# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001410368-25-033520
**Filing Date:** 2025-12
**Character Count:** 172909
**Document Hash:** 5714b3321b793ef57a022e55b98b461b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033520.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033520

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552569

**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):** 2025-11-30

**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:** 36 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $25809866379.77

- **Amortized Cost of Portfolio Securities:** $25807167401.46

- **Cash:** $900229818.81

- **Total Other Assets:** $39473604.56

- **Total Liabilities:** $330483911.00

- **Net Assets of Series:** $26416386913.83

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $20529149292.36           | $21729101228.89            | 76.1700%                  | 80.6300%                   |
| 2025-11-04 | $20140953257.18           | $21341033456.07            | 75.8200%                  | 80.3400%                   |
| 2025-11-05 | $20635442366.48           | $21835645545.66            | 76.2600%                  | 80.7000%                   |
| 2025-11-06 | $20361877404.29           | $21562255923.60            | 76.0100%                  | 80.5000%                   |
| 2025-11-07 | $20621500928.31           | $21943134072.74            | 76.2300%                  | 81.1200%                   |
| 2025-11-10 | $20621036744.00           | $21943149262.63            | 76.2300%                  | 81.1100%                   |
| 2025-11-11 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-11-12 | $20653528969.15           | $21975810062.08            | 76.2500%                  | 81.1300%                   |
| 2025-11-13 | $20704040645.33           | $22026370409.36            | 76.2900%                  | 81.1700%                   |
| 2025-11-14 | $20452126878.12           | $21774568818.96            | 76.0600%                  | 80.9800%                   |
| 2025-11-17 | $20578950478.57           | $22024962975.23            | 75.9600%                  | 81.2900%                   |
| 2025-11-18 | $20542600300.10           | $21988762765.27            | 75.5500%                  | 80.8700%                   |
| 2025-11-19 | $20439407981.15           | $21885728288.69            | 75.2700%                  | 80.6000%                   |
| 2025-11-20 | $20708928164.28           | $22155362723.43            | 75.5100%                  | 80.7900%                   |
| 2025-11-21 | $20046531920.73           | $21493116855.03            | 74.8900%                  | 80.3000%                   |
| 2025-11-24 | $20402503999.65           | $22099023648.67            | 75.0500%                  | 81.2900%                   |
| 2025-11-25 | $20613718219.87           | $22185321477.37            | 75.5900%                  | 81.3500%                   |
| 2025-11-26 | $20404314226.75           | $21976160360.89            | 75.3900%                  | 81.2000%                   |
| 2025-11-28 | $20084181575.85           | $21656407265.70            | 75.0800%                  | 80.9600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%             |
| 2025-11-04 | 0.0000%             |
| 2025-11-05 | 0.0000%             |
| 2025-11-06 | 0.0000%             |
| 2025-11-07 | 0.0000%             |
| 2025-11-10 | 0.0000%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 0.0000%             |
| 2025-11-13 | 0.0000%             |
| 2025-11-14 | 0.0000%             |
| 2025-11-17 | 0.0000%             |
| 2025-11-18 | 0.0000%             |
| 2025-11-19 | 0.0000%             |
| 2025-11-20 | 0.0000%             |
| 2025-11-21 | 0.0000%             |
| 2025-11-24 | 0.0000%             |
| 2025-11-25 | 0.0000%             |
| 2025-11-26 | 0.0000%             |
| 2025-11-28 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.0000                      |
|  |  |
| 2025-11-04 | 0.0000                      |
|  |  |
| 2025-11-05 | 0.0000                      |
|  |  |
| 2025-11-06 | 0.0000                      |
|  |  |
| 2025-11-07 | 0.0000                      |
|  |  |
| 2025-11-10 | 0.0000                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 0.0000                      |
|  |  |
| 2025-11-13 | 0.0000                      |
|  |  |
| 2025-11-14 | 0.0000                      |
|  |  |
| 2025-11-17 | 0.0000                      |
|  |  |
| 2025-11-18 | 0.0000                      |
|  |  |
| 2025-11-19 | 0.0000                      |
|  |  |
| 2025-11-20 | 0.0000                      |
|  |  |
| 2025-11-21 | 0.0000                      |
|  |  |
| 2025-11-24 | 0.0000                      |
|  |  |
| 2025-11-25 | 0.0000                      |
|  |  |
| 2025-11-26 | 0.0000                      |
|  |  |
| 2025-11-28 | 0.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $26416386913.83

