# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001145549-25-057951
**Filing Date:** 2025-9
**Character Count:** 205531
**Document Hash:** 10e2f94db71166817a46f4a7235f4765
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057951.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057951

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251299047

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street Treasury Plus Money Market Portfolio (Series ID: S000019934)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000055943 | State Street Treasury Plus Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street Treasury Plus Money Market Portfolio

**LEI of Series:** 5493008OWE0VKOXO4934

**EDGAR Series Identifier:** S000019934

**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            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| 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:** 51 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $54422019190.88

- **Amortized Cost of Portfolio Securities:** $54411471943.97

- **Cash:** $3810226321.18

- **Total Other Assets:** $71491970.68

- **Total Liabilities:** $1790342725.58

- **Net Assets of Series:** $56502847510.25

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

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $55284365280.78           | $55284365280.78            | 97.2500%                  | 97.2500%                   |
| 2025-08-04 | $57420000051.13           | $57420000051.13            | 97.3600%                  | 97.3600%                   |
| 2025-08-05 | $56269836672.49           | $56269836672.49            | 97.3000%                  | 97.3000%                   |
| 2025-08-06 | $55247627561.27           | $55247627561.27            | 97.2500%                  | 97.2500%                   |
| 2025-08-07 | $53514262335.04           | $53514262335.04            | 97.1700%                  | 97.1700%                   |
| 2025-08-08 | $52632275155.56           | $52632275155.56            | 97.1100%                  | 97.1100%                   |
| 2025-08-11 | $53559135388.46           | $53559135388.46            | 97.1600%                  | 97.1600%                   |
| 2025-08-12 | $54254564126.83           | $54254564126.83            | 97.1900%                  | 97.1900%                   |
| 2025-08-13 | $54682549052.88           | $54682549052.88            | 97.2100%                  | 97.2100%                   |
| 2025-08-14 | $54260671767.36           | $54260671767.36            | 97.1900%                  | 97.1900%                   |
| 2025-08-15 | $55403709411.37           | $55403709411.37            | 97.2500%                  | 97.2500%                   |
| 2025-08-18 | $55642033627.53           | $55642033627.53            | 97.2600%                  | 97.2600%                   |
| 2025-08-19 | $53822474010.00           | $53822474010.00            | 97.1700%                  | 97.1700%                   |
| 2025-08-20 | $53635310998.07           | $53635310998.07            | 97.1600%                  | 97.1600%                   |
| 2025-08-21 | $53251209021.90           | $53251209021.90            | 97.1400%                  | 97.1400%                   |
| 2025-08-22 | $54122669772.22           | $54122669772.22            | 97.1700%                  | 97.1700%                   |
| 2025-08-25 | $54333992597.89           | $54833992597.89            | 97.1900%                  | 98.0800%                   |
| 2025-08-26 | $54572612538.24           | $55072612538.24            | 97.1900%                  | 98.0800%                   |
| 2025-08-27 | $55723199934.13           | $56223199934.13            | 97.2500%                  | 98.1200%                   |
| 2025-08-28 | $57196013468.39           | $57696013468.39            | 97.3100%                  | 98.1600%                   |
| 2025-08-29 | $57212245512.06           | $57332245512.06            | 98.1300%                  | 98.3300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%             |
| 2025-08-04 | 0.0000%             |
| 2025-08-05 | 0.0000%             |
| 2025-08-06 | 0.0000%             |
| 2025-08-07 | 0.0000%             |
| 2025-08-08 | 0.0000%             |
| 2025-08-11 | 0.0000%             |
| 2025-08-12 | 0.0000%             |
| 2025-08-13 | 0.0000%             |
| 2025-08-14 | 0.0000%             |
| 2025-08-15 | 0.0000%             |
| 2025-08-18 | 0.0000%             |
| 2025-08-19 | 0.0000%             |
| 2025-08-20 | 0.0000%             |
| 2025-08-21 | 0.0000%             |
| 2025-08-22 | 0.0000%             |
| 2025-08-25 | 0.0000%             |
| 2025-08-26 | 0.0000%             |
| 2025-08-27 | 0.0000%             |
| 2025-08-28 | 0.0000%             |
| 2025-08-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.0000                      |
|  |  |
| 2025-08-04 | 0.0000                      |
|  |  |
| 2025-08-05 | 0.0000                      |
|  |  |
| 2025-08-06 | 0.0000                      |
|  |  |
| 2025-08-07 | 0.0000                      |
|  |  |
| 2025-08-08 | 0.0000                      |
|  |  |
| 2025-08-11 | 0.0000                      |
|  |  |
| 2025-08-12 | 0.0000                      |
|  |  |
| 2025-08-13 | 0.0000                      |
|  |  |
| 2025-08-14 | 0.0000                      |
|  |  |
| 2025-08-15 | 0.0000                      |
|  |  |
| 2025-08-18 | 0.0000                      |
|  |  |
| 2025-08-19 | 0.0000                      |
|  |  |
| 2025-08-20 | 0.0000                      |
|  |  |
| 2025-08-21 | 0.0000                      |
|  |  |
| 2025-08-22 | 0.0000                      |
|  |  |
| 2025-08-25 | 0.0000                      |
|  |  |
| 2025-08-26 | 0.0000                      |
|  |  |
| 2025-08-27 | 0.0000                      |
|  |  |
| 2025-08-28 | 0.0000                      |
|  |  |
| 2025-08-29 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $56502847510.25

