# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001145549-25-046130
**Filing Date:** 2025-7
**Character Count:** 117706
**Document Hash:** e27d64f923d85f507638257b8b651fcf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046130.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046130

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251110739

**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):** 2025-06-30

**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:** 29 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $23753922381.26

- **Amortized Cost of Portfolio Securities:** $23751406289.19

- **Cash:** $1173593124.01

- **Total Other Assets:** $63306793.52

- **Total Liabilities:** $244989005.68

- **Net Assets of Series:** $24743317201.04

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $21240744927.00           | $22055453697.66            | 79.8200%                  | 82.8800%                   |
| 2025-06-03 | $20886992705.37           | $21701773659.76            | 79.5500%                  | 82.6500%                   |
| 2025-06-04 | $20924606486.23           | $21739452143.82            | 79.5700%                  | 82.6700%                   |
| 2025-06-05 | $20309220110.83           | $21124127158.33            | 79.0700%                  | 82.2500%                   |
| 2025-06-06 | $19669254387.93           | $20484244761.24            | 78.5200%                  | 81.7800%                   |
| 2025-06-09 | $19680528249.22           | $20495742321.40            | 78.5400%                  | 81.7900%                   |
| 2025-06-10 | $19837268684.35           | $20652548486.94            | 78.6700%                  | 81.9000%                   |
| 2025-06-11 | $19990922550.36           | $20806280993.52            | 78.7900%                  | 82.0000%                   |
| 2025-06-12 | $19722637950.46           | $20538065524.82            | 78.5600%                  | 81.8100%                   |
| 2025-06-13 | $19564109722.65           | $20379627383.43            | 78.4100%                  | 81.6700%                   |
| 2025-06-16 | $19684132199.96           | $20499838012.46            | 78.5100%                  | 81.7700%                   |
| 2025-06-17 | $19704058267.24           | $20519836694.74            | 78.5300%                  | 81.7800%                   |
| 2025-06-18 | $19610491611.52           | $20426357894.46            | 78.0500%                  | 81.3000%                   |
| 2025-06-20 | $19401437705.03           | $20217452925.05            | 77.8500%                  | 81.1300%                   |
| 2025-06-23 | $19379886767.14           | $20236113065.74            | 77.8400%                  | 81.2800%                   |
| 2025-06-24 | $19362131620.68           | $20218431313.09            | 77.8200%                  | 81.2600%                   |
| 2025-06-25 | $19087106696.58           | $19943493606.79            | 77.1900%                  | 80.6500%                   |
| 2025-06-26 | $18843424664.88           | $19787880697.70            | 76.9600%                  | 80.8100%                   |
| 2025-06-27 | $19061666573.59           | $20054202796.92            | 77.2700%                  | 81.2900%                   |
| 2025-06-30 | $19383488095.49           | $20376231246.61            | 77.5600%                  | 81.5300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%             |
| 2025-06-03 | 0.0000%             |
| 2025-06-04 | 0.0000%             |
| 2025-06-05 | 0.0000%             |
| 2025-06-06 | 0.0000%             |
| 2025-06-09 | 0.0000%             |
| 2025-06-10 | 0.0000%             |
| 2025-06-11 | 0.0000%             |
| 2025-06-12 | 0.0000%             |
| 2025-06-13 | 0.0000%             |
| 2025-06-16 | 0.0000%             |
| 2025-06-17 | 0.0000%             |
| 2025-06-18 | 0.0000%             |
| 2025-06-20 | 0.0000%             |
| 2025-06-23 | 0.0000%             |
| 2025-06-24 | 0.0000%             |
| 2025-06-25 | 0.0000%             |
| 2025-06-26 | 0.0000%             |
| 2025-06-27 | 0.0000%             |
| 2025-06-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0001                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0001                      |
|  |  |
| 2025-06-05 | 1.0001                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0001                      |
|  |  |
| 2025-06-12 | 1.0001                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0001                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0001                      |
|  |  |
| 2025-06-24 | 1.0001                      |
|  |  |
| 2025-06-25 | 1.0001                      |
|  |  |
| 2025-06-26 | 1.0001                      |
|  |  |
| 2025-06-27 | 1.0001                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24743317201.04