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $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   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **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):** $64026312.32
- **C.18.a - Value (excl. sponsor support):** $64026312.32
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **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):** $153147849.77
- **C.18.a - Value (excl. sponsor support):** $153147849.77
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **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):** $69017599.14
- **C.18.a - Value (excl. sponsor support):** $69017599.14
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **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):** $104027085.76
- **C.18.a - Value (excl. sponsor support):** $104027085.76
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **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):** $103026825.32
- **C.18.a - Value (excl. sponsor support):** $103026825.32
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **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):** $68996227.77
- **C.18.a - Value (excl. sponsor support):** $68996227.77
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **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):** $69015137.22
- **C.18.a - Value (excl. sponsor support):** $69015137.22
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.085000%
- **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):** $133003577.70
- **C.18.a - Value (excl. sponsor support):** $133003577.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **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):** $103036207.59
- **C.18.a - Value (excl. sponsor support):** $103036207.59
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **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):** $101994410.40
- **C.18.a - Value (excl. sponsor support):** $101994410.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $102024312.72
- **C.18.a - Value (excl. sponsor support):** $102024312.72
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $127011123.93
- **C.18.a - Value (excl. sponsor support):** $127011123.93
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V68, C.4 - ISIN: US3130B7V683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88003057.12
- **C.18.a - Value (excl. sponsor support):** $88003057.12
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **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? 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 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.4 - ISIN: US3130B82Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88003730.32
- **C.18.a - Value (excl. sponsor support):** $88003730.32
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.4 - ISIN: US3130B8B683, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131998442.40
- **C.18.a - Value (excl. sponsor support):** $131998442.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BT8, C.4 - ISIN: US3130B8BT86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125999215.02
- **C.18.a - Value (excl. sponsor support):** $125999215.02
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126999500.89
- **C.18.a - Value (excl. sponsor support):** $126999500.89
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126997844.81
- **C.18.a - Value (excl. sponsor support):** $126997844.81
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H47, C.4 - ISIN: US3130B8H474, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66998165.54
- **C.18.a - Value (excl. sponsor support):** $66998165.54
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79999958.40
- **C.18.a - Value (excl. sponsor support):** $79999958.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **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 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: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125913024.72
- **C.18.a - Value (excl. sponsor support):** $125913024.72
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? Yes, 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: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252476080.01
- **C.18.a - Value (excl. sponsor support):** $252476080.01
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? Yes, 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: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125652100.14
- **C.18.a - Value (excl. sponsor support):** $125652100.14
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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? Yes, 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $373678383.75
- **C.18.a - Value (excl. sponsor support):** $373678383.75
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121520896.24
- **C.18.a - Value (excl. sponsor support):** $121520896.24
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RW8
- **C.18 - Value (incl. sponsor support):** $123388180.28
- **C.18.a - Value (excl. sponsor support):** $123388180.28
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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? Yes, 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: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122318802.63
- **C.18.a - Value (excl. sponsor support):** $122318802.63
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, 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: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385SD9
- **C.18 - Value (incl. sponsor support):** $127278222.08
- **C.18.a - Value (excl. sponsor support):** $127278222.08
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243495121.80
- **C.18.a - Value (excl. sponsor support):** $243495121.80
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250401375.00
- **C.18.a - Value (excl. sponsor support):** $250401375.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123022655.56
- **C.18.a - Value (excl. sponsor support):** $123022655.56
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385TH9
- **C.18 - Value (incl. sponsor support):** $253798827.52
- **C.18.a - Value (excl. sponsor support):** $253798827.52
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 33: 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: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120913538.76
- **C.18.a - Value (excl. sponsor support):** $120913538.76
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **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 34: 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: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385TM8
- **C.18 - Value (incl. sponsor support):** $124865019.72
- **C.18.a - Value (excl. sponsor support):** $124865019.72
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123658333.75
- **C.18.a - Value (excl. sponsor support):** $123658333.75
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132308714.98
- **C.18.a - Value (excl. sponsor support):** $132308714.98
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385VH6
- **C.18 - Value (incl. sponsor support):** $124320630.42
- **C.18.a - Value (excl. sponsor support):** $124320630.42
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible 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 4.170000%
- **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):** $100048162.00
- **C.18.a - Value (excl. sponsor support):** $100048162.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61492460.10
- **C.18.a - Value (excl. sponsor support):** $61492460.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **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? 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 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62997998.49
- **C.18.a - Value (excl. sponsor support):** $62997998.49
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **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? 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 4.175000%
- **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):** $63995845.12
- **C.18.a - Value (excl. sponsor support):** $63995845.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **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):** $28005968.76
- **C.18.a - Value (excl. sponsor support):** $28005968.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **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):** $69008763.00
- **C.18.a - Value (excl. sponsor support):** $69008763.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **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):** $68015740.64
- **C.18.a - Value (excl. sponsor support):** $68015740.64
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **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):** $80012397.60
- **C.18.a - Value (excl. sponsor support):** $80012397.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **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):** $94997726.65
- **C.18.a - Value (excl. sponsor support):** $94997726.65
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22008970.06
- **C.18.a - Value (excl. sponsor support):** $22008970.06
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78997118.87
- **C.18.a - Value (excl. sponsor support):** $78997118.87
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **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 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ67, C.4 - ISIN: US3133ETQ678, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126996979.94
- **C.18.a - Value (excl. sponsor support):** $126996979.94
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **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 51: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.090000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599P007_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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. | 2054-07-25      | 0.9782%  | 0.0000% | $50000000.00       | $967640.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.2282%  | 0.0000% | $27000000.00       | $729734.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 1.0282%  | 0.0000% | $75854080.00       | $4043492.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 1.1782%  | 0.0000% | $65222272.00       | $2178338.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.2282%  | 0.0000% | $50000000.00       | $1766271.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $563913.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.7782%  | 0.0000% | $44721344.00       | $3562414.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 1.9282%  | 0.0000% | $40000000.00       | $2570119.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.2282%  | 0.0000% | $140000000.00      | $2330204.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.0500%  | 0.0000% | $158960128.00      | $230545.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.1282%  | 0.0000% | $41250000.00       | $613641.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1513193.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.8782%  | 0.0000% | $52993792.00       | $3569273.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.8782%  | 0.0000% | $53720576.00       | $5012058.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-12-25      | 2.4137%  | 0.0000% | $142570240.00      | $278666.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-16      | 1.5619%  | 0.0000% | $152254720.00      | $688339.02         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-11-16      | 0.0000%  | 0.0000% | $212992000.00      | $21062.48          | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.0656%  | 0.0000% | $134057800.00      | $2010086.95        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-16      | 0.0000%  | 0.0000% | $155090856.00      | $75378.15          | Agency Mortgage-Backed Securities |