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.0000          |
|  |  |
| 2025-08-04 | 0.0000          |
|  |  |
| 2025-08-05 | 0.0000          |
|  |  |
| 2025-08-06 | 0.0000          |
|  |  |
| 2025-08-07 | 0.0000          |
|  |  |
| 2025-08-08 | 0.0000          |
|  |  |
| 2025-08-11 | 0.0000          |
|  |  |
| 2025-08-12 | 0.0000          |
|  |  |
| 2025-08-13 | 0.0000          |
|  |  |
| 2025-08-14 | 0.0000          |
|  |  |
| 2025-08-15 | 0.0000          |
|  |  |
| 2025-08-18 | 0.0000          |
|  |  |
| 2025-08-19 | 0.0000          |
|  |  |
| 2025-08-20 | 0.0000          |
|  |  |
| 2025-08-21 | 0.0000          |
|  |  |
| 2025-08-22 | 0.0000          |
|  |  |
| 2025-08-25 | 0.0000          |
|  |  |
| 2025-08-26 | 0.0000          |
|  |  |
| 2025-08-27 | 0.0000          |
|  |  |
| 2025-08-28 | 0.0000          |
|  |  |
| 2025-08-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $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   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46599M002, C.3 - LEI: N/A, C.5 - Other ID: 46599M002_4.33_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $74000000.00       | $63946104.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $29530000.00       | $30045438.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $47325200.00       | $49295964.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $54000000.00       | $55705206.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $55000800.00       | $56007361.28       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $639479507.85
- **C.18.a - Value (excl. sponsor support):** $639479507.85
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $266957841.23
- **C.18.a - Value (excl. sponsor support):** $266957841.23
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $569328156.01
- **C.18.a - Value (excl. sponsor support):** $569328156.01
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1003268394.41
- **C.18.a - Value (excl. sponsor support):** $1003268394.41
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $662074385.05
- **C.18.a - Value (excl. sponsor support):** $662074385.05
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $489960954.41
- **C.18.a - Value (excl. sponsor support):** $489960954.41
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1110449632.49
- **C.18.a - Value (excl. sponsor support):** $1110449632.49
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29668530.47
- **C.18.a - Value (excl. sponsor support):** $29668530.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $800243783.65
- **C.18.a - Value (excl. sponsor support):** $800243783.65
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $731626486.45
- **C.18.a - Value (excl. sponsor support):** $731626486.45
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $394651081.97
- **C.18.a - Value (excl. sponsor support):** $394651081.97
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $727974236.72
- **C.18.a - Value (excl. sponsor support):** $727974236.72
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $436994433.33
- **C.18.a - Value (excl. sponsor support):** $436994433.33
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $740270000.00
- **C.18.a - Value (excl. sponsor support):** $740270000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1735848415.26
- **C.18.a - Value (excl. sponsor support):** $1735848415.26
- **C.19 - Percentage of Net Assets:** 3.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1256870668.86
- **C.18.a - Value (excl. sponsor support):** $1256870668.86
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498722979.28
- **C.18.a - Value (excl. sponsor support):** $498722979.28
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1038018568.63
- **C.18.a - Value (excl. sponsor support):** $1038018568.63
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.247500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $591996358.84
- **C.18.a - Value (excl. sponsor support):** $591996358.84
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.237500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $570101477.77
- **C.18.a - Value (excl. sponsor support):** $570101477.77
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $885033344.99
- **C.18.a - Value (excl. sponsor support):** $885033344.99
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $977176316.02
- **C.18.a - Value (excl. sponsor support):** $977176316.02
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1802731766.86
- **C.18.a - Value (excl. sponsor support):** $1802731766.86
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $722920055.95
- **C.18.a - Value (excl. sponsor support):** $722920055.95
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329695963.04
- **C.18.a - Value (excl. sponsor support):** $329695963.04
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $780004213.60
- **C.18.a - Value (excl. sponsor support):** $780004213.60
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1281828504.22
- **C.18.a - Value (excl. sponsor support):** $1281828504.22
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $749494542.90
- **C.18.a - Value (excl. sponsor support):** $749494542.90
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $545836303.33
- **C.18.a - Value (excl. sponsor support):** $545836303.33
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.185000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $235494969.11
- **C.18.a - Value (excl. sponsor support):** $235494969.11
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $294209174.64
- **C.18.a - Value (excl. sponsor support):** $294209174.64
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.225000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $332837825.83
- **C.18.a - Value (excl. sponsor support):** $332837825.83
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $853731579.92
- **C.18.a - Value (excl. sponsor support):** $853731579.92
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90485323.66
- **C.18.a - Value (excl. sponsor support):** $90485323.66
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $470704875.41
- **C.18.a - Value (excl. sponsor support):** $470704875.41
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33026317.47
- **C.18.a - Value (excl. sponsor support):** $33026317.47
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252318974.83
- **C.18.a - Value (excl. sponsor support):** $252318974.83
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44172573.21
- **C.18.a - Value (excl. sponsor support):** $44172573.21
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20942039.04
- **C.18.a - Value (excl. sponsor support):** $20942039.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54998187.50
- **C.18.a - Value (excl. sponsor support):** $54998187.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $571838672.37
- **C.18.a - Value (excl. sponsor support):** $571838672.37
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $775030086.62
- **C.18.a - Value (excl. sponsor support):** $775030086.62
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **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):** $145106438.13
- **C.18.a - Value (excl. sponsor support):** $145106438.13
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61455260.02
- **C.18.a - Value (excl. sponsor support):** $61455260.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298927989.53
- **C.18.a - Value (excl. sponsor support):** $298927989.53
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44226308.59
- **C.18.a - Value (excl. sponsor support):** $44226308.59
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41501674.32
- **C.18.a - Value (excl. sponsor support):** $41501674.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137810362.48
