor support):** $123736059.72
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123307695.00
- **C.18.a - Value (excl. sponsor support):** $123307695.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123108264.72
- **C.18.a - Value (excl. sponsor support):** $123108264.72
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123008549.58
- **C.18.a - Value (excl. sponsor support):** $123008549.58
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $120008384.16
- **C.18.a - Value (excl. sponsor support):** $120008384.16
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.461300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNY7, C.4 - ISIN: US3133EPNY79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39998111.60
- **C.18.a - Value (excl. sponsor support):** $39998111.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPN9, C.4 - ISIN: US3133EPPN96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88009375.52
- **C.18.a - Value (excl. sponsor support):** $88009375.52
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30004332.90
- **C.18.a - Value (excl. sponsor support):** $30004332.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86014801.46
- **C.18.a - Value (excl. sponsor support):** $86014801.46
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90029901.60
- **C.18.a - Value (excl. sponsor support):** $90029901.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100035982.00
- **C.18.a - Value (excl. sponsor support):** $100035982.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63998653.44
- **C.18.a - Value (excl. sponsor support):** $63998653.44
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27999938.12
- **C.18.a - Value (excl. sponsor support):** $27999938.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68999031.93
- **C.18.a - Value (excl. sponsor support):** $68999031.93
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68036231.08
- **C.18.a - Value (excl. sponsor support):** $68036231.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79998707.20
- **C.18.a - Value (excl. sponsor support):** $79998707.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94998666.20
- **C.18.a - Value (excl. sponsor support):** $94998666.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: N/A, C.5 - Other ID: 45599P007_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 5.8800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2034-10-01      | 7.2130%  | 0.0000% | $284120.00         | $3744.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 6.9320%  | 0.0000% | $71936.00          | $748.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-09-01      | 4.0000%  | 0.0000% | $499000.00         | $25065.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-01      | 5.2000%  | 0.0000% | $12000.00          | $11968.87          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-08-01      | 4.8050%  | 0.0000% | $9624000.00        | $9322843.93        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 6.5000%  | 0.0000% | $72130000.00       | $69234522.08       | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-02-01      | 4.5000%  | 0.0000% | $5430000.00        | $760637.38         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-12-01      | 3.0000%  | 0.0000% | $634987.00         | $109627.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-01-01      | 6.8410%  | 0.0000% | $880195.00         | $35139.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-07-01      | 3.1300%  | 0.0000% | $2105260.00        | $1413967.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-01-01      | 3.0000%  | 0.0000% | $2121096.00        | $503166.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 4.0000%  | 0.0000% | $2550060.00        | $213857.52         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 3.5000%  | 0.0000% | $1343378.00        | $216920.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $32860.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-10-01      | 3.5000%  | 0.0000% | $2090000.00        | $270489.39         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-10-01      | 3.0000%  | 0.0000% | $29000000.00       | $3718150.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-10-01      | 5.5000%  | 0.0000% | $999998.00         | $21464.46          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 5.5000%  | 0.0000% | $1149400.00        | $1127261.26        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 6.5000%  | 0.0000% | $122757632.00      | $90774659.84       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 6.5000%  | 0.0000% | $68552.00          | $54703.73          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 5.5000%  | 0.0000% | $1169526.00        | $1158226.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-01      | 6.3830%  | 0.0000% | $8009296.00        | $6264493.86        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 5.0000%  | 0.0000% | $1651154.00        | $1586223.98        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 4.5000%  | 0.0000% | $1871904.00        | $1753043.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 6.0000%  | 0.0000% | $1873408.00        | $1897968.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $1313216.00        | $1302364.89        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 6.5000%  | 0.0000% | $3018600.00        | $3139482.60        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 5.5000%  | 0.0000% | $10296224.00       | $10234032.13       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 6.5000%  | 0.0000% | $5057230.00        | $5208804.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.0000%  | 0.0000% | $3018840.00        | $2905866.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.5000%  | 0.0000% | $8664650.00        | $8850156.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-01      | 5.5000%  | 0.0000% | $1073032.00        | $1096422.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $2801524.00        | $2905141.48        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 7.0000%  | 0.0000% | $1289058.00        | $1358779.14        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $119053.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-09-01      | 4.0000%  | 0.0000% | $1471394.00        | $273220.14         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-01      | 4.0000%  | 0.0000% | $3012660.00        | $461884.64         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-09-01      | 4.5000%  | 0.0000% | $1975000.00        | $208446.