# EDGAR Filing Document

**Accession Number:** 0001403166
**File Stem:** 0001145549-25-058037
**Filing Date:** 2025-9
**Character Count:** 130741
**Document Hash:** 311048378cbfbc779f3eecd2cafee33d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058037.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058037

**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:** Master Trust
- **CENTRAL INDEX KEY:** 0001403166

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22078
- **FILM NUMBER:** 251299387

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

**Registrant Full Name:** Master Trust

**CIK Number of Registrant:** 0001403166

**LEI of Registrant:** 549300EBIIAXTNCMYQ69

**Name of Series:** Government Master Fund

**LEI of Series:** 54930015XY4J2ENG8G36

**EDGAR Series Identifier:** S000054189

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

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                           | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | UBS ASSET MANAGEMENT (AMERICAS) LLC               | 801-34910         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: New York<br>State: NY |  |
| Administrator                 | UBS ASSET MANAGEMENT (AMERICAS) LLC               |  |
| Transfer Agent                | None<br>CIK: —                                    |  |

### Fund Characteristics & Assets

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

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

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 45 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $23882408465.79

- **Amortized Cost of Portfolio Securities:** $23878896623.31

- **Cash:** $955618403.94

- **Total Other Assets:** $45027855.92

- **Total Liabilities:** $187768071.58

- **Net Assets of Series:** $24691774811.59

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $19842910200.13           | $20341911503.45            | 79.7100%                  | 81.7200%                   |
| 2025-08-04 | $20192275331.85           | $20576276186.61            | 80.3600%                  | 81.8900%                   |
| 2025-08-05 | $19933225738.04           | $20187226114.42            | 80.5800%                  | 81.6100%                   |
| 2025-08-06 | $20283869386.05           | $20537870830.55            | 80.8600%                  | 81.8700%                   |
| 2025-08-07 | $19945757479.21           | $20396012379.21            | 80.7700%                  | 82.5900%                   |
| 2025-08-08 | $20141378584.88           | $20591664634.60            | 80.9000%                  | 82.7100%                   |
| 2025-08-11 | $20345572634.00           | $21133200376.23            | 81.0600%                  | 84.2000%                   |
| 2025-08-12 | $20084663590.48           | $20872373309.62            | 80.8600%                  | 84.0300%                   |
| 2025-08-13 | $20398255893.41           | $21186015465.07            | 81.0900%                  | 84.2300%                   |
| 2025-08-14 | $19953109978.69           | $20740931206.51            | 80.7500%                  | 83.9400%                   |
| 2025-08-15 | $20606962113.66           | $21394834254.88            | 81.1100%                  | 84.2100%                   |
| 2025-08-18 | $20519794034.29           | $21649512839.85            | 81.0500%                  | 85.5100%                   |
| 2025-08-19 | $20263651589.71           | $21393480244.10            | 80.0600%                  | 84.5200%                   |
| 2025-08-20 | $20253446952.17           | $21383378943.04            | 80.0500%                  | 84.5100%                   |
| 2025-08-21 | $19974465999.82           | $21153531165.19            | 80.1000%                  | 84.8200%                   |
| 2025-08-22 | $19115931406.43           | $20295138072.48            | 79.3700%                  | 84.2700%                   |
| 2025-08-25 | $19227878547.59           | $20539524545.22            | 79.4700%                  | 84.8900%                   |
| 2025-08-26 | $19847290535.39           | $21159064946.50            | 79.6000%                  | 84.8600%                   |
| 2025-08-27 | $19722526851.44           | $21034429680.24            | 79.4900%                  | 84.7800%                   |
| 2025-08-28 | $19952417190.19           | $21379812679.60            | 79.6800%                  | 85.3800%                   |
| 2025-08-29 | $19787022505.99           | $21214452142.19            | 79.5200%                  | 85.2600%                   |

### 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 | 1.0002                      |
|  |  |
| 2025-08-04 | 1.0002                      |
|  |  |
| 2025-08-05 | 1.0002                      |
|  |  |
| 2025-08-06 | 1.0002                      |
|  |  |
| 2025-08-07 | 1.0002                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0002                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0002                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0002                      |
|  |  |
| 2025-08-19 | 1.0002                      |
|  |  |
| 2025-08-20 | 1.0002                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0002                      |
|  |  |
| 2025-08-28 | 1.0002                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $24691774811.59