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $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   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.550000%
- **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):** $88000515.68
- **C.18.a - Value (excl. sponsor support):** $88000515.68
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.550000%
- **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):** $54008657.82
- **C.18.a - Value (excl. sponsor support):** $54008657.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.545000%
- **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):** $86018583.74
- **C.18.a - Value (excl. sponsor support):** $86018583.74
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.430000%
- **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):** $115008636.50
- **C.18.a - Value (excl. sponsor support):** $115008636.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.430000%
- **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):** $130009818.90
- **C.18.a - Value (excl. sponsor support):** $130009818.90
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.510000%
- **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):** $64035432.96
- **C.18.a - Value (excl. sponsor support):** $64035432.96
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.420000%
- **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):** $153147979.95
- **C.18.a - Value (excl. sponsor support):** $153147979.95
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.490000%
- **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):** $69029917.02
- **C.18.a - Value (excl. sponsor support):** $69029917.02
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.490000%
- **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):** $104045356.48
- **C.18.a - Value (excl. sponsor support):** $104045356.48
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.490000%
- **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):** $103044920.36
- **C.18.a - Value (excl. sponsor support):** $103044920.36
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.505000%
- **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):** $69000165.60
- **C.18.a - Value (excl. sponsor support):** $69000165.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.475000%
- **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):** $69020900.10
- **C.18.a - Value (excl. sponsor support):** $69020900.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.425000%
- **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):** $133021033.95
- **C.18.a - Value (excl. sponsor support):** $133021033.95
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.490000%
- **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):** $103045180.95
- **C.18.a - Value (excl. sponsor support):** $103045180.95
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.505000%
- **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):** $102000440.64
- **C.18.a - Value (excl. sponsor support):** $102000440.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.560000%
- **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):** $101998997.34
- **C.18.a - Value (excl. sponsor support):** $101998997.34
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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):** $251708100.84
- **C.18.a - Value (excl. sponsor support):** $251708100.84
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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):** $98759182.50
- **C.18.a - Value (excl. sponsor support):** $98759182.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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):** $133643001.22
- **C.18.a - Value (excl. sponsor support):** $133643001.22
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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):** $132630260.00
- **C.18.a - Value (excl. sponsor support):** $132630260.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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):** $249173678.88
- **C.18.a - Value (excl. sponsor support):** $249173678.88
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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):** $124529160.42
- **C.18.a - Value (excl. sponsor support):** $124529160.42
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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):** $172816973.00
- **C.18.a - Value (excl. sponsor support):** $172816973.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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):** $134256781.92
- **C.18.a - Value (excl. sponsor support):** $134256781.92
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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):** $131264792.89
- **C.18.a - Value (excl. sponsor support):** $131264792.89
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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):** $114420208.76
- **C.18.a - Value (excl. sponsor support):** $114420208.76
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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):** $124200720.00
- **C.18.a - Value (excl. sponsor support):** $124200720.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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):** $123779704.86
- **C.18.a - Value (excl. sponsor support):** $123779704.86
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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):** $123582969.72
- **C.18.a - Value (excl. sponsor support):** $123582969.72
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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):** $123484602.78
- **C.18.a - Value (excl. sponsor support):** $123484602.78
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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):** $242919514.16
- **C.18.a - Value (excl. sponsor support):** $242919514.16
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120209300.97
- **C.18.a - Value (excl. sponsor support):** $120209300.97
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.550000%
- **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):** $88002090.88
- **C.18.a - Value (excl. sponsor support):** $88002090.88
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **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):** $30004241.40
- **C.18.a - Value (excl. sponsor support):** $30004241.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.545000%
- **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):** $86016993.60
- **C.18.a - Value (excl. sponsor support):** $86016993.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.550000%
- **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):** $90043212.60