- **C.18.a - Value (excl. sponsor support):** $137810362.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.388000%
- **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):** $230837719.93
- **C.18.a - Value (excl. sponsor support):** $230837719.93
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178898110.29
- **C.18.a - Value (excl. sponsor support):** $178898110.29
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **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):** $201880512.73
- **C.18.a - Value (excl. sponsor support):** $201880512.73
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **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):** $344541231.25
- **C.18.a - Value (excl. sponsor support):** $344541231.25
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.293000%
- **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):** $888185272.32
- **C.18.a - Value (excl. sponsor support):** $888185272.32
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68793484.25
- **C.18.a - Value (excl. sponsor support):** $68793484.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.325000%
- **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):** $1611415876.90
- **C.18.a - Value (excl. sponsor support):** $1611415876.90
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.348000%
- **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):** $1812374499.35
- **C.18.a - Value (excl. sponsor support):** $1812374499.35
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.241000%
- **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):** $1975226193.10
- **C.18.a - Value (excl. sponsor support):** $1975226193.10
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.303000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494439799.57
- **C.18.a - Value (excl. sponsor support):** $494439799.57
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.302000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $372917183.92
- **C.18.a - Value (excl. sponsor support):** $372917183.92
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: N/A, C.5 - Other ID: 921BPA003_4.33_0902
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $41419900.00       | $25571692.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $213.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $96.64             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $1000.00           | $896.55            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $200.00            | $187.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $197.01            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $1509400.00        | $1956332.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $3024300.00        | $2982573.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $65600.00          | $64849.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $373.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-15      | 3.5000%  | 0.0000% | $713900.00         | $725016.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $1000.00           | $1026.30           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-13      | NA       | 0.0000% | $200.00            | $198.37            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-23      | NA       | 0.0000% | $300.00            | $299.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $1000.00           | $993.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $2997900.00        | $2282236.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $146.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 4.5000%  | 0.0000% | $204100.00         | $206824.73         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $1306200.00        | $1375432.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $1284700.00        | $1327671.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $229200.00         | $249453.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $3284400.00        | $3428391.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $55386000.00       | $56202233.12       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $1000.00           | $1044.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $5266800.00        | $5323275.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $289800.00         | $297959.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-31      | 3.0000%  | 0.0000% | $1000.00           | $1007.81           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $1000.00           | $997.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $310100.00         | $307505.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $200.00            | $197.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $1200.00           | $1114.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $1000.00           | $982.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $500.00            | $477.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $500.00            | $470.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $188.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 0.2500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $43900.00          | $38134.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $1100.00           | $1031.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $32500.00          | $29058.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $1000.00           | $976.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $2600.00           | $2433.16           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $97.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $300.00            | $322.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $993.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $700.00            | $662.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $1100.00           | $1090.68           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-15      | 4.2500%  | 0.0000% | $200.00            | $203.19            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $5725000.00        | $6389507.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $800.00            | $818.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $58900.00          | $59754.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $1000.00           | $1003.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $3000.00           | $3087.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $103.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $200.00            | $204.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $300.00            | $302.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $4900.00           | $4929.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $1000.00           | $1028.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $200.00            | $205.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $2000.00           | $2107.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $208.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $300.00            | $310.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $600.00            | $604.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $1000.00           | $1006.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $17351700.00       | $17794422.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $6002800.00        | $6174446.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $15128100.00       | $15418751.33       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $10422800.00       | $10884243.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $17816000.00       | $18007039.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $600.00            | $608.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $1355600.00        | $1365414.09        | U.S. Treasuries (including strips) |