| GNMA                             | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $504678.43         | Agency Mortgage-Backed Securities |
| GNMA                             | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2710037.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-16      | 0.2175%  | 0.0000% | $87560192.00       | $62900.87          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-05-16      | 0.1331%  | 0.0000% | $155451392.00      | $20905.09          | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 2.0657%  | 0.0000% | $16725000.00       | $312251.71         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $261648.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-07-16      | 0.6784%  | 0.0000% | $128725000.00      | $1418445.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7335%  | 0.0000% | $190534656.00      | $2492844.33        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7057%  | 0.0000% | $120451200.00      | $1073054.42        | Agency Mortgage-Backed Securities |
| GNMA                             | 2041-07-16      | 0.1138%  | 0.0000% | $22085632.00       | $5651.83           | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.3394%  | 0.0000% | $86608768.00       | $767528.65         | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6204%  | 0.0000% | $72822912.00       | $1531967.41        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1247165.49        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.2469%  | 0.0000% | $195172352.00      | $1512957.05        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-04-16      | 0.7087%  | 0.0000% | $85128960.00       | $863715.39         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 0.6973%  | 0.0000% | $38018720.00       | $793960.05         | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1494099.58        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-05-16      | 1.8672%  | 0.0000% | $57656896.00       | $5259738.07        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8729%  | 0.0000% | $450000000.00      | $22880420.51       | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8853%  | 0.0000% | $100000000.00      | $5903351.84        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-10-16      | 0.8459%  | 0.0000% | $20750000.00       | $1089495.16        | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-07-16      | 1.0020%  | 0.0000% | $200000000.00      | $13578329.24       | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-05-16      | 0.9305%  | 0.0000% | $3800000.00        | $257034.26         | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.3302%  | 0.0000% | $150000000.00      | $6068157.36        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.6570%  | 0.0000% | $81695104.00       | $5061946.94        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 1.0011%  | 0.0000% | $42105680.00       | $1516073.73        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-07-20      | 0.2011%  | 0.0000% | $390000000.00      | $5621920.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.4011%  | 0.0000% | $593000000.00      | $14218174.82       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 0.3511%  | 0.0000% | $1000000000.00     | $16691083.90       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-08-20      | 4.5000%  | 0.0000% | $12887200.00       | $12034418.59       | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 3.0511%  | 0.0000% | $27281160.00       | $3097077.62        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.4233%  | 0.0000% | $31375392.00       | $2974725.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 4.5000%  | 0.0000% | $5811272.00        | $5435727.58        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-07-20      | 5.2500%  | 0.0000% | $135049472.00      | $132918295.86      | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-08-20      | 2.4511%  | 0.0000% | $51303488.00       | $4665681.00        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 1.9757%  | 0.0000% | $27000000.00       | $651820.61         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-10-20      | 1.9757%  | 0.0000% | $43600000.00       | $728798.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-08-20      | 0.0000%  | 0.0000% | $36764096.00       | $320934.97         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4373020.88        | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $63717888.00       | $393618.32         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $73687296.00       | $359652.44         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5442944.79        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-05-20      | 0.0000%  | 0.0000% | $32216832.00       | $306403.28         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2970872.47        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $9513290.49        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-04-16      | 0.8114%  | 0.0000% | $408000000.00      | $20066793.69       | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.2511%  | 0.0000% | $25000000.00       | $564614.53         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-07-20      | 1.9511%  | 0.0000% | $50000000.00       | $2913612.03        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 0.0500%  | 0.0000% | $99999744.00       | $82353.46          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 2.0011%  | 0.0000% | $30000000.00       | $1500904.49        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-07-20      | 1.9511%  | 0.0000% | $33599488.00       | $1806828.95        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-16      | 0.7666%  | 0.0000% | $100000000.00      | $6220771.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.3011%  | 0.0000% | $48333312.00       | $2906725.30        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.3011%  | 0.0000% | $27777760.00       | $852648.52         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.9011%  | 0.0000% | $190106880.00      | $5303017.70        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3680628.15        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.8511%  | 0.0000% | $20000000.00       | $320939.47         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.1011%  | 0.0000% | $100000000.00      | $1248717.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.3011%  | 0.0000% | $15259632.00       | $566640.54         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 0.6011%  | 0.0000% | $60000000.00       | $1714284.43        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 1.1011%  | 0.0000% | $109573376.00      | $2302512.13        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $583383.85         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-10-20      | 1.3511%  | 0.0000% | $121094656.00      | $2917325.96        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 0.0500%  | 0.0000% | $99999744.00       | $50850.88          | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-02-20      | 1.2511%  | 0.0000% | $139664128.00      | $3890523.62        | Agency Mortgage-Backed Securities |
| GNMA                             | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $15329901.76       | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-11-25      | 1.9137%  | 0.0000% | $21200000.00       | $298922.39         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9814114.47        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-25      | 2.0137%  | 0.0000% | $102568448.00      | $1758672.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3413263.67        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 0.2713%  | 0.0000% | $699016192.00      | $4271077.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-25      | 0.0000%  | 0.0000% | $30000000.00       | $305402.61         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-04-25      | 0.1915%  | 0.0000% | $440751000.00      | $1592433.36        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 1.0782%  | 0.0000% | $108126336.00      | $3362866.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $9986811.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-15      | 1.8435%  | 0.0000% | $30000000.00       | $306639.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6557259.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1133465.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6332402.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-10-25      | 2.2876%  | 0.0000% | $14982528.00       | $918496.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $7217.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $120475.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-25      | 2.8215%  | 0.0000% | $28000000.00       | $3263889.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2047552.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $5026822.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 4.5714%  | 0.0000% | $30607000.00       | $7496644.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10843199.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $7201520.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 0.0000%  | 0.0000% | $1263000.00        | $734872.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-15      | 1.7435%  | 0.0000% | $114609024.00      | $8627546.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 6.5000%  | 0.0000% | $19001181.00       | $2930172.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.4682%  | 0.0000% | $50000000.00       | $2202472.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.4782%  | 0.0000% | $50000000.00       | $2204621.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.4282%  | 0.0000% | $75000000.00       | $3285992.61        | Agency Mortgage-Backed Securities |