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-10-01      | 3.7800%  | 0.0000% | $1003264.00        | $929020.46         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-01-01      | 3.9400%  | 0.0000% | $2385684.00        | $2250273.48        | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-08-01      | 2.4850%  | 0.0000% | $7000.00           | $6750.61           | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-02-01      | 1.9800%  | 0.0000% | $2399232.00        | $1587847.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-08-01      | 3.0000%  | 0.0000% | $840154.00         | $143380.78         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-09-01      | 1.7480%  | 0.0000% | $34542592.00       | $28388686.23       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-01      | 2.5000%  | 0.0000% | $7073000.00        | $1913894.85        | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $187903.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-09-01      | 1.5000%  | 0.0000% | $683834.00         | $383342.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-01-01      | 1.5000%  | 0.0000% | $2422876.00        | $1545407.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-06-01      | 1.3950%  | 0.0000% | $12400.00          | $11391.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $9023680.00        | $8741639.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.0000%  | 0.0000% | $10873904.00       | $10571484.67       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 4.0000%  | 0.0000% | $1179770.00        | $963797.79         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 5.0000%  | 0.0000% | $2100000.00        | $1682273.24        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 5.0000%  | 0.0000% | $261142.00         | $189229.89         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.5000%  | 0.0000% | $25344480.00       | $17058265.28       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 5.0000%  | 0.0000% | $443000.00         | $416215.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 5.5000%  | 0.0000% | $150000.00         | $137494.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 5.0000%  | 0.0000% | $372229.00         | $308060.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 6.0000%  | 0.0000% | $200000.00         | $157898.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.5000%  | 0.0000% | $1746412.00        | $1703924.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 6.4180%  | 0.0000% | $1104.00           | $755.66            | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-12-01      | 5.4300%  | 0.0000% | $32825000.00       | $34302032.01       | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-12-01      | 5.4800%  | 0.0000% | $31185000.00       | $32639014.47       | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-06-01      | 5.0000%  | 0.0000% | $57585900.00       | $58483536.23       | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-11-01      | 4.7800%  | 0.0000% | $25755000.00       | $25712364.04       | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-12-01      | 5.2000%  | 0.0000% | $52066000.00       | $53371965.70       | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-04-01      | 4.6900%  | 0.0000% | $4500000.00        | $4450909.75        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-04-01      | 4.3100%  | 0.0000% | $29967000.00       | $29920369.67       | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-01      | 4.6000%  | 0.0000% | $10799000.00       | $10805874.17       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-10-01      | 2.0000%  | 0.0000% | $9100000.00        | $4993170.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-01      | 2.0000%  | 0.0000% | $25000000.00       | $14535355.80       | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 2.5000%  | 0.0000% | $28778000.00       | $17850567.33       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $35694080.00       | $24671737.43       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 5.5000%  | 0.0000% | $42041000.00       | $32118874.98       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $6615000.00        | $4835760.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-01      | 4.5000%  | 0.0000% | $142039000.00      | $113870910.19      | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 4.0000%  | 0.0000% | $152000.00         | $124652.93         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 6.0000%  | 0.0000% | $18867000.00       | $14608281.17       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 6.5000%  | 0.0000% | $22017840.00       | $18706074.05       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 4.0000%  | 0.0000% | $29000.00          | $24043.69          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 4.0000%  | 0.0000% | $347892.00         | $268845.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 5.0000%  | 0.0000% | $201999.00         | $172435.17         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-04-01      | 4.5000%  | 0.0000% | $934787.00         | $815827.09         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 6.5000%  | 0.0000% | $400000.00         | $315960.62         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 7.5000%  | 0.0000% | $3623060.00        | $3745961.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 6.0000%  | 0.0000% | $19515328.00       | $19327678.30       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $18402320.00       | $17710549.53       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-01      | 4.5000%  | 0.0000% | $135226624.00      | $126166758.25      | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-04-01      | 3.0000%  | 0.0000% | $268165000.00      | $61082210.73       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-05-01      | 4.0000%  | 0.0000% | $12979776.00       | $2196597.