### Security 62: Mizuho Securities USA Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: N/A, C.5 - Other ID: 922FHA002_4.33_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $245965800.00      | $255122740.49      | U.S. Treasuries (including strips) |

### Security 63: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: N/A, C.5 - Other ID: 926SGH006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $27713900.00       | $27286773.37       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $74999100.00       | $73241196.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $3290000.00        | $2443210.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $6362100.00        | $4480198.43        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $952000.00         | $903511.12         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $10997800.00       | $10055771.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $2700.00           | $1666.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $110.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $34351500.00       | $23588292.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $300.00            | $209.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $57012500.00       | $45697176.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $56771600.00       | $50857977.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $1120100.00        | $1003385.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $37200.00          | $36378.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $15249900.00       | $14798397.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $3154500.00        | $2991130.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $173.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $47655500.00       | $41342223.17       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $10843400.00       | $11652033.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $124603400.00      | $115753592.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $8215300.00        | $8242387.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $49998300.00       | $48395277.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $3089000.00        | $3116303.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $2857200.00        | $2921617.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $20683600.00       | $21191101.97       | U.S. Treasuries (including strips) |

### Security 64: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NEC009, C.3 - LEI: N/A, C.5 - Other ID: 927NEC009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.3484%  | 0.0000% | $600.00            | $602.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $6674000.00        | $6851402.83        | U.S. Treasuries (including strips) |
| STRIPS          | 2036-02-15      | NA       | 0.0000% | $6.53              | $4.09              | U.S. Treasuries (including strips) |
| STRIPS          | 2026-02-15      | NA       | 0.0000% | $1028.64           | $1011.03           | U.S. Treasuries (including strips) |
| STRIPS          | 2026-05-15      | NA       | 0.0000% | $140.47            | $136.73            | U.S. Treasuries (including strips) |
| STRIPS          | 2035-05-15      | NA       | 0.0000% | $3538783.68        | $2307923.94        | U.S. Treasuries (including strips) |
| STRIPS          | 2029-02-15      | NA       | 0.0000% | $0.64              | $0.56              | U.S. Treasuries (including strips) |
| STRIPS          | 2030-08-15      | NA       | 0.0000% | $50.28             | $41.61             | U.S. Treasuries (including strips) |
| STRIPS          | 2036-11-15      | NA       | 0.0000% | $7.85              | $4.71              | U.S. Treasuries (including strips) |
| STRIPS          | 2037-05-15      | NA       | 0.0000% | $2011468.69        | $1174269.27        | U.S. Treasuries (including strips) |
| STRIPS          | 2037-08-15      | NA       | 0.0000% | $11.78             | $6.78              | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $3898009.44        | $1921866.78        | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $655.36            | $290.58            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $300.00            | $290.40            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | NA       | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2036-02-15      | NA       | 0.0000% | $200.00            | $128.90            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-05-15      | NA       | 0.0000% | $1247400.00        | $463328.02         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-05-15      | NA       | 0.0000% | $1009300.00        | $318134.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $4101200.00        | $4146652.00        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $144.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $11920300.00       | $9943150.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 2.7500%  | 0.0000% | $200.00            | $202.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.08             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $400.00            | $480.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $299.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $72395300.00       | $74816822.08       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-11-15      | NA       | 0.0000% | $1347822.60        | $561203.68         | U.S. Treasuries (including strips) |
| STRIPS          | 2043-08-15      | NA       | 0.0000% | $2672199.68        | $1062920.87        | U.S. Treasuries (including strips) |
| STRIPS          | 2046-08-15      | NA       | 0.0000% | $7378799.37        | $2508282.65        | U.S. Treasuries (including strips) |

### Security 65: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1301000000.00
- **C.18.a - Value (excl. sponsor support):** $1301000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $3000000.00        | $2985692.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $1299075600.00     | $1324034322.50     | U.S. Treasuries (including strips) |

### Security 66: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.36_0908
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $118349500.00      | $122400064.07      | U.S. Treasuries (including strips) |

### Security 67: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: N/A, C.5 - Other ID: 930REQ004_4.33_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-11-28      | NA       | 0.0000% | $1000.00           | $989.68            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $1200.00           | $1180.87           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $400.00            | $392.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $19710400.00       | $20811864.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $5393900.00        | $5828927.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $70400.00          | $70462.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $135740600.00      | $84512909.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $20744200.00       | $14324021.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $1211500.00        | $881537.72         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $119667900.00      | $110207163.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $21229600.00       | $19172342.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $20904600.00       | $20653724.13       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $10000000.00       | $12284587.34       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $30362400.00       | $41069745.64       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $3710000.00        | $4969313.99        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $428200.00         | $514678.85         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $2850000.00        | $3329399.56        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $45562000.00       | $55654186.04       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $30597300.00       | $35899508.94       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $2394000.00        | $2572376.60        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $35709100.00       | $37469103.02       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.3134%  | 0.0000% | $36000.00          | $36130.84          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $12145300.00       | $12696655.16       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $13951100.00       | $14515865.85       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $12596700.00       | $12768378.08       | U.S. Treasuries (including strips) |

### Security 68: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $18399900.00       | $17889152.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $19999900.00       | $16348695.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $44699900.00       | $39427619.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $11999800.00       | $9319165.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $9999800.00        | $7454538.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $30083800.00       | $21367468.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $40996900.00       | $30224351.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $14999900.00       | $11946523.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $22999900.00       | $14844935.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $29999800.00       | $18912713.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $46899900.00       | $32682411.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $19999800.00       | $11985749.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $45614900.00       | $37902511.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $20999900.00       | $18282181.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $44999900.00       | $42599803.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $26999900.00       | $24557436.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $12413900.00       | $12255943.24       | U.S. Treasuries (including strips) |

### Security 69: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: N/A, C.5 - Other ID: 932HJC000_4.35_0902
- **C.18 - Value (incl. sponsor support):** $137277521.00
- **C.18.a - Value (excl. sponsor support):** $137277521.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2044-11-15      | NA       | 0.0000% | $50000000.00       | $19360550.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $75000000.00       | $46716542.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $48000000.00       | $42073043.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $30000000.00       | $30775397.03       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $1359000.00        | $1152101.76        | U.S. Treasuries (including strips) |

### Security 70: RBC Dominion Tri Party Repo

- **C.1 - Title:** RBC Dominion Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932UEA000, C.3 - LEI: N/A, C.5 - Other ID: 932UEA000_4.33_0902
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $895.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.87             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $28259100.00       | $37469177.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $39478000.00       | $37193556.97       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $1300.00           | $1368.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $36813100.00       | $37535483.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $100704000.00      | $101999223.53      | U.S. Treasuries (including strips) |