- **C.18.a - Value (excl. sponsor support):** $90043212.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.510000%
- **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):** $100065664.00
- **C.18.a - Value (excl. sponsor support):** $100065664.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.515000%
- **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):** $63999870.72
- **C.18.a - Value (excl. sponsor support):** $63999870.72
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.480000%
- **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):** $28010499.16
- **C.18.a - Value (excl. sponsor support):** $28010499.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.495000%
- **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):** $69021367.92
- **C.18.a - Value (excl. sponsor support):** $69021367.92
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.520000%
- **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):** $68035770.04
- **C.18.a - Value (excl. sponsor support):** $68035770.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.450000%
- **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):** $80011546.40
- **C.18.a - Value (excl. sponsor support):** $80011546.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.505000%
- **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):** $95000662.15
- **C.18.a - Value (excl. sponsor support):** $95000662.15
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.400000%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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? 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. | 2050-10-25      | 0.0000%  | 0.0000% | $1263000.00        | $732158.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.3948%  | 0.0000% | $50000000.00       | $1640979.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.5948%  | 0.0000% | $60000000.00       | $2010951.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.2348%  | 0.0000% | $50000000.00       | $2500982.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.1948%  | 0.0000% | $75000000.00       | $3824549.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5948%  | 0.0000% | $55000000.00       | $2066805.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.9948%  | 0.0000% | $27000000.00       | $1449458.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.4448%  | 0.0000% | $30000000.00       | $1050409.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.7948%  | 0.0000% | $51872384.00       | $3247520.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5948%  | 0.0000% | $50000000.00       | $2028239.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.7948%  | 0.0000% | $75854080.00       | $3389924.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.9948%  | 0.0000% | $50000000.00       | $2949131.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 0.9448%  | 0.0000% | $65222272.00       | $2734266.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.1948%  | 0.0000% | $93750000.00       | $2973876.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9948%  | 0.0000% | $50000000.00       | $1994173.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $729779.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 1.5448%  | 0.0000% | $293750000.00      | $18269477.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.5448%  | 0.0000% | $44721344.00       | $3247192.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 0.8948%  | 0.0000% | $80955904.00       | $4857240.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $2259000000.00     | $42733635.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $175882.06         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-04-16      | 2.5669%  | 0.0000% | $160880000.00      | $1403030.89        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-02-16      | 0.0000%  | 0.0000% | $170168320.00      | $135274.24         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.0490%  | 0.0000% | $134057800.00      | $1950969.45        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-16      | 0.1875%  | 0.0000% | $155100000.00      | $299263.16         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-16      | 0.0000%  | 0.0000% | $214466557.00      | $42155.50          | Agency Mortgage-Backed Securities |
| GNMA                             | 2041-06-16      | 1.6938%  | 0.0000% | $38063744.00       | $172436.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-02-16      | 0.0000%  | 0.0000% | $4166664.00        | $204759.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2037-11-16      | 1.8238%  | 0.0000% | $63076736.00       | $142196.41         | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-08-20      | 1.5679%  | 0.0000% | $137447168.00      | $640812.03         | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $16170326.84       | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $14268.43          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 1.7079%  | 0.0000% | $16725000.00       | $312143.37         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-12-16      | 0.4744%  | 0.0000% | $86996608.00       | $151603.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2827%  | 0.0000% | $100000000.00      | $488709.32         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7062%  | 0.0000% | $120445310.00      | $1085311.58        | Agency Mortgage-Backed Securities |
| GNMA                             | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $872277.17         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.4855%  | 0.0000% | $58010112.00       | $1008212.33        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1494098.11        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-03-16      | 0.9923%  | 0.0000% | $18625000.00       | $1177065.89        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-05-16      | 0.9865%  | 0.0000% | $13500000.00       | $829076.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-03-16      | 1.2879%  | 0.0000% | $17950000.00       | $1222521.27        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8720%  | 0.0000% | $450000000.00      | $23110268.21       | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8849%  | 0.0000% | $100000000.00      | $5917592.91        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-10-16      | 0.8461%  | 0.0000% | $20750000.00       | $1096868.30        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-06-16      | 0.9825%  | 0.0000% | $267966000.00      | $17323332.80       | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-05-16      | 0.9932%  | 0.0000% | $15050000.00       | $997997.19         | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14897266.50       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.3338%  | 0.0000% | $150000000.00      | $6359553.60        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 1.4934%  | 0.0000% | $83980288.00       | $6510473.15        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 1.5965%  | 0.0000% | $75000000.00       | $5283110.