### Security 52: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 3.870000%
- **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_3.87_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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. | 2048-12-01      | 3.5000%  | 0.0000% | $28000.00          | $2480.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-08-01      | 3.5000%  | 0.0000% | $200000.00         | $35097.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $524283.00         | $43.52             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 4.0000%  | 0.0000% | $50000.00          | $8916.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $598000.00         | $517450.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $673000.00         | $319266.39         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-06-01      | 6.0000%  | 0.0000% | $4999.00           | $3.99              | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-01-01      | 6.0000%  | 0.0000% | $440000.00         | $679.94            | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-01-01      | 5.5000%  | 0.0000% | $503083.00         | $4180.65           | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-12-01      | 5.5000%  | 0.0000% | $15000.00          | $135.42            | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 5.5000%  | 0.0000% | $8457376.00        | $282995.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-09-01      | 5.5000%  | 0.0000% | $14000.00          | $1338.25           | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-07-01      | 4.5000%  | 0.0000% | $285000.00         | $2296.42           | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-01      | 4.5000%  | 0.0000% | $6000.00           | $381.09            | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $100383.87         | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-12-01      | 3.0000%  | 0.0000% | $64000.00          | $480.69            | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-01      | 4.0000%  | 0.0000% | $295976.00         | $39946.61          | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $9869.04           | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-06-01      | 6.5000%  | 0.0000% | $392350.00         | $10967.68          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-10-01      | 6.0000%  | 0.0000% | $395000.00         | $12576.06          | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-01-01      | 4.5000%  | 0.0000% | $65536.00          | $7.88              | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-09-01      | 4.0000%  | 0.0000% | $72000.00          | $87.30             | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-12-01      | 3.5000%  | 0.0000% | $390000.00         | $63557.80          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-05-01      | 6.5000%  | 0.0000% | $800000.00         | $50771.08          | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $87768.21          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-06-01      | 4.0000%  | 0.0000% | $109000.00         | $14256.07          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-01      | 3.5000%  | 0.0000% | $26000.00          | $4485.53           | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-09-01      | 3.0000%  | 0.0000% | $62000.00          | $4729.19           | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-12-01      | 3.0000%  | 0.0000% | $5000.00           | $966.91            | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-01      | 3.5000%  | 0.0000% | $50000.00          | $9424.18           | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $10000.00          | $9171.22           | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-12-01      | 5.0000%  | 0.0000% | $1031826.00        | $47709.75          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 4.0000%  | 0.0000% | $426000.00         | $56446.57          | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-11-01      | 2.0000%  | 0.0000% | $21000.00          | $3296.23           | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-12-01      | 3.0000%  | 0.0000% | $690000.00         | $183275.01         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $313.64            | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-09-01      | 4.5000%  | 0.0000% | $241897.00         | $10679.17          | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-05-01      | 2.5000%  | 0.0000% | $510612.00         | $20770.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-08-01      | 3.0000%  | 0.0000% | $165000.00         | $27697.59          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-03-01      | 4.0000%  | 0.0000% | $763846.00         | $60677.47          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 3.0000%  | 0.0000% | $154000.00         | $30698.13          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $170.63            | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-11-01      | 5.0000%  | 0.0000% | $76000.00          | $650.44            | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-02-01      | 5.0000%  | 0.0000% | $3812000.00        | $33234.76          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-01-01      | 5.5000%  | 0.0000% | $18985000.00       | $207387.79         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-10-01      | 4.5000%  | 0.0000% | $199996.00         | $967.14            | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-10-01      | 5.5000%  | 0.0000% | $400000.00         | $2648.83           | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-01      | 6.0000%  | 0.0000% | $158155.00         | $141384.08         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-06-01      | 6.0000%  | 0.0000% | $185744.00         | $165958.50         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.0000%  | 0.0000% | $599999.00         | $590687.91         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.5000%  | 0.0000% | $3709040.00        | $3898460.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-06-01      | 3.5000%  | 0.0000% | $6000.00           | $693.61            | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-09-01      | 4.5000%  | 0.0000% | $538637.00         | $62057.12          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $101801.63         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-01      | 4.0000%  | 0.0000% | $24000.00          | $2492.43           | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-01      | 2.5000%  | 0.0000% | $216000.00         | $35091.17          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-01      | 4.5000%  | 0.0000% | $137000.00         | $26351.60          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-02-01      | 3.0000%  | 0.0000% | $21000.00          | $3882.92           | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-06-01      | 5.0000%  | 0.0000% | $493179.00         | $84429.06          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-04-01      | 4.5000%  | 0.0000% | $349898.00         | $107725.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-04-01      | 3.5000%  | 0.0000% | $534000.00         | $137678.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 4.5000%  | 0.0000% | $181000.00         | $53414.58          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-01      | 3.0000%  | 0.0000% | $776000.00         | $374507.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-06-01      | 2.5000%  | 0.0000% | $67050.00          | $40324.46          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-07-01      | 3.0000%  | 0.0000% | $2298000.00        | $748233.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $45000.00          | $28204.18          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $141647.03         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 3.5000%  | 0.0000% | $654000.00         | $171674.27         | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-08-01      | 4.5000%  | 0.0000% | $235000.00         | $24603.53          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 4.0000%  | 0.0000% | $957000.00         | $282420.76         | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-07-01      | 4.5000%  | 0.0000% | $20000.00          | $3446.58           | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-11-01      | 3.5000%  | 0.0000% | $20000.00          | $5703.72           | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-04-01      | 3.0000%  | 0.0000% | $4137000.00        | $2190756.11        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $1438400.00        | $931295.94         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2068.62           | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-11-01      | 4.5000%  | 0.0000% | $10499.00          | $6516.92           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 5.5000%  | 0.0000% | $281052.00         | $224804.70         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $588000.00         | $496972.98         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 5.0000%  | 0.0000% | $14000.00          | $12528.01          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 6.0000%  | 0.0000% | $30000.00          | $28218.64          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-04-01      | 5.5000%  | 0.0000% | $435000.00         | $382939.95         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $6135840.00        | $4983192.78        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 5.5000%  | 0.0000% | $526417.00         | $517536.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $13849120.00       | $11961111.02       | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-06-01      | 4.5000%  | 0.0000% | $70000.00          | $11755.96          | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-07-01      | 5.0000%  | 0.0000% | $260000.00         | $83157.64          | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 5.0000%  | 0.0000% | $40000.00          | $13918.05          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-10-01      | 4.0000%  | 0.0000% | $57153.00          | $17257.38          | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-11-01      | 3.5000%  | 0.0000% | $198000.00         | $97155.92          | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-11-01      | 4.0000%  | 0.0000% | $432000.00         | $188160.92         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 2.5000%  | 0.0000% | $160000.00         | $97588.90          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-01      | 2.5000%  | 0.0000% | $75000.00          | $45441.18          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 3.0000%  | 0.0000% | $66000.00          | $44739.13          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-02-01      | 4.0000%  | 0.0000% | $19000.00          | $12261.22          | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-11-01      | 4.5000%  | 0.0000% | $163000.00         | $67559.15          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-08-01      | 2.0000%  | 0.0000% | $125000.00         | $75543.15          | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1114.40           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 4.5000%  | 0.0000% | $600000.00         | $479158.88         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $81372.23          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 2.5000%  | 0.0000% | $8018000.00        | $5673330.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.5000%  | 0.0000% | $149000.00         | $114187.09         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 2.5000%  | 0.0000% | $7855000.00        | $5930817.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-07-01      | 5.0000%  | 0.0000% | $249000.00         | $191911.13         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-11-01      | 5.5000%  | 0.0000% | $15000.00          | $13133.34          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-06-01      | 3.0000%  | 0.0000% | $1089000.00        | $857845.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 3.5000%  | 0.0000% | $25000.00          | $20086.16          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 6.5000%  | 0.0000% | $400000.00         | $298022.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 5.5000%  | 0.0000% | $16000.00          | $15027.51          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-09-01      | 6.0000%  | 0.0000% | $16000.00          | $13652.94          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-08-01      | 5.5000%  | 0.0000% | $1316000.00        | $889262.79         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-01      | 5.0000%  | 0.0000% | $4499280.00        | $4109272.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-10-01      | 6.0000%  | 0.0000% | $3114000.00        | $21988.14          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-04-01      | 4.5000%  | 0.0000% | $311999.00         | $10850.94          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 6.0000%  | 0.0000% | $2020000.00        | $24019.03          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 6.0000%  | 0.0000% | $530200.00         | $5452.43           | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-01-01      | 5.0000%  | 0.0000% | $469389.00         | $1517.22           | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-05-01      | 5.5000%  | 0.0000% | $3157508.00        | $27066.31          | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-08-01      | 5.5000%  | 0.0000% | $690000.00         | $18266.29          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 4.5000%  | 0.0000% | $73000.00          | $1738.39           | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-01      | 3.0000%  | 0.0000% | $9000.00           | $1738.16           | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-07-01      | 4.5000%  | 0.0000% | $1619534.00        | $39572.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-06-01      | 4.5000%  | 0.0000% | $1475000.00        | $44266.93          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-11-03      | 5.5000%  | 0.0000% | $201890.00         | $47122.34          | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-01      | 3.5000%  | 0.0000% | $71000.00          | $4495.36           | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-06-01      | 4.0000%  | 0.0000% | $78000.00          | $4101.93           | Agency Mortgage-Backed Securities |
| FNMA                             | 2027-05-01      | 3.0000%  | 0.0000% | $2000.00           | $22.44             | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-05-01      | 3.5000%  | 0.0000% | $5460000.00        | $634234.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-01-01      | 4.0000%  | 0.0000% | $89000.00          | $11542.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 3.0000%  | 0.0000% | $872385.00         | $446448.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1591.63           | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-09-01      | 2.5000%  | 0.0000% | $453000.00         | $184403.68         | Agency Mortgage-Backed Securities |
| FNMA                             | 2030-12-01      | 3.0000%  | 0.0000% | $320150.00         | $97414.10          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-02-01      | 6.0000%  | 0.0000% | $81000.00          | $39550.81          | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-03-01      | 5.0000%  | 0.0000% | $16000.00          | $9743.44           | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-05-01      | 5.5000%  | 0.0000% | $14000.00          | $8361.36           | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 3.0000%  | 0.0000% | $18663808.00       | $12516775.84       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $53283.59          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-12-01      | 3.5000%  | 0.0000% | $10000.00          | $7858.46           | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.5000%  | 0.0000% | $26010760.00       | $20572970.60       | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $846.26            | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 4.0000%  | 0.0000% | $29000.00          | $26721.40          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 5.5000%  | 0.0000% | $29000.00          | $26598.37          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-04-01      | 4.5000%  | 0.0000% | $210000.00         | $4420.30           | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-04-01      | 5.0000%  | 0.0000% | $1200000.00        | $34367.52          | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-07-01      | 5.0000%  | 0.0000% | $979999.00         | $48970.90          | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-03-01      | 3.5000%  | 0.0000% | $3000.00           | $156.73            | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-12-01      | 2.5000%  | 0.0000% | $406940.00         | $70924.53          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-11-01      | 4.5000%  | 0.0000% | $663620.00         | $113952.71         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-08-01      | 3.5000%  | 0.0000% | $594000.00         | $481320.99         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 2.5000%  | 0.0000% | $1650000.00        | $1216396.81        | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-12-01      | 5.0000%  | 0.0000% | $800000.00         | $546326.77         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-07-01      | 6.0000%  | 0.0000% | $600000.00         | $415508.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.5000%  | 0.0000% | $4076136.00        | $2735494.71        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-05-01      | 5.5000%  | 0.0000% | $28000.00          | $12705.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-06-01      | 5.0000%  | 0.0000% | $11960512.00       | $10727363.41       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-05-01      | 3.5000%  | 0.0000% | $18000.00          | $6638.18           | Agency Mortgage-Backed Securities |