### Security 71: Bank of Montreal/US Tri Party Repo

- **C.1 - Title:** Bank of Montreal/US Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934EDJ006, C.3 - LEI: N/A, C.5 - Other ID: 934EDJ006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $20959800.00       | $21937352.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $17711000.00       | $18671047.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $28041300.00       | $22351968.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $24112100.00       | $17604950.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $25166200.00       | $19874439.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $29998100.00       | $18436381.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $34536100.00       | $21681384.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $2213600.00        | $1984606.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $19805500.00       | $17369627.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $20455200.00       | $18588259.89       | U.S. Treasuries (including strips) |

### Security 72: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.35_0902
- **C.18 - Value (incl. sponsor support):** $298186250.00
- **C.18.a - Value (excl. sponsor support):** $298186250.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2048-11-15      | NA       | 0.0000% | $15000000.00       | $4688880.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $50000000.00       | $14715950.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14405100.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $29000000.00       | $22835726.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $25000000.00       | $18411345.11       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $90000000.00       | $23967360.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-08-15      | NA       | 0.0000% | $57000000.00       | $29398092.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $69000000.00       | $17614803.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $90000000.00       | $40548600.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2048-02-15      | NA       | 0.0000% | $25000000.00       | $8027400.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-11-15      | NA       | 0.0000% | $25000000.00       | $7728600.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $20000000.00       | $6101020.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $25000000.00       | $7526900.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-08-15      | NA       | 0.0000% | $35000000.00       | $10414880.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $40000000.00       | $11750360.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | NA       | 0.0000% | $40000000.00       | $11608200.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14144500.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $35000000.00       | $9764720.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2051-05-15      | NA       | 0.0000% | $50000000.00       | $13587250.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-08-15      | NA       | 0.0000% | $70000000.00       | $18806480.00       | U.S. Treasuries (including strips) |

### Security 73: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: N/A, C.5 - Other ID: 934QYA005_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $1190970000.00     | $1342073367.99     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $385753800.00      | $391926699.43      | U.S. Treasuries (including strips) |

### Security 74: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: N/A, C.5 - Other ID: 935EJW000_4.31_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $261730000.00      | $254971160.58      | U.S. Treasuries (including strips) |

### Security 75: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $725000000.00
- **C.18.a - Value (excl. sponsor support):** $725000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $5423100.00        | $3987059.05        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $10935200.00       | $10460904.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $5266000.00        | $3289620.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $7688600.00        | $6413337.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $5766100.00        | $5281232.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $8939500.00        | $7840033.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $5761900.00        | $5161509.14        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $2084500.00        | $2505956.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $8126000.00        | $7642230.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $116359600.00      | $100237834.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $7040800.00        | $6116106.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $8470100.00        | $8005363.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $7645500.00        | $7106813.69        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $6626500.00        | $7775752.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $5787500.00        | $5631695.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $9101300.00        | $7895583.42        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $230384200.00      | $242970274.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $69874600.00       | $67450413.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $5121100.00        | $4757380.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $65208100.00       | $65222651.32       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $4569900.00        | $4792590.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $7691300.00        | $8065399.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $144553000.00      | $150890341.86      | U.S. Treasuries (including strips) |

### Security 76: MUFG Securities Tri Party Repo

- **C.1 - Title:** MUFG Securities Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 937KFE008, C.3 - LEI: N/A, C.5 - Other ID: 937KFE008_4.34_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-09-16      | NA       | 0.0000% | $400.00            | $399.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.81             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $7787000.00        | $8998979.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $9798900.00        | $5096287.43        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $2719300.00        | $1792016.38        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $3343100.00        | $2804920.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $179.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $11318700.00       | $10707064.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $189.18            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $7127400.00        | $9351624.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $194.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $1303800.00        | $1279168.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $2000300.00        | $1938502.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $10914200.00       | $10518167.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $2400.00           | $2372.54           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $5397000.00        | $5288773.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $12467400.00       | $14988131.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $23957200.00       | $23247900.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $190.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $2996100.00        | $2607983.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.14             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $1100.00           | $1036.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $1000000.00        | $997966.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $1112300.00        | $1042563.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $851200.00         | $798284.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $5002000.00        | $4927889.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $3565200.00        | $3378840.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $1000.00           | $978.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $8998800.00        | $8741106.11        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $2662800.00        | $2475184.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $4000000.00        | $3456546.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $999900.00         | $936937.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $2336700.00        | $2192637.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $283900.00         | $246289.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $153000.00         | $148340.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $18455700.00       | $16355760.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $739000.00         | $715433.66         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $21451000.00       | $24179339.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $700.00            | $683.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $19032600.00       | $20072366.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $378600.00         | $388556.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $170600.00         | $176306.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $300.00            | $307.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $201.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $16600.00          | $16757.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $68955700.00       | $70159303.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $19999900.00       | $20207413.30       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $9932900.00        | $10416929.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $1999400.00        | $2076826.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $2120100.00        | $2212428.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $104.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $832800.00         | $839371.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $7086500.00        | $7052702.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $2200.00           | $2207.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.3484%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $1999800.00        | $2036398.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $1083200.00        | $1121523.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |

### Security 77: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $669500.00         | $683477.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $7933000.00        | $8080333.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $56003500.00       | $56846456.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $14758600.00       | $14948420.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $3248000.00        | $3320539.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $122064300.00      | $123969061.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $265900.00         | $268850.89         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $15800.00          | $15384.48          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | NA       | 0.0000% | $1883000.00        | $1869094.05        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-14      | NA       | 0.0000% | $26085000.00       | $25958044.31       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-21      | NA       | 0.0000% | $1640300.00        | $1631045.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $237000.00         | $248053.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $81135700.00       | $79870137.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $66503900.00       | $53010847.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $1100.00           | $938.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $300.00            | $234.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $180000.00         | $133104.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $6769500.00        | $4799766.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $3553300.00        | $2607974.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $28021000.00       | $22128953.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $144.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $48734000.00       | $34497497.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $2499700.00        | $2172986.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $26579100.00       | $23829536.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $34294100.00       | $33781163.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $3210000.00        | $3153590.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $6046000.00        | $5960582.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $158929600.00      | $163693224.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $7154900.00        | $6994694.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $33671500.00       | $33035384.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $729600.00         | $721990.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $6447400.00        | $6442357.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $177000.00         | $177837.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $621000.00         | $598466.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $200.00            | $196.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $58721000.00       | $57745423.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $2180000.00        | $2129655.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $7627100.00        | $7232096.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.48             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $22589300.00       | $21408514.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $994400.00         | $966867.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $11583700.00       | $10869542.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $260.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $600.00            | $563.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $23996600.00       | $23265760.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $7559600.00        | $7427307.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $10673000.00       | $10586209.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $2927000.00        | $2893991.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $39050200.00       | $39534165.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $40900000.00       | $41034853.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $25068500.00       | $24264765.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $253000.00         | $255400.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $32255100.00       | $32522918.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $92400.00          | $94033.33          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $31435000.00       | $32340027.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $104.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $67931100.00       | $70909264.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $4385300.00        | $4484793.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $42224600.00       | $42911263.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $4891700.00        | $4921226.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $2015782.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $24000.00          | $25074.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $95049800.00       | $97628185.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $126260000.00      | $129939886.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $225743000.00      | $235012814.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $184947500.00      | $189712757.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $56924800.00       | $57839534.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $68986300.00       | $69214755.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $14868000.00       | $15289480.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $27696200.00       | $28475998.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $49072300.00       | $51150558.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $10088700.00       | $10445633.27       | U.S. Treasuries (including strips) |

### Security 78: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-09-11      | NA       | 0.0000% | $1300.00           | $1298.62           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | NA       | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-13      | NA       | 0.0000% | $724300.00         | $718402.75         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-09      | NA       | 0.0000% | $11305000.00       | $11295673.38       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-04      | NA       | 0.0000% | $385800.00         | $383048.47         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-25      | NA       | 0.0000% | $19894800.00       | $19708445.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $442400.00         | $437120.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $17254100.00       | $13151371.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $723000.00         | $534635.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $32685200.00       | $18461479.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $3666300.00        | $2652082.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $189.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $44103000.00       | $43327978.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.82             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $39357000.00       | $39139527.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $5035600.00        | $4852878.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $27578800.00       | $26762276.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $67000.00          | $64869.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $700.00            | $663.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $90100.00          | $87605.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $66800.00          | $62314.64          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $37758200.00       | $37332397.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $8196400.00        | $8181145.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $25000000.00       | $25197518.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $990000.00         | $1018502.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $4217200.00        | $4422321.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $9870600.00        | $10094544.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $32364500.00       | $32584134.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $399900.00         | $408560.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $20946000.00       | $22147131.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $9280000.00        | $9443740.27        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-04-30      | 4.3034%  | 0.0000% | $5000000.00        | $5014336.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $63076000.00       | $64247458.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $106660200.00      | $108265633.12      | U.S. Treasuries (including strips) |

### Security 79: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.35_0902
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $136042000.00      | $116269700.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $200000000.00      | $179635869.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $25000000.00       | $22757982.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $200000000.00      | $191351902.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100000000.00      | $98836956.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39122826.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $25000000.00       | $23695776.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $52120000.00       | $54391752.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $107000000.00      | $111389035.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $13000000.00       | $13688160.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $43000000.00       | $43808294.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $23300000.00       | $24123730.98       | U.S. Treasuries (including strips) |

### Security 80: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: N/A, C.5 - Other ID: 944DQXII3_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Repo - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $150000000.00      | $148580502.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $240000000.00      | $248075717.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $96860000.00       | $98254994.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $200000000.00      | $198991847.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $250000000.00      | $263233862.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $190000000.00      | $195323097.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $200000000.00      | $204423233.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $160000000.00      | $162636475.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $170000000.00      | $174460767.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $200000000.00      | $204434938.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $140000000.00      | $141680570.65      | U.S. Treasuries (including strips) |

### Security 81: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.33_0902
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-11-13      | NA       | 0.0000% | $36395600.00       | $36099267.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $80871500.00       | $82850219.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $10205000.00       | $10362138.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $3180800.00        | $3288347.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.87            | U.S. Treasuries (including strips) |

### Security 82: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $4791400.00        | $4909344.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $200000000.00      | $203528885.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $150000000.00      | $152257777.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $53965000.00       | $54545213.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $262340900.00      | $264240161.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $58000000.00       | $58145584.41       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $300.00            | $296.16            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $300.00            | $294.52            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $3334000.00        | $3246319.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $113230000.00      | $62194840.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $127985000.00      | $126176836.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $60529700.00       | $59688038.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $50000000.00       | $51498658.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $867300.00         | $850753.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $96986000.00       | $95572432.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $68229400.00       | $67126139.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $3200.00           | $3123.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $154640000.00      | $154352201.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $51456780.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $53451560.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $51250000.00       | $51783160.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $51824000.00       | $53576244.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $51964000.00       | $53478506.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52867210.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $175000000.00      | $183608635.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $50000000.00       | $51308547.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $64248400.00       | $65903789.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $12604000.00       | $12820927.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51407772.15       | U.S. Treasuries (including strips) |