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 1.6179%  | 0.0000% | $68614000.00       | $836593.63         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 1.6179%  | 0.0000% | $27000000.00       | $625134.29         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-07-16      | 1.5738%  | 0.0000% | $39134080.00       | $1348738.24        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $607468.21         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0726%  | 0.0000% | $247781376.00      | $258982.78         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-07-20      | 1.7679%  | 0.0000% | $106834000.00      | $6946136.72        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $41515456.00       | $488381.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $187416.78         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-03-20      | 0.0000%  | 0.0000% | $8519824.00        | $32071.81          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 0.0000%  | 0.0000% | $12000000.00       | $300348.42         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0000%  | 0.0000% | $77742080.00       | $37871.40          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-10-20      | 0.0000%  | 0.0000% | $28000000.00       | $503689.82         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-11-20      | 0.0000%  | 0.0000% | $74747904.00       | $61429.29          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $8847854.93        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.0000%  | 0.0000% | $7033248.00        | $962360.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 0.0000%  | 0.0000% | $235741184.00      | $199032.38         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 2.5000%  | 0.0000% | $45233664.00       | $5273103.18        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-04-16      | 0.8113%  | 0.0000% | $408000000.00      | $21110709.29       | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $53300.49          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-04-20      | 1.3481%  | 0.0000% | $29507872.00       | $2056327.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.0481%  | 0.0000% | $25000000.00       | $503060.32         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $36840196.73       | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1088186.19        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $923928.71         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 1.7981%  | 0.0000% | $30000000.00       | $1823155.66        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-16      | 0.7671%  | 0.0000% | $100000000.00      | $6384292.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0981%  | 0.0000% | $48333312.00       | $2911362.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.6982%  | 0.0000% | $190106880.00      | $6405962.41        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 0.9482%  | 0.0000% | $113253760.00      | $4463329.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 0.9482%  | 0.0000% | $93073024.00       | $3128995.69        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.6482%  | 0.0000% | $20000000.00       | $410596.85         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.8982%  | 0.0000% | $200000000.00      | $4093588.72        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-06-20      | 6.5000%  | 0.0000% | $11432288.00       | $1095385.97        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-11-20      | 0.9482%  | 0.0000% | $50000000.00       | $2529208.13        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 0.8982%  | 0.0000% | $109573376.00      | $2931603.92        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-12-20      | 0.2982%  | 0.0000% | $50000000.00       | $1336423.03        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-02-20      | 0.1000%  | 0.0000% | $32644360.00       | $49665.33          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 0.9482%  | 0.0000% | $50000000.00       | $1577538.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-02-20      | 1.6482%  | 0.0000% | $141569024.00      | $3822771.52        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-05-20      | 0.8481%  | 0.0000% | $157692160.00      | $5494831.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $829264.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-25      | 0.1000%  | 0.0000% | $235683328.00      | $359783.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $981459.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-25      | 0.0000%  | 0.0000% | $102621568.00      | $42859282.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-25      | 1.4721%  | 0.0000% | $69267200.00       | $1790569.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1477912.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 2.0804%  | 0.0000% | $74642304.00       | $1259461.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-06-25      | 2.0804%  | 0.0000% | $76284032.00       | $368448.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-08-25      | 1.5803%  | 0.0000% | $52222912.00       | $324499.18         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $96177.35          | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-05-25      | 1.5803%  | 0.0000% | $18511264.00       | $125009.16         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-04-25      | 1.1804%  | 0.0000% | $21854240.00       | $229888.36         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1208658.36        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-25      | 1.5803%  | 0.0000% | $39401472.00       | $1231935.94        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-25      | 1.7804%  | 0.0000% | $93654400.00       | $1643836.76        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-25      | 1.7304%  | 0.0000% | $43627776.00       | $1347749.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-25      | 0.3180%  | 0.0000% | $12314176.00       | $15297.15          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-25      | 1.7804%  | 0.0000% | $102568448.00      | $1744653.92        | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3327933.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-08-25      | 0.3231%  | 0.0000% | $132816128.00      | $249056.72         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-25      | 1.5803%  | 0.0000% | $100824704.00      | $5450218.