### Security 53: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 4.080000%
- **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_4.08_1201
- **C.18 - Value (incl. sponsor support):** $6329000000.00
- **C.18.a - Value (excl. sponsor support):** $6329000000.00
- **C.19 - Percentage of Net Assets:** 23.9600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                 | 2026-04-30      | 4.8750%  | 0.0000% | $392000000.00      | $395221314.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2026-04-15      | 0.1250%  | 0.0000% | $849559300.00      | $1044890866.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2026-05-21      | 0.0000%  | 0.0000% | $250000000.00      | $245563415.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                 | 2026-05-28      | 0.0000%  | 0.0000% | $622000000.00      | $610522924.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-05-31      | 4.8750%  | 0.0000% | $77110500.00       | $79381710.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2031-11-30      | 4.1250%  | 0.0000% | $991537800.00      | $1035933508.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2031-12-31      | 4.5000%  | 0.0000% | $355100000.00      | $377442114.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-02-15      | 1.8750%  | 0.0000% | $379000000.00      | $342979555.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-03-31      | 4.1250%  | 0.0000% | $334992000.00      | $345214033.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-01-31      | 4.3750%  | 0.0000% | $600000000.00      | $631153542.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2032-02-29      | 4.1250%  | 0.0000% | $967954000.00      | $1000910733.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2032-01-15      | 0.1250%  | 0.0000% | $320000000.00      | $346366624.00      | U.S. Treasuries (including strips) |