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-01-01      | 3.0000%  | 0.0000% | $126750.00         | $62295.62          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.0000%  | 0.0000% | $475000.00         | $320358.54         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-05-01      | 2.0000%  | 0.0000% | $650000.00         | $432385.10         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 4.0000%  | 0.0000% | $93939.00          | $73143.15          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-12-01      | 3.0000%  | 0.0000% | $236000.00         | $153842.00         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 4.5000%  | 0.0000% | $2000000.00        | $1484630.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $175000.00         | $127742.68         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 5.5000%  | 0.0000% | $41751552.00       | $36329560.58       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 6.5000%  | 0.0000% | $1036846.00        | $801195.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 5.5000%  | 0.0000% | $170000.00         | $139655.94         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-11-01      | 2.0000%  | 0.0000% | $5999990.00        | $4510262.58        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 6.5000%  | 0.0000% | $35621632.00       | $26511258.03       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-05-01      | 3.5000%  | 0.0000% | $68508672.00       | $54811740.00       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 5.5000%  | 0.0000% | $50356800.00       | $49814231.30       | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-04-01      | 7.5000%  | 0.0000% | $599999.00         | $17676.88          | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-12-01      | 4.5000%  | 0.0000% | $1045084.00        | $75579.06          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-02-01      | 2.5000%  | 0.0000% | $800000.00         | $87897.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 2.0000%  | 0.0000% | $208000000.00      | $125938254.93      | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-01      | 2.0000%  | 0.0000% | $82931000.00       | $51625878.41       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-12-01      | 3.0000%  | 0.0000% | $141571000.00      | $23914603.65       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-11-01      | 1.5000%  | 0.0000% | $50404000.00       | $27257060.74       | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-03-01      | 1.5000%  | 0.0000% | $264000.00         | $154669.23         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-04-01      | 2.0000%  | 0.0000% | $103816704.00      | $60006574.34       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.0000%  | 0.0000% | $18499500.00       | $16692021.30       | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-01-01      | 1.5000%  | 0.0000% | $20958336.00       | $12974817.63       | Agency Mortgage-Backed Securities |

### Security 45: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.32_0707
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2033-08-01      | 4.5000%  | 0.0000% | $47000.00          | $284.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-01      | 4.5000%  | 0.0000% | $305000.00         | $40751.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.0000%  | 0.0000% | $100000.00         | $12020.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-15      | 4.5000%  | 0.0000% | $34200000.00       | $446484.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-01      | 5.0000%  | 0.0000% | $112000.00         | $1223.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 5.0000%  | 0.0000% | $834000.00         | $8758.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 4.5000%  | 0.0000% | $750000.00         | $10020.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 5.5000%  | 0.0000% | $3109444.00        | $22522.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $1544.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-01      | 3.5000%  | 0.0000% | $27500.00          | $2502.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-01      | 3.5000%  | 0.0000% | $585000.00         | $80693.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-07-01      | 3.5000%  | 0.0000% | $145000.00         | $10587.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 4.5000%  | 0.0000% | $47000.00          | $357.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 4.0000%  | 0.0000% | $43999.00          | $192.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-01      | 4.0000%  | 0.0000% | $5000.00           | $12.56             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 4.5000%  | 0.0000% | $32766.00          | $30.38             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-04-01      | 4.5000%  | 0.0000% | $132000.00         | $33933.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 4.0000%  | 0.0000% | $735000.00         | $102168.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-03-01      | 4.0000%  | 0.0000% | $597636.00         | $132183.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 6.0000%  | 0.0000% | $17000.00          | $12084.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $152000.00         | $103951.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 3.0000%  | 0.0000% | $5000.00           | $2720.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 3.0000%  | 0.0000% | $100000.00         | $36532.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $13153.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $789000.00         | $500137.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $30000.00          | $21782.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $950000.00         | $793702.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 2.5000%  | 0.0000% | $135000000.00      | $11581568.15       | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-25      | 1.5000%  | 0.0000% | $6000000.00        | $3576897.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-25      | 1.7500%  | 0.0000% | $9175000.00        | $5614804.01        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-10-25      | 2.5000%  | 0.0000% | $7500000.00        | $4787052.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-25      | 5.0000%  | 0.0000% | $21000000.00       | $20192196.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-25      | 6.0000%  | 0.0000% | $14599471.00       | $14815737.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-25      | 5.0000%  | 0.0000% | $11000000.00       | $10622092.44       | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-04-01      | 4.5000%  | 0.0000% | $199986.00         | $563.03            | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-01      | 4.0000%  | 0.0000% | $295976.00         | $42353.