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 1.1948%  | 0.0000% | $48859712.00       | $1523914.98        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5219661.32        | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-07-25      | 0.1308%  | 0.0000% | $725000000.00      | $958748.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 2.1948%  | 0.0000% | $26315840.00       | $1438276.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-25      | 0.8948%  | 0.0000% | $50000000.00       | $2182775.67        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-08-25      | 0.7948%  | 0.0000% | $269258240.00      | $12471073.55       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-25      | 0.8448%  | 0.0000% | $61902848.00       | $2827906.93        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 0.8448%  | 0.0000% | $108126336.00      | $3370002.59        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-25      | 2.6948%  | 0.0000% | $73054976.00       | $8771116.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.0000%  | 0.0000% | $8894870.00        | $7758425.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-15      | 4.0000%  | 0.0000% | $4500000.00        | $1020394.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-15      | 3.0000%  | 0.0000% | $700000.00         | $395619.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-08-25      | 1.0719%  | 0.0000% | $34537000.00       | $136523.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-11-25      | 1.9759%  | 0.0000% | $14981000.00       | $366370.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.0000%  | 0.0000% | $17264640.00       | $1545784.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6823520.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6420686.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-25      | 2.3047%  | 0.0000% | $32193792.00       | $1882099.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-09-25      | 2.3109%  | 0.0000% | $14690000.00       | $975071.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-10-25      | 2.2877%  | 0.0000% | $14982528.00       | $1034511.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-25      | 0.8481%  | 0.0000% | $289225000.00      | $1715999.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-02-25      | 0.2829%  | 0.0000% | $9983856.00        | $31068.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-25      | 0.1858%  | 0.0000% | $13860864.00       | $6170.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1455490.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9411884.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-25      | 3.0337%  | 0.0000% | $3532000.00        | $431369.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2213514.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 2.8327%  | 0.0000% | $10891000.00       | $1049945.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10170334.22       | 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_0804
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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. | 2040-12-15      | 4.5000%  | 0.0000% | $33917378.00       | $436811.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-25      | 3.0000%  | 0.0000% | $22000000.00       | $5336865.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-25      | 2.5000%  | 0.0000% | $15000000.00       | $6510746.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-25      | 2.0000%  | 0.0000% | $22000000.00       | $7555295.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-07-25      | 2.0000%  | 0.0000% | $11395000.00       | $4865514.12        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-10-25      | 2.0000%  | 0.0000% | $30350000.00       | $19345969.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-02-25      | 2.0000%  | 0.0000% | $25000000.00       | $7356336.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-25      | 2.0000%  | 0.0000% | $19300000.00       | $6262083.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-10-25      | 2.0000%  | 0.0000% | $25000000.00       | $7714976.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-25      | 2.0000%  | 0.0000% | $23500000.00       | $7838071.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-25      | 6.0000%  | 0.0000% | $14599472.00       | $14997721.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-25      | 5.0000%  | 0.0000% | $4000000.00        | $3822331.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-25      | 5.0000%  | 0.0000% | $1932359.00        | $1935928.10        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-08-01      | 4.0000%  | 0.0000% | $40634112.00       | $317815.81         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-01      | 4.0000%  | 0.0000% | $68529408.00       | $2136015.59        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $41319296.00       | $5567517.20        | 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. 4.400000%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $7962000000.00
- **C.18.a - Value (excl. sponsor support):** $7962000000.00
- **C.19 - Percentage of Net Assets:** 32.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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? 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                 | 2026-10-31      | 4.1250%  | 0.0000% | $423000000.00      | $426933299.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-12-31      | 1.2500%  | 0.0000% | $1164587000.00     | $1120596543.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-10-31      | 1.1250%  | 0.0000% | $177000000.00      | $170955306.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-10-31      | 1.6250%  | 0.0000% | $16000000.00       | $15571847.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-11-15      | 4.6250%  | 0.0000% | $300000000.00      | $304582032.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-01-31      | 1.5000%  | 0.0000% | $157000000.00      | $152339773.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-11-30      | 4.2500%  | 0.0000% | $837000000.00      | $843970000.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-10-15      | 4.6250%  | 0.0000% | $7977000.00        | $8122785.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-11-30      | 1.2500%  | 0.0000% | $175850000.00      | $169696827.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-12-31      | 4.2500%  | 0.0000% | $1236534500.00     | $1243345097.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-12-15      | 4.3750%  | 0.0000% | $1150000000.00     | $1160192841.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-01-31      | 4.1250%  | 0.0000% | $367500000.00      | $375317544.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-02-15      | 4.1250%  | 0.0000% | $1318923700.00     | $1345086411.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-01-15      | 4.0000%  | 0.0000% | $484490000.00      | $494398750.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2027-01-15      | 0.3750%  | 0.0000% | $221400000.00      | $290130957.70      | 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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $368613317.52
- **C.18.a - Value (excl. sponsor support):** $368613317.52
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 48: 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):** $377911990.26
- **C.18.a - Value (excl. sponsor support):** $377911990.26
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 49: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $387286080.00
- **C.18.a - Value (excl. sponsor support):** $387286080.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 50: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369015441.10
- **C.18.a - Value (excl. sponsor support):** $369015441.10
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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? 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: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369000000.00
- **C.18.a - Value (excl. sponsor support):** $369000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **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 52: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $388686477.67
- **C.18.a - Value (excl. sponsor support):** $388686477.67
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $375392812.64
- **C.18.a - Value (excl. sponsor support):** $375392812.64
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 54: 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):** $378079852.43
- **C.18.a - Value (excl. sponsor support):** $378079852.43
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 55: 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):** $367808949.18
- **C.18.a - Value (excl. sponsor support):** $367808949.18
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 56: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240860445.00
- **C.18.a - Value (excl. sponsor support):** $240860445.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 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):** $137814022.92
- **C.18.a - Value (excl. sponsor support):** $137814022.92
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 58: 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):** $134472402.26
- **C.18.a - Value (excl. sponsor support):** $134472402.26
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 59: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129662304.20
- **C.18.a - Value (excl. sponsor support):** $129662304.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123539843.44
- **C.18.a - Value (excl. sponsor support):** $123539843.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.485000%
- **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):** $699774233.37
- **C.18.a - Value (excl. sponsor support):** $699774233.37
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 62: 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):** $328987149.26
- **C.18.a - Value (excl. sponsor support):** $328987149.26
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 63: 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):** $255697266.90
- **C.18.a - Value (excl. sponsor support):** $255697266.90
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 64: 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):** $254581250.00
- **C.18.a - Value (excl. sponsor support):** $254581250.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 65: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.390000%
- **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):** $663389678.25
- **C.18.a - Value (excl. sponsor support):** $663389678.25
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 66: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.422000%
- **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):** $516518879.28
- **C.18.a - Value (excl. sponsor support):** $516518879.28
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 67: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.445000%
- **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):** $810975240.00
- **C.18.a - Value (excl. sponsor support):** $810975240.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 68: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.338000%
- **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):** $369827335.80
- **C.18.a - Value (excl. sponsor support):** $369827335.80
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 69: 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_0929
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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. | 2049-04-01      | 3.5000%  | 0.0000% | $20149594.00       | $1406153.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 2.0000%  | 0.0000% | $6722000.00        | $3791030.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $2527832.00        | $1848737.03        | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $8322.06           | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 6.0000%  | 0.0000% | $1717072.00        | $1437866.04        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $1075132.00        | $1125953.93        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 5.5000%  | 0.0000% | $358464.00         | $362037.56         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $69896576.00       | $71283667.22       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.0000%  | 0.0000% | $9173632.00        | $9362200.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-03-01      | 4.0000%  | 0.0000% | $378935.00         | $307142.83         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 2.0000%  | 0.0000% | $299781120.00      | $182647124.85      | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 5.5000%  | 0.0000% | $16696600.00       | $12659026.60       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-01      | 5.5000%  | 0.0000% | $6455296.00        | $6287532.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-09-01      | 5.5000%  | 0.0000% | $249055230.00      | $4053842.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 7.0000%  | 0.0000% | $1359200.00        | $1443754.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.0000%  | 0.0000% | $8557568.00        | $8341694.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $70393088.00       | $69146974.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $100160.00         | $101243.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.5000%  | 0.0000% | $120935936.00      | $124570031.66      | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-04-15      | 11.2500% | 0.0000% | $9117100.00        | $9815665.88        | Agency Mortgage-Backed Securities |