### Security 83: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.33_0902
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $315520400.00      | $308135358.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $56683900.00       | $59043962.63       | U.S. Treasuries (including strips) |

### Security 84: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 976GZD009, C.3 - LEI: N/A, C.5 - Other ID: 976GZD009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $64322500.00       | $60960240.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $108599700.00      | $112029050.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $122792100.00      | $124108786.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $18519800.00       | $19101973.23       | U.S. Treasuries (including strips) |

### Security 85: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.33_0902
- **C.18 - Value (incl. sponsor support):** $395000000.00
- **C.18.a - Value (excl. sponsor support):** $395000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $311318600.00      | $316112337.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $33804300.00       | $34033705.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $52194300.00       | $52753973.79       | U.S. Treasuries (including strips) |

### Security 86: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.36_0912
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $45386200.00       | $43984022.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $104.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $400.00            | $419.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $16300.00          | $16854.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $853500.00         | $862379.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $152812000.00      | $159175553.48      | U.S. Treasuries (including strips) |

### Security 87: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.369900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.37_1114
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $293800.00         | $285964.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $1500.00           | $1565.76           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $72700.00          | $76816.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $3935900.00        | $3917128.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $193604800.00      | $199718433.40      | U.S. Treasuries (including strips) |

### Security 88: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: N/A, C.5 - Other ID: 996JWK006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $72120200.00       | $73440060.82       | U.S. Treasuries (including strips) |

### Security 89: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_4.33_0902
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $129951400.00      | $125474965.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $68587600.00       | $67382310.86       | U.S. Treasuries (including strips) |
| STRIPS          | 2029-08-15      | NA       | 0.0000% | $78152618.00       | $67450711.10       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-08-15      | NA       | 0.0000% | $332501265.63      | $275192012.49      | U.S. Treasuries (including strips) |

### Security 90: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: N/A, C.5 - Other ID: 99VDJN000_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1160000000.00
- **C.18.a - Value (excl. sponsor support):** $1160000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $278081600.00      | $249314527.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $6105800.00        | $5990450.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $684635200.00      | $723895058.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $193457600.00      | $106262161.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $17140000.00       | $16593413.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $34971600.00       | $35478895.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $46123500.00       | $44738850.48       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-02-15      | NA       | 0.0000% | $1998236.16        | $926678.02         | U.S. Treasuries (including strips) |
| STRIPS          | 2054-08-15      | NA       | 0.0000% | $5.00              | $1.16              | U.S. Treasuries (including strips) |

### Security 91: HSBC Tri Party Repo

- **C.1 - Title:** HSBC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDKG003, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: 99VDKG003_4.33_0902
- **C.18 - Value (incl. sponsor support):** $255000000.00
- **C.18.a - Value (excl. sponsor support):** $255000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $5968000.00        | $4387669.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $3581700.00        | $2678604.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $84105800.00       | $63684857.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $7075900.00        | $5588032.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $29514000.00       | $18856466.06       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $15890700.00       | $16790518.93       | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $61427220.48       | $45224132.54       | U.S. Treasuries (including strips) |
| STRIPS          | 2026-11-15      | NA       | 0.0000% | $16902423.28       | $16164869.14       | U.S. Treasuries (including strips) |
| STRIPS          | 2028-08-15      | NA       | 0.0000% | $46335262.72       | $41603922.71       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-05-15      | NA       | 0.0000% | $13220403.20       | $11056672.69       | U.S. Treasuries (including strips) |
| STRIPS          | 2031-02-15      | NA       | 0.0000% | $42085498.88       | $34064255.31       | U.S. Treasuries (including strips) |

### Security 92: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.32_0902
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2027-11-15      | NA       | 0.0000% | $50000.00          | $46179.30          | U.S. Treasuries (including strips) |
| STRIPS        | 2028-08-15      | NA       | 0.0000% | $53340469.37       | $47893820.70       | U.S. Treasuries (including strips) |

### Security 93: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.33_0902
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $76265500.00       | $76500097.64       | U.S. Treasuries (including strips) |

### Security 94: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.34_1126
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $228985800.00      | $161252074.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $99111000.00       | $93748000.37       | U.S. Treasuries (including strips) |

### Security 95: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.36_1121
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $76329200.00       | $73699888.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $191671700.00      | $181300144.31      | U.S. Treasuries (including strips) |