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-01      | 4.0000%  | 0.0000% | $149998.00         | $8879.54           | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-05-01      | 3.5000%  | 0.0000% | $130000.00         | $21568.48          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-08-01      | 4.0000%  | 0.0000% | $40634240.00       | $332055.79         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-07-01      | 4.0000%  | 0.0000% | $24493088.00       | $245774.40         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-01      | 4.0000%  | 0.0000% | $68529408.00       | $2149897.68        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.6920%  | 0.0000% | $387460.00         | $378592.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 4.0000%  | 0.0000% | $911000.00         | $274432.55         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-01      | 2.5000%  | 0.0000% | $17000.00          | $10994.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $10000.00          | $6560.39           | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 7.0000%  | 0.0000% | $10378000.00       | $8812410.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-09-01      | 3.5000%  | 0.0000% | $5543872.00        | $4984842.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 3.5000%  | 0.0000% | $1349000.00        | $809298.70         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 4.5000%  | 0.0000% | $2031910.00        | $70244.09          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-09-01      | 3.5000%  | 0.0000% | $4000.00           | $434.55            | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $25000.00          | $23411.48          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $41319296.00       | $5587984.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-07-01      | 2.0000%  | 0.0000% | $81149600.00       | $4659016.31        | Agency Mortgage-Backed Securities |

### Security 46: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $7022000000.00
- **C.18.a - Value (excl. sponsor support):** $7022000000.00
- **C.19 - Percentage of Net Assets:** 27.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                 | 2026-04-30      | 4.8750%  | 0.0000% | $319598300.00      | $322726106.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-04-15      | 0.1250%  | 0.0000% | $1164816900.00     | $1404209487.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-07-15      | 0.1250%  | 0.0000% | $604172900.00      | $798565494.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-04-30      | 0.7500%  | 0.0000% | $2446820800.00     | $2372446256.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-03-31      | 2.2500%  | 0.0000% | $155751400.00      | $153820484.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2026-05-15      | 0.0000%  | 0.0000% | $269918300.00      | $259525587.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-06-30      | 4.6250%  | 0.0000% | $266583800.00      | $272952732.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-05-15      | 3.6250%  | 0.0000% | $332937900.00      | $331627296.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-06-30      | 0.8750%  | 0.0000% | $1286372900.00     | $1246566579.00     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243711899.44
- **C.18.a - Value (excl. sponsor support):** $243711899.44
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $367354363.32
- **C.18.a - Value (excl. sponsor support):** $367354363.32
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251910729.00
- **C.18.a - Value (excl. sponsor support):** $251910729.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373208055.00
- **C.18.a - Value (excl. sponsor support):** $373208055.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373942811.25
- **C.18.a - Value (excl. sponsor support):** $373942811.25
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $376627039.74
- **C.18.a - Value (excl. sponsor support):** $376627039.74
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240971701.78
- **C.18.a - Value (excl. sponsor support):** $240971701.78
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249764722.50
- **C.18.a - Value (excl. sponsor support):** $249764722.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $375334950.00
- **C.18.a - Value (excl. sponsor support):** $375334950.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PT8, C.4 - ISIN: US912797PT86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $622385050.56
- **C.18.a - Value (excl. sponsor support):** $622385050.56
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $367744861.26
- **C.18.a - Value (excl. sponsor support):** $367744861.26
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $374104749.44
- **C.18.a - Value (excl. sponsor support):** $374104749.44
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QB6, C.4 - ISIN: US912797QB69, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $376778442.23
- **C.18.a - Value (excl. sponsor support):** $376778442.23
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $366527161.26
- **C.18.a - Value (excl. sponsor support):** $366527161.26
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137738554.86
- **C.18.a - Value (excl. sponsor support):** $137738554.86
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134389961.44
- **C.18.a - Value (excl. sponsor support):** $134389961.44
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699966717.00
- **C.18.a - Value (excl. sponsor support):** $699966717.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $328868271.69
- **C.18.a - Value (excl. sponsor support):** $328868271.69
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125298827.50
- **C.18.a - Value (excl. sponsor support):** $125298827.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123734156.25
- **C.18.a - Value (excl. sponsor support):** $123734156.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.451300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $663491435.49
- **C.18.a - Value (excl. sponsor support):** $663491435.49
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.483300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $516683669.04