### 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: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $380910110.71
- **C.18.a - Value (excl. sponsor support):** $380910110.71
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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? 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $256866070.51
- **C.18.a - Value (excl. sponsor support):** $256866070.51
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $132752852.10
- **C.18.a - Value (excl. sponsor support):** $132752852.10
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246920342.50
- **C.18.a - Value (excl. sponsor support):** $246920342.50
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250727037.50
- **C.18.a - Value (excl. sponsor support):** $250727037.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245167973.88
- **C.18.a - Value (excl. sponsor support):** $245167973.88
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 60: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254972884.48
- **C.18.a - Value (excl. sponsor support):** $254972884.48
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $261752680.42
- **C.18.a - Value (excl. sponsor support):** $261752680.42
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $449178005.80
- **C.18.a - Value (excl. sponsor support):** $449178005.80
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $253249213.35
- **C.18.a - Value (excl. sponsor support):** $253249213.35
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251972516.88
- **C.18.a - Value (excl. sponsor support):** $251972516.88
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 65: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257059196.45
- **C.18.a - Value (excl. sponsor support):** $257059196.45
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197216761.00
- **C.18.a - Value (excl. sponsor support):** $197216761.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122806879.44
- **C.18.a - Value (excl. sponsor support):** $122806879.44
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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 Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183840933.84
- **C.18.a - Value (excl. sponsor support):** $183840933.84
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245599787.52
- **C.18.a - Value (excl. sponsor support):** $245599787.52
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185556851.28
- **C.18.a - Value (excl. sponsor support):** $185556851.28
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185419209.42
- **C.18.a - Value (excl. sponsor support):** $185419209.42
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 72: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123708076.25
- **C.18.a - Value (excl. sponsor support):** $123708076.25
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249051000.00
- **C.18.a - Value (excl. sponsor support):** $249051000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249866885.60
- **C.18.a - Value (excl. sponsor support):** $249866885.60
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 75: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122182733.88
- **C.18.a - Value (excl. sponsor support):** $122182733.88
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128106660.50
- **C.18.a - Value (excl. sponsor support):** $128106660.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128018042.10
- **C.18.a - Value (excl. sponsor support):** $128018042.10
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194840452.62
- **C.18.a - Value (excl. sponsor support):** $194840452.62
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185636018.26
- **C.18.a - Value (excl. sponsor support):** $185636018.26
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 80: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250977629.32
- **C.18.a - Value (excl. sponsor support):** $250977629.32
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194293912.12
- **C.18.a - Value (excl. sponsor support):** $194293912.12
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193157911.05
- **C.18.a - Value (excl. sponsor support):** $193157911.05
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196532618.00
- **C.18.a - Value (excl. sponsor support):** $196532618.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195413522.50
- **C.18.a - Value (excl. sponsor support):** $195413522.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195983334.36
- **C.18.a - Value (excl. sponsor support):** $195983334.36
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198803409.69
- **C.18.a - Value (excl. sponsor support):** $198803409.69
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198654251.61
- **C.18.a - Value (excl. sponsor support):** $198654251.61
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264701724.00
- **C.18.a - Value (excl. sponsor support):** $264701724.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 89: 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):** $137998113.54
- **C.18.a - Value (excl. sponsor support):** $137998113.54
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 90: 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):** $134326625.00
- **C.18.a - Value (excl. sponsor support):** $134326625.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 91: 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):** $129992636.80
- **C.18.a - Value (excl. sponsor support):** $129992636.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 92: 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):** $123913781.56
- **C.18.a - Value (excl. sponsor support):** $123913781.56
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 93: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.025400%
- **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):** $699050803.32
- **C.18.a - Value (excl. sponsor support):** $699050803.32
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 94: 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):** $329160644.12
- **C.18.a - Value (excl. sponsor support):** $329160644.12
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 95: 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):** $255538289.70
- **C.18.a - Value (excl. sponsor support):** $255538289.70
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 96: 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):** $254111322.74
- **C.18.a - Value (excl. sponsor support):** $254111322.74
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 97: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.930400%
- **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):** $663015076.62
- **C.18.a - Value (excl. sponsor support):** $663015076.62
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 98: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.962400%
- **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):** $516061223.40
- **C.18.a - Value (excl. sponsor support):** $516061223.40
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 99: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.985400%
- **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):** $810210859.20
- **C.18.a - Value (excl. sponsor support):** $810210859.20
- **C.19 - Percentage of Net Assets:** 3.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 100: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.878400%
- **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):** $369674892.10
- **C.18.a - Value (excl. sponsor support):** $369674892.10
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 101: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.000000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: 922JUL005_4.00_0226
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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. | 2042-08-01      | 6.4820%  | 0.0000% | $19818208.00       | $522693.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-12-01      | 6.4430%  | 0.0000% | $44883514.00       | $309048.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-10-01      | 3.0000%  | 0.0000% | $1160084.00        | $128734.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $430737.01         | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-04-01      | 4.5000%  | 0.0000% | $6700000.00        | $649143.60         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-01      | 4.0000%  | 0.0000% | $1500000.00        | $115653.40         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-07-01      | 3.9700%  | 0.0000% | $1122858.00        | $1095950.39        | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-06-01      | 3.6700%  | 0.0000% | $11114000.00       | $9269699.20        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $65878.54          | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-01      | 6.3050%  | 0.0000% | $40195968.00       | $621259.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-04-01      | 3.5000%  | 0.0000% | $6550000.00        | $1920915.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-10-01      | 2.5000%  | 0.0000% | $3690864.00        | $526401.11         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.5000%  | 0.0000% | $2300596.00        | $1219248.28        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $5340472.82        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 7.0000%  | 0.0000% | $1585484.00        | $1218282.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1254828.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2044-06-01      | 5.5000%  | 0.0000% | $1000836.00        | $784164.64         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.5000%  | 0.0000% | $5521496.00        | $4768834.66        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $1018960.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-01      | 6.0000%  | 0.0000% | $2123390.00        | $2181413.57        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 5.0000%  | 0.0000% | $1956280.00        | $1929375.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $887218.51         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.5000%  | 0.0000% | $106247.00         | $106547.86         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3529380.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-01      | 5.0000%  | 0.0000% | $1572170.00        | $1357055.13        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 5.0000%  | 0.0000% | $4932264.00        | $4927683.60        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 6.5000%  | 0.0000% | $6059264.00        | $5500733.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.5000%  | 0.0000% | $1208976.00        | $1134459.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 5.5000%  | 0.0000% | $1869974.00        | $1891957.88        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6160208.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-01      | 6.5000%  | 0.0000% | $9256144.00        | $9675694.43        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $5337663.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 5.5000%  | 0.0000% | $6099024.00        | $6106736.41        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $1725508.00        | $1802175.46        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $561005.00         | $587797.48         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 6.0000%  | 0.0000% | $1401796.00        | $1474141.29        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 6.5000%  | 0.0000% | $1895450.00        | $1983178.37        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 7.0000%  | 0.0000% | $1123498.00        | $1103514.56        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 7.0000%  | 0.0000% | $1006474.00        | $955678.51         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $2373340.00        | $2495572.75        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-08-01      | 6.0000%  | 0.0000% | $1183600.00        | $1158964.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.5000%  | 0.0000% | $2493284.00        | $2606888.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.0000%  | 0.0000% | $8622816.00        | $8114307.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-10-01      | 6.0000%  | 0.0000% | $1040536.00        | $1086764.90        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 5.0000%  | 0.0000% | $2182630.00        | $2191854.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 7.0000%  | 0.0000% | $1091188.00        | $1156686.56        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 7.0000%  | 0.0000% | $1915206.00        | $2040732.53        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-10-01      | 6.5000%  | 0.0000% | $9029968.00        | $9390721.81        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 5.5000%  | 0.0000% | $65650160.00       | $66683105.39       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 5.5000%  | 0.0000% | $1715398.00        | $1765602.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 4.8100%  | 0.0000% | $10109408.00       | $10216456.79       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 5.5000%  | 0.0000% | $3594152.00        | $3744150.34        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-12-01      | 7.0000%  | 0.0000% | $1069162.00        | $1146815.24        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-12-01      | 5.0000%  | 0.0000% | $5744752.00        | $5772573.83        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-12-01      | 6.5000%  | 0.0000% | $11486160.00       | $11960779.62       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-09-01      | 3.0000%  | 0.0000% | $1607852.00        | $311403.75         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-07-01      | 3.0000%  | 0.0000% | $471000.00         | $293148.19         | Agency Mortgage-Backed Securities |
| FNMA                             | 2047-06-01      | 3.5000%  | 0.0000% | $1507494.00        | $235164.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2028-12-01      | 3.9550%  | 0.0000% | $1366000.00        | $1373353.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-02-01      | 3.6800%  | 0.0000% | $135248.00         | $134838.47         | Agency Mortgage-Backed Securities |
| FNMA                             | 2034-05-01      | 3.5900%  | 0.0000% | $3085252.00        | $2954957.18        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1699720.36        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-01      | 3.5000%  | 0.0000% | $174019.00         | $16092.72          | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-12-01      | 2.5000%  | 0.0000% | $450000.00         | $109388.74         | Agency Mortgage-Backed Securities |
| FNMA                             | 2035-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $940637.25         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-06-01      | 3.5000%  | 0.0000% | $974009.00         | $774551.70         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $60533.86          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $1956514.00        | $1882586.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.0000%  | 0.0000% | $23906112.00       | $23451489.19       | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-10-01      | 6.0000%  | 0.0000% | $1391310.00        | $1441311.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-01      | 7.0000%  | 0.0000% | $1473424.00        | $1536475.72        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-07-01      | 4.5000%  | 0.0000% | $1600000.00        | $1260252.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-08-01      | 6.5000%  | 0.0000% | $2182828.00        | $1619477.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-03-01      | 5.5000%  | 0.0000% | $10000.00          | $8741.82           | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $90338.00          | $85483.00          | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-09-01      | 2.5000%  | 0.0000% | $93861504.00       | $80585732.87       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-12-01      | 4.5000%  | 0.0000% | $300000.00         | $293707.05         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-12-01      | 2.0000%  | 0.0000% | $500000.00         | $277628.57         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.5000%  | 0.0000% | $70000.00          | $42475.79          | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-07-01      | 3.5000%  | 0.0000% | $5050000.00        | $2996871.78        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 1.5000%  | 0.0000% | $2082488.00        | $1205752.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-02-01      | 5.5000%  | 0.0000% | $1690000.00        | $1278699.77        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $71900.90          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-01      | 4.5000%  | 0.0000% | $20620288.00       | $20374167.64       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-05-01      | 2.5000%  | 0.0000% | $1337884.00        | $498983.25         | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $2685195.99        | Agency Mortgage-Backed Securities |
| FNMA                             | 2037-02-01      | 3.0000%  | 0.0000% | $314181.00         | $173947.32         | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-11-01      | 4.0000%  | 0.0000% | $4300000.00        | $242945.72         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-05-01      | 3.0000%  | 0.0000% | $3600000.00        | $2573531.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $4870299.96        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 5.0000%  | 0.0000% | $3022252.00        | $3015648.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 7.0000%  | 0.0000% | $4136664.00        | $4364063.63        | Agency Mortgage-Backed Securities |
| FNMA                             | 2040-09-01      | 5.0000%  | 0.0000% | $1942232.00        | $1958742.50        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5977960.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.0000%  | 0.0000% | $6935424.00        | $6730375.80        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 5.5000%  | 0.0000% | $2566664.00        | $2617143.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-06-01      | 5.0000%  | 0.0000% | $4074576.00        | $4070251.22        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-02-01      | 5.5000%  | 0.0000% | $4114784.00        | $4130262.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-01      | 5.0510%  | 0.0000% | $97582000.00       | $97348608.25       | Agency Mortgage-Backed Securities |