### Security 70: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 4.410000%
- **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_4.41_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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? 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                             | 2046-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $661173.82         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-25      | 2.5000%  | 0.0000% | $18490000.00       | $1628982.00        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 2.1510%  | 0.0000% | $9025000.00        | $3647311.93        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-01-25      | 1.2500%  | 0.0000% | $10000000.00       | $3698109.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-25      | 2.0000%  | 0.0000% | $1230000.00        | $530499.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-25      | 2.5000%  | 0.0000% | $4860862.00        | $2723961.45        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-01-25      | 1.9921%  | 0.0000% | $275000.00         | $237770.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-25      | 2.6802%  | 0.0000% | $400000.00         | $358907.96         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-25      | 5.5000%  | 0.0000% | $3000000.00        | $2281376.47        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-25      | 5.6552%  | 0.0000% | $50000000.00       | $38565010.55       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-02-25      | 5.5000%  | 0.0000% | $13572024.00       | $13252654.66       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-25      | 5.5000%  | 0.0000% | $16199000.00       | $16383778.58       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-25      | 5.0000%  | 0.0000% | $6883743.00        | $6792420.47        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-25      | 4.5000%  | 0.0000% | $17228635.00       | $16792757.81       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.7052%  | 0.0000% | $16739146.00       | $16225689.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-15      | 5.0000%  | 0.0000% | $1318515.00        | $1340060.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-15      | 1.5000%  | 0.0000% | $1200000.00        | $513594.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $4147881.00        | $2267732.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-25      | 3.5000%  | 0.0000% | $28381000.00       | $16652855.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-25      | 3.0000%  | 0.0000% | $2100000.00        | $1363734.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-25      | 4.0000%  | 0.0000% | $2100000.00        | $1398019.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $379551.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.9552%  | 0.0000% | $40000000.00       | $37704123.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 5.5000%  | 0.0000% | $43516000.00       | $38993141.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 6.0000%  | 0.0000% | $25000000.00       | $26026114.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | 5.0000%  | 0.0000% | $14477131.00       | $13884651.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 6.0000%  | 0.0000% | $25000000.00       | $26247205.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.1552%  | 0.0000% | $37500000.00       | $36328736.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 5.8052%  | 0.0000% | $57313000.00       | $57333591.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 1.5000%  | 0.0000% | $7550841.00        | $5957336.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-05-15      | 5.5000%  | 0.0000% | $12587346.00       | $738697.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-15      | 5.5000%  | 0.0000% | $14776917.00       | $747684.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-15      | 4.0000%  | 0.0000% | $21774444.00       | $309403.59         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-08-25      | 4.5000%  | 0.0000% | $2237000.00        | $2707561.09        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-25      | 2.0000%  | 0.0000% | $50000000.00       | $6016440.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-09-25      | 3.0000%  | 0.0000% | $10000000.00       | $1487173.69        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-04-25      | 3.0000%  | 0.0000% | $23200000.00       | $2728486.91        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-03-25      | 2.0000%  | 0.0000% | $1989000.00        | $257589.52         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 3.0000%  | 0.0000% | $20250000.00       | $2473477.24        | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-04-25      | 2.4690%  | 0.0000% | $460000.00         | $362633.51         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.400000%
- **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_4.40_0707
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $175152.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1679876.00        | $111451.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 2.7750%  | 0.0000% | $116716.00         | $73763.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 2.5250%  | 0.0000% | $91050.00          | $55241.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $226724.00         | $208395.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1403720.00        | $1488368.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $80688.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $2711456.00        | $1290361.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1604110.00        | $1329913.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1687835.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.5000%  | 0.0000% | $9287120.00        | $6251852.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 1.5000%  | 0.0000% | $335000.00         | $214053.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $8893000.00        | $9019869.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 7.5000%  | 0.0000% | $1278126.00        | $892462.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $170950912.00      | $181120591.83      | Agency Mortgage-Backed Securities |

### Security 72: 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_0701
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 5.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $570639400.00      | $488701716.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $945944700.00      | $811451797.96      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-07-08

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

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

**Title of Signing Officer:** Vice President