- **C.18.a - Value (excl. sponsor support):** $516683669.04
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.506300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $811193283.90
- **C.18.a - Value (excl. sponsor support):** $811193283.90
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.399300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370123221.10
- **C.18.a - Value (excl. sponsor support):** $370123221.10
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 922JUL005, C.3 - LEI: N/A, C.5 - Other ID: 922JUL005_4.45_0828
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 0.9280%  | 0.0000% | $65222272.00       | $2611032.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.1780%  | 0.0000% | $93750000.00       | $2685549.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9280%  | 0.0000% | $66055552.00       | $3251789.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9780%  | 0.0000% | $50000000.00       | $2219146.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $787354.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 1.5280%  | 0.0000% | $293750000.00      | $17563731.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.5280%  | 0.0000% | $44721344.00       | $3091541.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 0.8780%  | 0.0000% | $80955904.00       | $4551895.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 1.1780%  | 0.0000% | $100000000.00      | $3997275.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 0.7780%  | 0.0000% | $150000000.00      | $3978945.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $41250000.00       | $658826.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $2259000000.00     | $36459129.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $182604.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1949619.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-10-25      | 4.8164%  | 0.0000% | $247476224.00      | $244758.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | 1.0280%  | 0.0000% | $100000000.00      | $3262581.71        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-12-16      | 2.0163%  | 0.0000% | $94000000.00       | $468350.71         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-02-16      | 0.0000%  | 0.0000% | $170168320.00      | $129063.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-11-16      | 0.7355%  | 0.0000% | $143884285.00      | $20252.13          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-16      | 0.0000%  | 0.0000% | $214466560.00      | $47848.96          | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $14275.08          | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-16      | 0.2455%  | 0.0000% | $94216448.00       | $378990.79         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-08-16      | 1.0205%  | 0.0000% | $21000000.00       | $76614.71          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 1.7011%  | 0.0000% | $16725000.00       | $296593.36         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1717919.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $308642.90         | Agency Mortgage-Backed Securities |
| GNMA                             | 2044-07-16      | 5.5000%  | 0.0000% | $109284992.00      | $975982.78         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-12-16      | 0.4753%  | 0.0000% | $86996608.00       | $151532.49         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2831%  | 0.0000% | $100000000.00      | $489557.08         | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-02-20      | 1.4613%  | 0.0000% | $17548832.00       | $155644.18         | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-07-20      | 4.8889%  | 0.0000% | $24415160.00       | $6251265.76        | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-07-20      | 1.7611%  | 0.0000% | $39748096.00       | $1665794.78        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.4854%  | 0.0000% | $58010112.00       | $1004832.93        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8719%  | 0.0000% | $450000000.00      | $23135088.89       | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-09-20      | 0.1482%  | 0.0000% | $28190944.00       | $134118.67         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $585257.33         | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-10-20      | 1.7611%  | 0.0000% | $39201280.00       | $768785.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-06-16      | 0.9828%  | 0.0000% | $267966000.00      | $17280780.54       | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14868301.53       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-03-16      | 0.8915%  | 0.0000% | $150000000.00      | $10311270.84       | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 0.9966%  | 0.0000% | $200000000.00      | $13787440.81       | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 1.6611%  | 0.0000% | $35619720.00       | $478888.94         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $378370.40         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0726%  | 0.0000% | $247781364.00      | $261926.16         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $41515456.00       | $408341.62         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 3.5000%  | 0.0000% | $28716032.00       | $1506610.49        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0000%  | 0.0000% | $77742080.00       | $37229.14          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-10-20      | 0.0000%  | 0.0000% | $28000000.00       | $407007.50         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $8628133.77        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $326098.80         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 0.0000%  | 0.0000% | $235741184.00      | $179302.53         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 1.6611%  | 0.0000% | $54609408.00       | $4507000.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-12-20      | 2.5217%  | 0.0000% | $60000000.00       | $1986147.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $35994344.49       | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0717%  | 0.0000% | $48333312.00       | $2895559.33        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-01-20      | 1.4717%  | 0.0000% | $50466480.00       | $3579612.