### Security 102: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 4.090000%
- **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_4.09_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                             | 2055-05-25      | 5.1218%  | 0.0000% | $20007891.00       | $18607286.97       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.4718%  | 0.0000% | $60000000.00       | $52011670.07       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-02-25      | 5.0000%  | 0.0000% | $7500000.00        | $6922464.27        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-25      | 4.5000%  | 0.0000% | $1685400.00        | $1529625.22        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-11-25      | 6.0000%  | 0.0000% | $17508733.00       | $16547055.83       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $12747000.00       | $12547975.47       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $316500.00         | $276564.35         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 4.5000%  | 0.0000% | $708910.00         | $623115.59         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-25      | 4.5000%  | 0.0000% | $1000715.00        | $822385.57         | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-25      | 6.0000%  | 0.0000% | $24426834.00       | $20201323.84       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-09-25      | 6.0000%  | 0.0000% | $35287841.00       | $32432549.80       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-12-25      | 6.0000%  | 0.0000% | $7296893.00        | $7311581.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-25      | 6.0000%  | 0.0000% | $7500000.00        | $4859861.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $261387.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.3218%  | 0.0000% | $50333333.00       | $41193443.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-25      | 1.0000%  | 0.0000% | $3455454.00        | $1813502.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 5.0218%  | 0.0000% | $17171806.00       | $14224183.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.7218%  | 0.0000% | $40000000.00       | $33031016.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 4.9218%  | 0.0000% | $37500000.00       | $32008047.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 4.7500%  | 0.0000% | $553173.00         | $506000.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 4.5000%  | 0.0000% | $45262.00          | $40233.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 5.0000%  | 0.0000% | $452616.00         | $425697.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 4.5000%  | 0.0000% | $4507500.00        | $4401300.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.5000%  | 0.0000% | $163000.00         | $140900.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 5.5000%  | 0.0000% | $4671327.00        | $3260827.01        | Agency Mortgage-Backed Securities |

### Security 103: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.060000%
- **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: ZBUT11V806EZRVTWT807, C.5 - Other ID: 976WZB909_4.06_1205
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2034-11-01      | 6.7220%  | 0.0000% | $2584696.00        | $17647.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-03-01      | 3.5000%  | 0.0000% | $90691456.00       | $24080432.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.5000%  | 0.0000% | $131830784.00      | $73495864.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 5.0000%  | 0.0000% | $2770812.00        | $2811835.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 5.0000%  | 0.0000% | $2849096.00        | $2894930.65        | Agency Mortgage-Backed Securities |
| FNMA                             | 2038-11-01      | 6.0000%  | 0.0000% | $57781.00          | $32914.67          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-07-01      | 6.5000%  | 0.0000% | $1627648.00        | $1669336.02        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-01      | 6.5000%  | 0.0000% | $1503628.00        | $1571662.51        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-07-01      | 6.0000%  | 0.0000% | $2333480.00        | $2245731.91        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-08-01      | 6.5000%  | 0.0000% | $1811576.00        | $1909304.31        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-01-01      | 3.5000%  | 0.0000% | $220275.00         | $192245.80         | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-01-01      | 6.5000%  | 0.0000% | $61800.00          | $31362.21          | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-12-01      | 5.4800%  | 0.0000% | $6821600.00        | $7337885.97        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-03-01      | 2.5000%  | 0.0000% | $64000000.00       | $45004869.20       | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5883.99           | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-09-01      | 6.0000%  | 0.0000% | $3557176.00        | $2645562.44        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-12-01      | 6.0000%  | 0.0000% | $1055364.00        | $1070679.21        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-11-01      | 3.5000%  | 0.0000% | $8472752.00        | $3087970.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-01-01      | 4.0000%  | 0.0000% | $5470056.00        | $304468.88         | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-08-01      | 1.5000%  | 0.0000% | $23033824.00       | $12615527.78       | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-06-01      | 3.5000%  | 0.0000% | $999956.00         | $45115.24          | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-01-01      | 5.0000%  | 0.0000% | $836000.00         | $755112.45         | Agency Mortgage-Backed Securities |
| FNMA                             | 2039-10-01      | 4.0000%  | 0.0000% | $68858.00          | $58417.93          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-04-01      | 4.5000%  | 0.0000% | $5132000.00        | $4903317.23        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2435467.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.0000%  | 0.0000% | $4029624.00        | $4053514.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $4490904.00        | $4422014.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $4388408.00        | $4300925.37        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-12-05

**By:** Rose Ann Bubloski

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

**Title of Signing Officer:** Vice President