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**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%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64041774.72
- **C.18.a - Value (excl. sponsor support):** $64041774.72
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153148266.34
- **C.18.a - Value (excl. sponsor support):** $153148266.34
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69025445.13
- **C.18.a - Value (excl. sponsor support):** $69025445.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104039024.96
- **C.18.a - Value (excl. sponsor support):** $104039024.96
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103038649.72
- **C.18.a - Value (excl. sponsor support):** $103038649.72
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68999047.11
- **C.18.a - Value (excl. sponsor support):** $68999047.11
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69023228.16
- **C.18.a - Value (excl. sponsor support):** $69023228.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133013193.60
- **C.18.a - Value (excl. sponsor support):** $133013193.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103050360.82
- **C.18.a - Value (excl. sponsor support):** $103050360.82
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101998574.04
- **C.18.a - Value (excl. sponsor support):** $101998574.04
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $102041627.22
- **C.18.a - Value (excl. sponsor support):** $102041627.22
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250909399.44
- **C.18.a - Value (excl. sponsor support):** $250909399.44
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126406981.12
- **C.18.a - Value (excl. sponsor support):** $126406981.12
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125397300.42
- **C.18.a - Value (excl. sponsor support):** $125397300.42
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168095380.18
- **C.18.a - Value (excl. sponsor support):** $168095380.18
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174023402.00
- **C.18.a - Value (excl. sponsor support):** $174023402.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.4 - ISIN: US313385NE27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $135194578.08
- **C.18.a - Value (excl. sponsor support):** $135194578.08
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NG7, C.4 - ISIN: US313385NG74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132182050.00
- **C.18.a - Value (excl. sponsor support):** $132182050.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NM4, C.4 - ISIN: US313385NM43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115220544.96
- **C.18.a - Value (excl. sponsor support):** $115220544.96
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125067915.00
- **C.18.a - Value (excl. sponsor support):** $125067915.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QC3, C.4 - ISIN: US313385QC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124633144.44
- **C.18.a - Value (excl. sponsor support):** $124633144.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124437879.72
- **C.18.a - Value (excl. sponsor support):** $124437879.72
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124340247.36
- **C.18.a - Value (excl. sponsor support):** $124340247.36
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $369835312.50
- **C.18.a - Value (excl. sponsor support):** $369835312.50
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385RW8
- **C.18 - Value (incl. sponsor support):** $122102455.28
- **C.18.a - Value (excl. sponsor support):** $122102455.28
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121037090.97
- **C.18.a - Value (excl. sponsor support):** $121037090.97
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118006267.20
- **C.18.a - Value (excl. sponsor support):** $118006267.20
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: 313385TH9
- **C.18 - Value (incl. sponsor support):** $128526009.98
- **C.18.a - Value (excl. sponsor support):** $128526009.98
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90017127.00
- **C.18.a - Value (excl. sponsor support):** $90017127.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100070374.00
- **C.18.a - Value (excl. sponsor support):** $100070374.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63998801.28
- **C.18.a - Value (excl. sponsor support):** $63998801.28
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28008932.00
- **C.18.a - Value (excl. sponsor support):** $28008932.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69016112.19
- **C.18.a - Value (excl. sponsor support):** $69016112.19
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68035363.40
- **C.18.a - Value (excl. sponsor support):** $68035363.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80021868.80
- **C.18.a - Value (excl. sponsor support):** $80021868.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95000634.60
- **C.18.a - Value (excl. sponsor support):** $95000634.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45599P007, C.3 - LEI: N/A, C.5 - Other ID: 45599P007_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:** 2.0200%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $172447.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $33777.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 3.5000%  | 0.0000% | $599996.00         | $68507.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $6550000.00        | $1967448.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $842926.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 3.5000%  | 0.0000% | $1343378.00        | $210636.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 6.0000%  | 0.0000% | $7044933.00        | $182874.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $5859906.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $4114784.00        | $4104491.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1236661.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1458700.00        | $1491545.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2143096.00        | $2124343.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $16651072.00       | $15815835.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $1011806.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $641144.00         | $641475.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $1208632.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1612308.00        | $1620693.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1917914.00        | $1965148.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $9154816.00        | $8723412.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1572170.00        | $1343852.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2877832.00        | $2725028.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1014950.00        | $656074.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3018840.00        | $2913015.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2036744.00        | $2126258.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $7287712.00        | $7393972.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1020858.00        | $1076964.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 4.0000%  | 0.0000% | $6525944.00        | $6092640.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $15081632.00       | $15716179.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $3340880.00        | $3494021.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $60099200.00       | $61005905.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1701360.00        | $1738157.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 5.5000%  | 0.0000% | $1931248.00        | $1981906.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $6069872.00        | $6016742.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3065430.00        | $3169753.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $5522880.00        | $5591132.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2638604.00        | $2723399.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1679220.00        | $1702634.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $6018480.00        | $6229672.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1306500.00        | $1349596.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2858424.00        | $3029779.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $4217448.00        | $4261751.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $4976664.00        | $5206952.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1022554.00        | $1084311.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1199778.00        | $1241347.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1134588.00        | $1178729.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 6.0000%  | 0.0000% | $1183600.00        | $1223558.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $30059424.00       | $31005744.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1289820.00        | $1357347.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $679225.00         | $113975.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $3511636.00        | $480990.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1041666.00        | $338648.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 2.5000%  | 0.0000% | $16430000.00       | $4538273.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $69428.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $974009.00         | $761248.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1956514.00        | $1858385.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $9818832.00        | $9909536.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $1079662.00        | $761487.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $12761920.00       | $13286580.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $17184800.00       | $17530478.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $2280080.00        | $1716782.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.0000%  | 0.0000% | $1179770.00        | $928394.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $91232.00          | $69878.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $983807.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $411874.00         | $284706.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1621862.00        | $1359796.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3950492.00        | $3433053.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $457099.00         | $71093.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 1.0000%  | 0.0000% | $33104768.00       | $20035681.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $59000.00          | $32551.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $808000.00         | $522686.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $1069334.00        | $669799.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $27585568.00       | $19633659.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $133242.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $1032004.00        | $758674.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6615000.00        | $4801757.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $156691.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2182828.00        | $1682003.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $26497.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $300000.00         | $292855.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 6.5000%  | 0.0000% | $2663904.00        | $2746970.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $5020000.00        | $4964152.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $29320000.00       | $27591686.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $48230304.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 4.0000%  | 0.0000% | $15274848.00       | $14061287.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $71761664.00       | $71243952.52       | Agency Mortgage-Backed Securities |

### Security 38: MUFG Securities Americas Inc. Tri Party Repo

- **C.1 - Title:** MUFG Securities Americas Inc. Tri Party Repo 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.32_1003
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond       | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $104.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $257.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2044-11-15      | 3.0000%  | 0.0000% | $10274600.00       | $7966763.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2045-05-15      | 5.0000%  | 0.0000% | $900.00            | $932.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2026-10-31      | 1.1250%  | 0.0000% | $37664400.00       | $36635485.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2028-06-15      | 3.8750%  | 0.0000% | $56528000.00       | $57395963.36       | U.S. Treasuries (including strips) |
| US Treasury Strip Coupon | 2042-08-15      | 0.0000%  | 0.0000% | $2.39              | $1.02              | U.S. Treasuries (including strips) |
| US Treasury Strip Coupon | 2044-02-15      | 0.0000%  | 0.0000% | $71.30             | $27.82             | U.S. Treasuries (including strips) |

### Security 39: Fixed Income Clearing Corp. - State Street Bank and Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. 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: 85748R009, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $6951000000.00
- **C.18.a - Value (excl. sponsor support):** $6951000000.00
- **C.19 - Percentage of Net Assets:** 28.1500%
- **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. - State Street Bank and Trust Co.

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                 | 2027-03-31      | 3.8750%  | 0.0000% | $656000000.00      | $668024991.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-02-28      | 4.1250%  | 0.0000% | $709000000.00      | $727369225.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-02-28      | 1.8750%  | 0.0000% | $296250000.00      | $290942862.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-04-30      | 3.7500%  | 0.0000% | $668885000.00      | $677602772.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-04-15      | 4.5000%  | 0.0000% | $4372200.00        | $4498936.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2027-01-15      | 0.3750%  | 0.0000% | $299000000.00      | $396430686.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-02-18      | 1.1250%  | 0.0000% | $100000000.00      | $96779043.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-01-31      | 4.1250%  | 0.0000% | $822500000.00      | $829093415.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-12-31      | 4.2500%  | 0.0000% | $295000000.00      | $298749630.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-03-15      | 4.2500%  | 0.0000% | $145400000.00      | $149317503.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-03-31      | 2.5000%  | 0.0000% | $2009000000.00     | $1992052518.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2026-12-31      | 1.2500%  | 0.0000% | $264428500.00      | $256270201.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Inflation Index Note | 2027-04-15      | 0.1250%  | 0.0000% | $101418900.00      | $114308294.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-03-31      | 0.6250%  | 0.0000% | $10000000.00       | $9553910.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                 | 2027-01-31      | 1.5000%  | 0.0000% | $597000000.00      | $579026132.90      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254288519.68
- **C.18.a - Value (excl. sponsor support):** $254288519.68
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249100981.58
- **C.18.a - Value (excl. sponsor support):** $249100981.58
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122721143.75
- **C.18.a - Value (excl. sponsor support):** $122721143.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $383340060.95
- **C.18.a - Value (excl. sponsor support):** $383340060.95
- **C.19 - Percentage of Net Assets:** 1.5500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $377075312.93
- **C.18.a - Value (excl. sponsor support):** $377075312.93
- **C.19 - Percentage of Net Assets:** 1.5300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251523322.49
- **C.18.a - Value (excl. sponsor support):** $251523322.49
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245176329.84
- **C.18.a - Value (excl. sponsor support):** $245176329.84
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122988267.88
- **C.18.a - Value (excl. sponsor support):** $122988267.88
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248766827.90
- **C.18.a - Value (excl. sponsor support):** $248766827.90
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $242691177.00
- **C.18.a - Value (excl. sponsor support):** $242691177.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252441031.68
- **C.18.a - Value (excl. sponsor support):** $252441031.68
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $259142923.53
- **C.18.a - Value (excl. sponsor support):** $259142923.53
- **C.19 - Percentage of Net Assets:** 1.0500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251859363.84
- **C.18.a - Value (excl. sponsor support):** $251859363.84
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120929561.91
- **C.18.a - Value (excl. sponsor support):** $120929561.91
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $377964466.32
- **C.18.a - Value (excl. sponsor support):** $377964466.32
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $382669209.86
- **C.18.a - Value (excl. sponsor support):** $382669209.86
- **C.19 - Percentage of Net Assets:** 1.5500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249635799.00
- **C.18.a - Value (excl. sponsor support):** $249635799.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249438304.08
- **C.18.a - Value (excl. sponsor support):** $249438304.08
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $121825469.04
- **C.18.a - Value (excl. sponsor support):** $121825469.04
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181985924.96
- **C.18.a - Value (excl. sponsor support):** $181985924.96
- **C.19 - Percentage of Net Assets:** 0.7400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243112599.60
- **C.18.a - Value (excl. sponsor support):** $243112599.60
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183675727.26
- **C.18.a - Value (excl. sponsor support):** $183675727.26
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183529906.98
- **C.18.a - Value (excl. sponsor support):** $183529906.98
- **C.19 - Percentage of Net Assets:** 0.7400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137869007.64
- **C.18.a - Value (excl. sponsor support):** $137869007.64
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134475280.58
- **C.18.a - Value (excl. sponsor support):** $134475280.58
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129811093.10
- **C.18.a - Value (excl. sponsor support):** $129811093.10
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123732625.00
- **C.18.a - Value (excl. sponsor support):** $123732625.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.388400%
- **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):** $699423342.36
- **C.18.a - Value (excl. sponsor support):** $699423342.36
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $329133656.25
- **C.18.a - Value (excl. sponsor support):** $329133656.25
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $255697266.90
- **C.18.a - Value (excl. sponsor support):** $255697266.90
- **C.19 - Percentage of Net Assets:** 1.0400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $254411264.36
- **C.18.a - Value (excl. sponsor support):** $254411264.36
- **C.19 - Percentage of Net Assets:** 1.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.293400%
- **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):** $663138328.32
- **C.18.a - Value (excl. sponsor support):** $663138328.32
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.325400%
- **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):** $516424915.68
- **C.18.a - Value (excl. sponsor support):** $516424915.68
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.348400%
- **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):** $810520781.40
- **C.18.a - Value (excl. sponsor support):** $810520781.40
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.241400%
- **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):** $369884308.40
- **C.18.a - Value (excl. sponsor support):** $369884308.40
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 922JUL005, C.3 - LEI: N/A, C.5 - Other ID: 922JUL005_4.45_1128
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2050-02-25      | 0.1000%  | 0.0000% | $235683328.00      | $323305.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $853339.28         | Agency Mortgage-Backed Securities |
| FNMA                             | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $469637.64         | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1464465.05        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-06-25      | 2.0371%  | 0.0000% | $76284032.00       | $382771.12         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-02-25      | 1.6871%  | 0.0000% | $16516512.00       | $467099.25         | Agency Mortgage-Backed Securities |
| FNMA                             | 2033-03-25      | 0.3371%  | 0.0000% | $28571424.00       | $134320.10         | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9743710.84        | Agency Mortgage-Backed Securities |
| FNMA                             | 2042-03-25      | 1.4371%  | 0.0000% | $41307072.00       | $603277.53         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $303215.49         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-09-25      | 1.6371%  | 0.0000% | $33000000.00       | $384455.74         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-11-25      | 1.5371%  | 0.0000% | $39401472.00       | $1259099.30        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-02-25      | 1.6871%  | 0.0000% | $43627776.00       | $1353968.62        | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-05-25      | 1.7371%  | 0.0000% | $102568448.00      | $1764437.60        | Agency Mortgage-Backed Securities |
| FNMA                             | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3386913.81        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-10-25      | 1.5871%  | 0.0000% | $5921000.00        | $207251.69         | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 0.2727%  | 0.0000% | $699016192.00      | $4477340.48        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 1.1516%  | 0.0000% | $48859712.00       | $1424430.40        | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5316977.97        | Agency Mortgage-Backed Securities |
| FNMA                             | 2053-05-25      | 2.1516%  | 0.0000% | $26315840.00       | $1347158.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-05-25      | 5.0000%  | 0.0000% | $14931456.00       | $14942073.59       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12575.78          | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-03-25      | 0.8016%  | 0.0000% | $108126336.00      | $3433350.19        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-25      | 2.6516%  | 0.0000% | $73054976.00       | $8008758.76        | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.0000%  | 0.0000% | $8894870.00        | $8102012.06        | Agency Mortgage-Backed Securities |
| FNMA                             | 2026-12-25      | 0.0000%  | 0.0000% | $34602112.00       | $16638077.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $303479.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-15      | 4.0000%  | 0.0000% | $4500000.00        | $1018625.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-15      | 3.0000%  | 0.0000% | $700000.00         | $394170.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $552728.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-01-15      | 1.6428%  | 0.0000% | $187089664.00      | $2653667.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6640886.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $1100000.00        | $1158106.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $6414358.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-15      | 1.7428%  | 0.0000% | $97046080.00       | $1592492.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-04-15      | 1.5928%  | 0.0000% | $13558848.00       | $157729.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-25      | 0.1857%  | 0.0000% | $13860864.00       | $5570.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-03-25      | 0.2744%  | 0.0000% | $39165952.00       | $27742.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9603251.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1576359.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-25      | 0.0000%  | 0.0000% | $89718682.00       | $12377.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $2145615.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 0.0000%  | 0.0000% | $37910272.00       | $76552.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-25      | 0.0000%  | 0.0000% | $35000000.00       | $119424.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10414358.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $6886878.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 0.0000%  | 0.0000% | $1263000.00        | $726816.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $71611.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 6.5000%  | 0.0000% | $29064896.00       | $5727525.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.3516%  | 0.0000% | $50000000.00       | $1585832.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.5516%  | 0.0000% | $60000000.00       | $1866195.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.1916%  | 0.0000% | $50000000.00       | $2426176.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.1516%  | 0.0000% | $75000000.00       | $3669445.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5516%  | 0.0000% | $55000000.00       | $2025369.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.9516%  | 0.0000% | $27000000.00       | $1468059.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 1.5516%  | 0.0000% | $50000000.00       | $1943316.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.7516%  | 0.0000% | $75854080.00       | $4129288.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.8016%  | 0.0000% | $140664576.00      | $7651682.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 0.9516%  | 0.0000% | $50000000.00       | $3195892.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 0.9016%  | 0.0000% | $65222272.00       | $2816767.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $67018.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9016%  | 0.0000% | $66055552.00       | $2940843.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.9516%  | 0.0000% | $50000000.00       | $1843638.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-25      | 6.0000%  | 0.0000% | $4205200.00        | $691767.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.5016%  | 0.0000% | $44721344.00       | $3337970.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 0.8516%  | 0.0000% | $80955904.00       | $4920896.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 0.0000%  | 0.0000% | $140000000.00      | $2814069.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $41250000.00       | $751195.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 0.0000%  | 0.0000% | $2259000000.00     | $43157839.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 0.9516%  | 0.0000% | $114158080.00      | $4396964.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 1.6016%  | 0.0000% | $52993792.00       | $3787040.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 0.0000%  | 0.0000% | $150000000.00      | $2601750.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-15      | 6.0000%  | 0.0000% | $20302464.00       | $1959996.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $95946.54          | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-04-16      | 2.5673%  | 0.0000% | $160880000.00      | $1396693.90        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-02-16      | 0.0000%  | 0.0000% | $170168320.00      | $137892.75         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-12-16      | 1.0555%  | 0.0000% | $134057800.00      | $1939651.29        | Agency Mortgage-Backed Securities |
| GNMA                             | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15913456.17       | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-02-16      | 1.0756%  | 0.0000% | $35091584.00       | $177573.89         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-02-16      | 1.6756%  | 0.0000% | $22530784.00       | $118298.35         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 1.6851%  | 0.0000% | $16725000.00       | $315865.11         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $273751.31         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-06-20      | 1.6951%  | 0.0000% | $64075000.00       | $537146.89         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-09-20      | 1.1451%  | 0.0000% | $68045184.00       | $425586.37         | Agency Mortgage-Backed Securities |
| GNMA                             | 2043-11-16      | 1.0756%  | 0.0000% | $66782592.00       | $495134.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2056-10-16      | 0.2818%  | 0.0000% | $100000000.00      | $483682.94         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $507418.21         | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-05-16      | 0.7349%  | 0.0000% | $190534656.00      | $2487236.61        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-07-16      | 0.7060%  | 0.0000% | $120451200.00      | $1074227.16        | Agency Mortgage-Backed Securities |
| GNMA                             | 2057-02-16      | 0.7003%  | 0.0000% | $74070000.00       | $968379.00         | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-01-16      | 0.4858%  | 0.0000% | $58010112.00       | $1001719.45        | Agency Mortgage-Backed Securities |
| GNMA                             | 2058-12-16      | 0.6203%  | 0.0000% | $72822912.00       | $1528929.70        | Agency Mortgage-Backed Securities |
| GNMA                             | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1245851.26        | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1485016.81        | Agency Mortgage-Backed Securities |
| GNMA                             | 2060-05-16      | 1.8672%  | 0.0000% | $57656896.00       | $5820600.71        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-09-16      | 0.8724%  | 0.0000% | $450000000.00      | $23347082.06       | Agency Mortgage-Backed Securities |
| GNMA                             | 2061-12-16      | 0.8850%  | 0.0000% | $100000000.00      | $5875784.69        | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-10-16      | 0.9489%  | 0.0000% | $252959000.00      | $15976742.85       | Agency Mortgage-Backed Securities |
| GNMA                             | 2063-06-16      | 0.9826%  | 0.0000% | $267966000.00      | $17227053.76       | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-05-16      | 0.9789%  | 0.0000% | $180000000.00      | $11690174.26       | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-07-16      | 0.6556%  | 0.0000% | $81695104.00       | $5104722.56        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-06-20      | 1.5550%  | 0.0000% | $75000000.00       | $5656566.51        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-06-20      | 1.5951%  | 0.0000% | $27000000.00       | $644119.62         | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-08-20      | 1.6451%  | 0.0000% | $35619720.00       | $521802.37         | Agency Mortgage-Backed Securities |
| GNMA                             | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $7950.96           | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-02-20      | 1.5951%  | 0.0000% | $21565152.00       | $553560.63         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-07-20      | 1.7451%  | 0.0000% | $89619000.00       | $6082406.91        | Agency Mortgage-Backed Securities |
| GNMA                             | 2049-02-20      | 0.0000%  | 0.0000% | $74186560.00       | $333910.33         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-08-20      | 0.0000%  | 0.0000% | $36764096.00       | $320151.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-09-20      | 0.0000%  | 0.0000% | $41515456.00       | $524142.86         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $105656576.00      | $500026.21         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-10-20      | 0.0000%  | 0.0000% | $26781600.00       | $431080.45         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-11-20      | 0.0000%  | 0.0000% | $73687296.00       | $353528.48         | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-09-20      | 0.0000%  | 0.0000% | $77742080.00       | $39060.65          | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $8983543.93        | Agency Mortgage-Backed Securities |
| GNMA                             | 2051-12-20      | 2.5000%  | 0.0000% | $45233664.00       | $5148213.33        | Agency Mortgage-Backed Securities |
| GNMA                             | 2062-04-16      | 0.8113%  | 0.0000% | $408000000.00      | $20762185.00       | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 1.0550%  | 0.0000% | $2000000.00        | $45275.10          | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-04-20      | 0.0000%  | 0.0000% | $16525696.00       | $277996.25         | Agency Mortgage-Backed Securities |
| GNMA                             | 2050-03-20      | 0.0050%  | 0.0000% | $25000000.00       | $560403.28         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $36709736.26       | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-05-20      | 0.0000%  | 0.0000% | $53074624.00       | $538067.02         | Agency Mortgage-Backed Securities |
| GNMA                             | 2052-07-20      | 1.7350%  | 0.0000% | $30500000.00       | $2490997.21        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $114942.27         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $8773.82           | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-05-20      | 0.0500%  | 0.0000% | $100000000.00      | $114621.51         | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-07-20      | 0.0500%  | 0.0000% | $14224016.00       | $18038.38          | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-08-20      | 1.3550%  | 0.0000% | $34801088.00       | $2464337.73        | Agency Mortgage-Backed Securities |
| GNMA                             | 2065-06-16      | 0.7661%  | 0.0000% | $100000000.00      | $6356046.46        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-11-20      | 1.1550%  | 0.0000% | $56784640.00       | $2487396.93        | Agency Mortgage-Backed Securities |
| GNMA                             | 2053-12-20      | 2.0550%  | 0.0000% | $48333312.00       | $2947373.75        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-01-20      | 2.6550%  | 0.0000% | $50000000.00       | $4203182.39        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 1.6550%  | 0.0000% | $190106880.00      | $6356059.40        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-04-20      | 0.9050%  | 0.0000% | $113253760.00      | $4393921.86        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 0.9050%  | 0.0000% | $93073024.00       | $3299995.20        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-05-20      | 5.5000%  | 0.0000% | $3294324.00        | $3500277.17        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 1.6050%  | 0.0000% | $20000000.00       | $368380.14         | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-06-20      | 0.8550%  | 0.0000% | $100000000.00      | $1314549.92        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-07-20      | 0.8550%  | 0.0000% | $200000000.00      | $4169704.47        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-09-20      | 0.3550%  | 0.0000% | $60000000.00       | $2787491.54        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-10-20      | 1.7050%  | 0.0000% | $56238976.00       | $3607047.02        | Agency Mortgage-Backed Securities |
| GNMA                             | 2055-01-20      | 0.8550%  | 0.0000% | $109573376.00      | $2554847.05        | Agency Mortgage-Backed Securities |
| GNMA                             | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $554662.68         | Agency Mortgage-Backed Securities |
| GNMA                             | 2064-10-20      | 1.1050%  | 0.0000% | $121094656.00      | $3108637.95        | Agency Mortgage-Backed Securities |

### Security 76: TD Securities (USA) LLC Tri Party repo

- **C.1 - Title:** TD Securities (USA) LLC Tri Party repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 971XCT007, C.3 - LEI: N/A, C.5 - Other ID: 971XCT007_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA                             | 2041-08-25      | 4.5000%  | 0.0000% | $2237000.00        | $2689384.55        | Agency Mortgage-Backed Securities |
| FNMA                             | 2043-01-25      | 2.0000%  | 0.0000% | $24800000.00       | $2940420.79        | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-03-25      | 2.0000%  | 0.0000% | $1989000.00        | $251133.36         | Agency Mortgage-Backed Securities |
| FNMA                             | 2045-08-25      | 3.0000%  | 0.0000% | $20250000.00       | $2432201.52        | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $630774.03         | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-02-25      | 2.5000%  | 0.0000% | $18490000.00       | $1559153.84        | Agency Mortgage-Backed Securities |
| FNMA                             | 2029-10-25      | 2.1510%  | 0.0000% | $9025000.00        | $3443449.37        | Agency Mortgage-Backed Securities |
| FNMA                             | 2049-01-25      | 1.2500%  | 0.0000% | $10000000.00       | $3660093.36        | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-05-25      | 2.5000%  | 0.0000% | $7947544.00        | $5360301.42        | Agency Mortgage-Backed Securities |
| FNMA                             | 2041-06-25      | 2.0000%  | 0.0000% | $1577550.00        | $667743.58         | Agency Mortgage-Backed Securities |
| FNMA                             | 2051-12-25      | 2.5000%  | 0.0000% | $4860862.00        | $2760938.24        | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-01-25      | 1.9921%  | 0.0000% | $275000.00         | $240445.24         | Agency Mortgage-Backed Securities |
| FNMA                             | 2032-05-25      | 2.6786%  | 0.0000% | $400000.00         | $362732.27         | Agency Mortgage-Backed Securities |
| FNMA                             | 2052-10-25      | 5.2184%  | 0.0000% | $30000000.00       | $21823182.03       | Agency Mortgage-Backed Securities |
| FNMA                             | 2046-01-25      | 5.5000%  | 0.0000% | $15000000.00       | $15224846.67       | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-10-25      | 5.4484%  | 0.0000% | $20000000.00       | $18371830.77       | Agency Mortgage-Backed Securities |
| FNMA                             | 2050-08-25      | 5.5000%  | 0.0000% | $3000000.00        | $2169284.11        | Agency Mortgage-Backed Securities |
| FNMA                             | 2054-09-25      | 5.6984%  | 0.0000% | $50000000.00       | $36993556.79       | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-01-25      | 5.5000%  | 0.0000% | $6093283.00        | $6045913.73        | Agency Mortgage-Backed Securities |
| FNMA                             | 2036-03-25      | 5.5000%  | 0.0000% | $15449000.00       | $15510759.98       | Agency Mortgage-Backed Securities |
| FNMA                             | 2048-10-25      | 4.5000%  | 0.0000% | $17228635.00       | $16511485.68       | Agency Mortgage-Backed Securities |
| FNMA                             | 2055-05-25      | 5.7484%  | 0.0000% | $29362484.00       | $27954252.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-15      | 1.5000%  | 0.0000% | $1200000.00        | $502802.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $4147881.00        | $2289187.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-25      | 6.0000%  | 0.0000% | $7500000.00        | $5628543.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 5.5000%  | 0.0000% | $675000.00         | $350511.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 5.4484%  | 0.0000% | $43000000.00       | $41155618.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 5.5000%  | 0.0000% | $200000.00         | $188203.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 5.9984%  | 0.0000% | $40000000.00       | $36853471.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-25      | 5.5000%  | 0.0000% | $150000.00         | $125490.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 5.4984%  | 0.0000% | $56271147.00       | $54140002.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 5.1984%  | 0.0000% | $37500000.00       | $35848274.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 5.5000%  | 0.0000% | $200000.00         | $196980.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 1.5000%  | 0.0000% | $7550841.00        | $6277178.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 5.2984%  | 0.0000% | $35000000.00       | $35107999.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-05-15      | 5.5000%  | 0.0000% | $12587346.00       | $700787.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-15      | 5.5000%  | 0.0000% | $14776917.00       | $729241.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-15      | 4.0000%  | 0.0000% | $21774444.00       | $301823.46         | Agency Mortgage-Backed Securities |

### Security 77: J.P. Morgan Securities Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976WZB909, C.3 - LEI: N/A, C.5 - Other ID: 976WZB909_4.35_0905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2043-05-01      | 2.7750%  | 0.0000% | $116716.00         | $74101.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 2.5250%  | 0.0000% | $91050.00          | $55296.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2116352.00        | $1981395.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2580696.00        | $2453116.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3842244.00        | $3518786.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2060-03-01      | 2.5000%  | 0.0000% | $13000000.00       | $5865170.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $200000.00         | $39405.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $76168.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 5.0000%  | 0.0000% | $1075826.00        | $245135.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3508992.00        | $3573522.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $102794112.00      | $105641386.73      | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $75822464.00       | $79116309.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $275000.00         | $208150.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $1152056.70        | Agency Mortgage-Backed Securities |

### Security 78: Federal Reserve Bank of New York Tri Party Repo

- **C.1 - Title:** Federal Reserve Bank of New York Tri Party Repo 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 98599G006, C.3 - LEI: N/A, C.5 - Other ID: 98599G006_4.25_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $1128371700.00     | $1000472251.61     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Trust

**Date:** 2025-09-08

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

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

**Title of Signing Officer:** Vice President