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.6717%  | 0.0000% | $190106880.00      | $6406359.70        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 0.9217%  | 0.0000% | $93073024.00       | $2921165.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.6217%  | 0.0000% | $20000000.00       | $415995.49         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-06-20      | 6.5000%  | 0.0000% | $11432288.00       | $1280623.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 0.3717%  | 0.0000% | $60000000.00       | $2448270.25        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 0.0217%  | 0.0000% | $220000000.00      | $2366630.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-02-20      | 0.6717%  | 0.0000% | $60061312.00       | $903569.06         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 2.7717%  | 0.0000% | $33871600.00       | $1937224.05        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-01-20      | 1.1000%  | 0.0000% | $6694270.00        | $3221546.83        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 1.0217%  | 0.0000% | $133425000.00      | $6611338.88        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.1217%  | 0.0000% | $100000000.00      | $3936206.63        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.7217%  | 0.0000% | $22760960.00       | $1942395.06        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 1.1217%  | 0.0000% | $150000000.00      | $3194741.95        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.7217%  | 0.0000% | $100000000.00      | $2555127.43        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.8217%  | 0.0000% | $44680080.00       | $2400091.38        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 5.3783%  | 0.0000% | $17373440.00       | $2353252.48        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 0.2717%  | 0.0000% | $50000000.00       | $1179087.48        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 1.7717%  | 0.0000% | $50280896.00       | $3335274.47        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 2.3217%  | 0.0000% | $45988544.00       | $2855589.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-05-20      | 1.6717%  | 0.0000% | $41785088.00       | $5150154.32        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 5.5000%  | 0.0000% | $2587448.00        | $2552054.09        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-11-25      | 2.1136%  | 0.0000% | $28673024.00       | $247831.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-02-25      | 1.5135%  | 0.0000% | $54729152.00       | $393669.17         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 2.0636%  | 0.0000% | $74642304.00       | $1205176.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-06-25      | 2.0636%  | 0.0000% | $76284032.00       | $351435.10         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2428063.16        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-09-25      | 1.6636%  | 0.0000% | $33000000.00       | $361866.41         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-06-25      | 1.7135%  | 0.0000% | $7500000.00        | $215822.06         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-08-25      | 0.0000%  | 0.0000% | $100000000.00      | $571984.04         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-25      | 1.7635%  | 0.0000% | $93654400.00       | $1581792.49        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-25      | 1.7635%  | 0.0000% | $102568448.00      | $1682020.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3257362.09        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-10-25      | 1.8636%  | 0.0000% | $133024000.00      | $4792827.15        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-08-25      | 0.3231%  | 0.0000% | $132816128.00      | $252775.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-25      | 1.5635%  | 0.0000% | $100824704.00      | $5230641.86        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $18116395.81       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-05-25      | 1.2500%  | 0.0000% | $17500000.00       | $6026935.61        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-05-25      | 0.4420%  | 0.0000% | $67000000.00       | $250754.49         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-07-25      | 4.1815%  | 0.0000% | $1705000.00        | $1624831.95        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-25      | 2.8780%  | 0.0000% | $4000000.00        | $300908.66         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-25      | 0.8780%  | 0.0000% | $50000000.00       | $2064620.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-25      | 0.8280%  | 0.0000% | $61902848.00       | $2636940.74        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 0.8280%  | 0.0000% | $108126336.00      | $3320654.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 1.5780%  | 0.0000% | $78196000.00       | $4961682.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $387408.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3129162.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-15      | 3.0000%  | 0.0000% | $700000.00         | $393211.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24284654.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.0000%  | 0.0000% | $17264640.00       | $1588785.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $360317.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1037252.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6741546.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6406758.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5586971.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-25      | 2.2287%  | 0.0000% | $32193792.00       | $1915025.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-09-25      | 2.2346%  | 0.0000% | $14690000.00       | $992149.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1287545.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $489475.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-25      | 0.7276%  | 0.0000% | $289225000.00      | $1718802.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $272662.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $34082.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-02-25      | 0.2825%  | 0.0000% | $9983856.00        | $31180.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-25      | 0.1845%  | 0.0000% | $13860864.00       | $6346.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-25      | 2.2635%  | 0.0000% | $19216992.00       | $1015908.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1421769.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9455281.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-25      | 0.0000%  | 0.0000% | $89817088.00       | $7923.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-25      | 0.0000%  | 0.0000% | $12500000.00       | $14152.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2235545.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1363820.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-25      | 2.0000%  | 0.0000% | $2052572.00        | $1177840.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1059664.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $273251.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1562712.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 0.0000%  | 0.0000% | $35778496.00       | $45907.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-01-25      | 3.0000%  | 0.0000% | $9107360.00        | $799482.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-25      | 3.0000%  | 0.0000% | $2171260.00        | $1560147.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $4928684.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-25      | 5.0000%  | 0.0000% | $1267500.00        | $83488.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7231817.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $9906314.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 0.0000%  | 0.0000% | $28851776.00       | $16243017.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 1.2780%  | 0.0000% | $50000000.00       | $1318791.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $75218.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $190833.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.6280%  | 0.0000% | $70000000.00       | $2902752.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.3780%  | 0.0000% | $50000000.00       | $1842727.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.5780%  | 0.0000% | $60000000.00       | $1945933.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.2180%  | 0.0000% | $50000000.00       | $2513205.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.2280%  | 0.0000% | $50000000.00       | $2446525.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.1780%  | 0.0000% | $75000000.00       | $3798831.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5780%  | 0.0000% | $55000000.00       | $2088849.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.9780%  | 0.0000% | $27000000.00       | $1409906.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.7780%  | 0.0000% | $51872384.00       | $3459821.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5780%  | 0.0000% | $50000000.00       | $2074632.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.7780%  | 0.0000% | $75854080.00       | $3150794.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.9780%  | 0.0000% | $50000000.00       | $2792858.18        | Agency Mortgage-Backed Securities |

### Security 72: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 971XCT007, C.3 - LEI: N/A, C.5 - Other ID: 971XCT007_4.34_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2041-08-25      | 4.5000%  | 0.0000% | $2237000.00        | $2683152.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-25      | 2.0000%  | 0.0000% | $50000000.00       | $6029011.22        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-09-25      | 3.0000%  | 0.0000% | $10000000.00       | $1558602.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-04-25      | 3.0000%  | 0.0000% | $23200000.00       | $2728694.54        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-03-25      | 2.0000%  | 0.0000% | $1989000.00        | $257809.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 3.0000%  | 0.0000% | $20250000.00       | $2478775.68        | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-10-25      | 2.4154%  | 0.0000% | $360000.00         | $237545.80         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $671934.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-25      | 2.5000%  | 0.0000% | $18490000.00       | $1674006.41        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-04-25      | 3.0086%  | 0.0000% | $2250000.00        | $1157457.12        | Agency Mortgage-Backed Securities |
| FNMA                             | 2056-10-25      | 3.5000%  | 0.0000% | $195885.00         | $29553.11          | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 2.4440%  | 0.0000% | $1000000.00        | $926306.78         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-07-25      | 1.2700%  | 0.0000% | $250000.00         | $215196.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-25      | 2.0000%  | 0.0000% | $1230000.00        | $534638.43         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-25      | 2.5000%  | 0.0000% | $10000000.00       | $5871935.33        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-25      | 2.5000%  | 0.0000% | $4860862.00        | $2647101.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-11-25      | 1.7072%  | 0.0000% | $600000.00         | $503911.25         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-25      | 2.5937%  | 0.0000% | $400000.00         | $354757.84         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-25      | 6.5000%  | 0.0000% | $9000000.00        | $9177868.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-25      | 5.4220%  | 0.0000% | $35000000.00       | $32696446.73       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-25      | 5.5000%  | 0.0000% | $3000000.00        | $2319360.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-01-25      | 5.3720%  | 0.0000% | $3200000.00        | $3012299.74        | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-01-25      | 4.7000%  | 0.0000% | $25000000.00       | $24780627.78       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.5000%  | 0.0000% | $13572024.00       | $12908508.86       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.5720%  | 0.0000% | $1800000.00        | $1659278.98        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-25      | 5.5220%  | 0.0000% | $1400000.00        | $1263669.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.0000%  | 0.0000% | $12343423.00       | $11877377.76       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-25      | 5.5000%  | 0.0000% | $16199000.00       | $16293534.20       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-25      | 5.0000%  | 0.0000% | $6883743.00        | $6774383.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-25      | 4.5000%  | 0.0000% | $17228635.00       | $16857471.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-15      | 5.0000%  | 0.0000% | $1318515.00        | $1329567.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-11-15      | 1.7500%  | 0.0000% | $4031594.00        | $146327.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-07-15      | 3.0000%  | 0.0000% | $2400000.00        | $1240942.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-25      | 1.5000%  | 0.0000% | $10000000.00       | $5907644.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-15      | 1.5000%  | 0.0000% | $1200000.00        | $514162.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 2.5000%  | 0.0000% | $16157626.00       | $9750922.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 1.5000%  | 0.0000% | $10000000.00       | $6112761.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $4147881.00        | $2200620.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-25      | 3.5000%  | 0.0000% | $4200000.00        | $2792565.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-25      | 6.0000%  | 0.0000% | $40000000.00       | $30768437.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $399806.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.5720%  | 0.0000% | $9137204.00        | $7226526.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 5.4720%  | 0.0000% | $3200000.00        | $2995793.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 5.4720%  | 0.0000% | $4300000.00        | $4071866.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.5220%  | 0.0000% | $3100000.00        | $2941934.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.7220%  | 0.0000% | $10000000.00       | $8968785.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 6.0000%  | 0.0000% | $25000000.00       | $25341159.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 5.0000%  | 0.0000% | $30000000.00       | $28574822.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | 5.0000%  | 0.0000% | $14477131.00       | $13496939.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 5.6720%  | 0.0000% | $15000000.00       | $14597883.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 6.0000%  | 0.0000% | $25000000.00       | $25553382.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-03-15      | 3.0000%  | 0.0000% | $18000000.00       | $16436743.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.0000%  | 0.0000% | $18000000.00       | $16202569.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.2220%  | 0.0000% | $10000000.00       | $9929262.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-15      | 4.0000%  | 0.0000% | $21774444.00       | $317352.44         | Agency Mortgage-Backed Securities |

### Security 73: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976WZB909, C.3 - LEI: N/A, C.5 - Other ID: 976WZB909_4.34_0606
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $9541140.00        | $965936.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $176124.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1680000.00        | $110433.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 2.7750%  | 0.0000% | $116716.00         | $72829.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 2.5250%  | 0.0000% | $91050.00          | $54575.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $45000.00          | $40910.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1012552.00        | $1074332.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1163432.00        | $1232921.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $21247456.00       | $21991268.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 4.0000%  | 0.0000% | $850135.00         | $205144.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 3.9000%  | 0.0000% | $3106400.00        | $2928830.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.0000%  | 0.0000% | $1301156.00        | $1184873.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1050878.00        | $1091443.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $242539.00         | $169060.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 5.3200%  | 0.0000% | $15895000.00       | $16450936.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 4.8150%  | 0.0000% | $43517000.00       | $44185366.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $2711456.00        | $1275458.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $109497344.00      | $85912454.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $601541.00         | $500362.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1700317.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.5000%  | 0.0000% | $9276188.00        | $6692308.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 1.5000%  | 0.0000% | $335000.00         | $211441.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $15680784.00       | $12077886.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $361529852.00      | $2570132.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $104687.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 7.5000%  | 0.0000% | $1278126.00        | $887440.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 2.5000%  | 0.0000% | $110040.00         | $74474.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $62744.00          | $58048.46          | Agency Mortgage-Backed Securities |

### Security 74: Federal Reserve Bank of New York Tri Party Repo

- **C.1 - Title:** Federal Reserve Bank of New York Tri Party Repo 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.25_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 7.8300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-08-15      | 3.1250%  | 0.0000% | $1988497200.00     | $2000708364.44     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-06-06

**By:** /s/Rose Ann Bubloski

**Name of Signing Officer:** Rose Ann Bubloski

**Title of Signing Officer:** Vice President