### Security 96: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDQN002, C.3 - LEI: N/A, C.5 - Other ID: 99VDQN002_4.33_0902
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $9100.00           | $8983.51           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-11      | NA       | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-18      | NA       | 0.0000% | $457900.00         | $457033.65         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-09      | NA       | 0.0000% | $2519900.00        | $2509031.67        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-02      | NA       | 0.0000% | $8708800.00        | $8708800.00        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | NA       | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-09      | NA       | 0.0000% | $2583000.00        | $2580869.03        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $200.00            | $197.78            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-18      | NA       | 0.0000% | $600.00            | $592.85            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-02      | NA       | 0.0000% | $175000.00         | $172645.73         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-07      | NA       | 0.0000% | $3106000.00        | $3093321.31        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-14      | NA       | 0.0000% | $200.00            | $199.03            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-21      | NA       | 0.0000% | $2000.00           | $1988.72           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-08      | NA       | 0.0000% | $1500.00           | $1479.17           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-04      | NA       | 0.0000% | $593700.00         | $589465.73         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-18      | NA       | 0.0000% | $7500.00           | $7435.49           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-09      | NA       | 0.0000% | $8000.00           | $7912.42           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-02-15      | NA       | 0.0000% | $17200.00          | $16892.96          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $4700.00           | $4511.43           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2046-11-15      | NA       | 0.0000% | $100.00            | $34.23             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-02-15      | NA       | 0.0000% | $5000.00           | $1254.36           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-11-15      | NA       | 0.0000% | $100.00            | $24.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 6.7500%  | 0.0000% | $8800.00           | $9071.25           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $2825300.00        | $6098575.39        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $1000000.00        | $2186908.05        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $187200.00         | $387400.47         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $256300.00         | $417815.75         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $995200.00         | $1574747.69        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $47900.00          | $69318.59          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $6047600.00        | $6710810.45        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $16000000.00       | $15867320.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $4100.00           | $3138.82           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $1400.00           | $1339.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $212.71            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $640000.00         | $607402.44         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $4260000.00        | $3895105.12        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $239900.00         | $170907.11         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $684200.00         | $450887.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $24900.00          | $15631.95          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $7515000.00        | $4521031.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $510000.00         | $355724.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $100000.00         | $83038.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $502000.00         | $449691.52         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $616400.00         | $798915.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $10400.00          | $10203.53          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-31      | 3.0000%  | 0.0000% | $600.00            | $604.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $296200.00         | $295968.34         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $541600.00         | $690330.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $800.00            | $803.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $400.00            | $385.49            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $693000.00         | $851543.77         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $987500.00         | $1335780.87        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $197000.00         | $253141.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $8400.00           | $8260.44           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $690700.00         | $830349.77         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $470700.00         | $565569.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 0.2500%  | 0.0000% | $2390700.00        | $2393655.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $200.00            | $199.59            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2025-10-15      | 0.1250%  | 0.0000% | $11000000.00       | $13645438.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $2000.00           | $1970.37           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $10331500.00       | $12622018.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $450200.00         | $419970.80         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $921900.00         | $1039155.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $8000.00           | $7932.24           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $1117700.00        | $1178760.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $400.00            | $410.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $400.00            | $410.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $300.00            | $307.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $285700.00         | $300842.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $13000.00          | $13378.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $200.00            | $206.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $455200.00         | $495423.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $10900.00          | $10996.83          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $824000.00         | $864153.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $900.00            | $914.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1043.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $700.00            | $723.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $312.49            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $5495900.00        | $5994325.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $49500.00          | $51063.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $5000.00           | $5267.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $300300.00         | $306069.57         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $2222600.00        | $2321000.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $404600.00         | $410348.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $221000.00         | $222953.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $499900.00         | $509618.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1016.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $787100.00         | $801504.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1124.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1008.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $14000000.00       | $14233251.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $405400.00         | $415379.29         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $5245400.00        | $5310963.19        | U.S. Treasuries (including strips) |
| STRIPS          | 2031-08-15      | NA       | 0.0000% | $73248.54          | $57947.14          | U.S. Treasuries (including strips) |
| STRIPS          | 2032-02-15      | NA       | 0.0000% | $0.70              | $0.54              | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $59.66             | $43.92             | U.S. Treasuries (including strips) |
| STRIPS          | 2034-02-15      | NA       | 0.0000% | $12.00             | $8.39              | U.S. Treasuries (including strips) |
| STRIPS          | 2036-02-15      | NA       | 0.0000% | $461.06            | $288.46            | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $12686.30          | $7501.85           | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $72181.09          | $59098.63          | U.S. Treasuries (including strips) |
| STRIPS          | 2033-11-15      | NA       | 0.0000% | $28.22             | $19.99             | U.S. Treasuries (including strips) |
| STRIPS          | 2025-11-15      | NA       | 0.0000% | $43986.30          | $43634.01          | U.S. Treasuries (including strips) |
| STRIPS          | 2026-08-15      | NA       | 0.0000% | $7959.96           | $7683.82           | U.S. Treasuries (including strips) |
| STRIPS          | 2026-11-15      | NA       | 0.0000% | $95001.90          | $90856.40          | U.S. Treasuries (including strips) |
| STRIPS          | 2027-02-15      | NA       | 0.0000% | $292000.00         | $276990.62         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-05-15      | NA       | 0.0000% | $379118.00         | $343529.44         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $88000.00          | $78255.85          | U.S. Treasuries (including strips) |
| STRIPS          | 2035-05-15      | NA       | 0.0000% | $44.00             | $28.70             | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $69000.00          | $58944.91          | U.S. Treasuries (including strips) |
| STRIPS          | 2030-08-15      | NA       | 0.0000% | $3000.00           | $2482.93           | U.S. Treasuries (including strips) |
| STRIPS          | 2045-05-15      | NA       | 0.0000% | $390192.78         | $141202.57         | U.S. Treasuries (including strips) |
| STRIPS          | 2042-11-15      | NA       | 0.0000% | $399800.01         | $166467.93         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-09-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer