# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-000304
**Filing Date:** 2026-1
**Character Count:** 177156
**Document Hash:** 53c1f7ec9d4a9ff25b3aa26124b55483
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000304.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000304

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 26517950

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 5493008OWE0VKOXO4934

**EDGAR Series Identifier:** S000019934

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

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

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

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

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 76 days

- **Total Value of Portfolio Securities:** $65633370355.80

- **Amortized Cost of Portfolio Securities:** $65618530168.17

- **Cash:** $5473543576.97

- **Total Other Assets:** $85259699.76

- **Total Liabilities:** $1061269939.42

- **Net Assets of Series:** $70116063505.48

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $64839915080.46           | $64839915080.46            | 98.4900%                  | 98.4900%                   |
| 2025-12-02 | $66950837842.24           | $66950837842.24            | 98.5400%                  | 98.5400%                   |
| 2025-12-03 | $64241918097.98           | $64241918097.98            | 98.4700%                  | 98.4700%                   |
| 2025-12-04 | $63384249660.19           | $63384249660.19            | 98.4500%                  | 98.4500%                   |
| 2025-12-05 | $66418461601.25           | $66418461601.25            | 98.5000%                  | 98.5000%                   |
| 2025-12-08 | $66963879067.78           | $66963879067.78            | 98.5200%                  | 98.5200%                   |
| 2025-12-09 | $67394872328.88           | $68394872328.88            | 97.1100%                  | 98.5500%                   |
| 2025-12-10 | $66400446596.91           | $66400446596.91            | 98.5000%                  | 98.5000%                   |
| 2025-12-11 | $66927870085.21           | $67547870085.21            | 97.7900%                  | 98.7000%                   |
| 2025-12-12 | $66707137924.47           | $66957137924.47            | 98.1300%                  | 98.5000%                   |
| 2025-12-15 | $68080323010.14           | $68080323010.14            | 98.5300%                  | 98.5300%                   |
| 2025-12-16 | $70962724744.52           | $70962724744.52            | 98.5900%                  | 98.5900%                   |
| 2025-12-17 | $70496750413.72           | $70496750413.72            | 98.5800%                  | 98.5800%                   |
| 2025-12-18 | $68037043056.68           | $68037043056.68            | 98.5200%                  | 98.5200%                   |
| 2025-12-19 | $68727918102.89           | $68727918102.89            | 98.5200%                  | 98.5200%                   |
| 2025-12-22 | $69767905995.79           | $69767905995.79            | 98.5500%                  | 98.5500%                   |
| 2025-12-23 | $68661288035.41           | $68661288035.41            | 98.5300%                  | 98.5300%                   |
| 2025-12-24 | $69269353407.31           | $69769353407.31            | 98.5300%                  | 99.2400%                   |
| 2025-12-26 | $69053936637.35           | $69553936637.35            | 98.5200%                  | 99.2300%                   |
| 2025-12-29 | $70445551569.11           | $70945551569.11            | 98.5500%                  | 99.2500%                   |
| 2025-12-30 | $68759847744.94           | $69259847744.94            | 98.5200%                  | 99.2300%                   |
| 2025-12-31 | $70661913932.77           | $70661913932.77            | 99.2600%                  | 99.2600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%             |
| 2025-12-02 | 0.0000%             |
| 2025-12-03 | 0.0000%             |
| 2025-12-04 | 0.0000%             |
| 2025-12-05 | 0.0000%             |
| 2025-12-08 | 0.0000%             |
| 2025-12-09 | 0.0000%             |
| 2025-12-10 | 0.0000%             |
| 2025-12-11 | 0.0000%             |
| 2025-12-12 | 0.0000%             |
| 2025-12-15 | 0.0000%             |
| 2025-12-16 | 0.0000%             |
| 2025-12-17 | 0.0000%             |
| 2025-12-18 | 0.0000%             |
| 2025-12-19 | 0.0000%             |
| 2025-12-22 | 0.0000%             |
| 2025-12-23 | 0.0000%             |
| 2025-12-24 | 0.0000%             |
| 2025-12-26 | 0.0000%             |
| 2025-12-29 | 0.0000%             |
| 2025-12-30 | 0.0000%             |
| 2025-12-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.0000                      |
|  |  |
| 2025-12-02 | 0.0000                      |
|  |  |
| 2025-12-03 | 0.0000                      |
|  |  |
| 2025-12-04 | 0.0000                      |
|  |  |
| 2025-12-05 | 0.0000                      |
|  |  |
| 2025-12-08 | 0.0000                      |
|  |  |
| 2025-12-09 | 0.0000                      |
|  |  |
| 2025-12-10 | 0.0000                      |
|  |  |
| 2025-12-11 | 0.0000                      |
|  |  |
| 2025-12-12 | 0.0000                      |
|  |  |
| 2025-12-15 | 0.0000                      |
|  |  |
| 2025-12-16 | 0.0000                      |
|  |  |
| 2025-12-17 | 0.0000                      |
|  |  |
| 2025-12-18 | 0.0000                      |
|  |  |
| 2025-12-19 | 0.0000                      |
|  |  |
| 2025-12-22 | 0.0000                      |
|  |  |
| 2025-12-23 | 0.0000                      |
|  |  |
| 2025-12-24 | 0.0000                      |
|  |  |
| 2025-12-26 | 0.0000                      |
|  |  |
| 2025-12-29 | 0.0000                      |
|  |  |
| 2025-12-30 | 0.0000                      |
|  |  |
| 2025-12-31 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $70116063505.48

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $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   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1017407593.56
- **C.18.a - Value (excl. sponsor support):** $1017407593.56
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1385018045.79
- **C.18.a - Value (excl. sponsor support):** $1385018045.79
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1142897167.68
- **C.18.a - Value (excl. sponsor support):** $1142897167.68
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $533077141.45
- **C.18.a - Value (excl. sponsor support):** $533077141.45
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.677500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $574462194.75
- **C.18.a - Value (excl. sponsor support):** $574462194.75
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $618590276.78
- **C.18.a - Value (excl. sponsor support):** $618590276.78
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2612240000.00
- **C.18.a - Value (excl. sponsor support):** $2612240000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1560386216.06
- **C.18.a - Value (excl. sponsor support):** $1560386216.06
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1276316690.44
- **C.18.a - Value (excl. sponsor support):** $1276316690.44
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $553344863.31
- **C.18.a - Value (excl. sponsor support):** $553344863.31
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $270429125.18
- **C.18.a - Value (excl. sponsor support):** $270429125.18
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450759246.89
- **C.18.a - Value (excl. sponsor support):** $450759246.89
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $677670202.42
- **C.18.a - Value (excl. sponsor support):** $677670202.42
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $766929850.58
- **C.18.a - Value (excl. sponsor support):** $766929850.58
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $770949530.66
- **C.18.a - Value (excl. sponsor support):** $770949530.66
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210249256.41
- **C.18.a - Value (excl. sponsor support):** $210249256.41
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1054130280.84
- **C.18.a - Value (excl. sponsor support):** $1054130280.84
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499735329.36
- **C.18.a - Value (excl. sponsor support):** $499735329.36
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $504420652.62
- **C.18.a - Value (excl. sponsor support):** $504420652.62
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $509732922.10
- **C.18.a - Value (excl. sponsor support):** $509732922.10
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $515364204.03
- **C.18.a - Value (excl. sponsor support):** $515364204.03
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498184036.44
- **C.18.a - Value (excl. sponsor support):** $498184036.44
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9143085.54
- **C.18.a - Value (excl. sponsor support):** $9143085.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $431937798.74
- **C.18.a - Value (excl. sponsor support):** $431937798.74
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $502042879.21
- **C.18.a - Value (excl. sponsor support):** $502042879.21
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $251196528.83
- **C.18.a - Value (excl. sponsor support):** $251196528.83
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $378105489.14
- **C.18.a - Value (excl. sponsor support):** $378105489.14
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $512788361.84
- **C.18.a - Value (excl. sponsor support):** $512788361.84
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $655371145.16
- **C.18.a - Value (excl. sponsor support):** $655371145.16
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498541828.02
- **C.18.a - Value (excl. sponsor support):** $498541828.02
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $516259816.81
- **C.18.a - Value (excl. sponsor support):** $516259816.81
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $340538181.62
- **C.18.a - Value (excl. sponsor support):** $340538181.62
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399457382.08
- **C.18.a - Value (excl. sponsor support):** $399457382.08
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $984265246.68
- **C.18.a - Value (excl. sponsor support):** $984265246.68
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $639044094.00
- **C.18.a - Value (excl. sponsor support):** $639044094.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $594907615.38
- **C.18.a - Value (excl. sponsor support):** $594907615.38
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $741981600.00
- **C.18.a - Value (excl. sponsor support):** $741981600.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $642611801.00
- **C.18.a - Value (excl. sponsor support):** $642611801.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $460596059.20
- **C.18.a - Value (excl. sponsor support):** $460596059.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $22024679.27
- **C.18.a - Value (excl. sponsor support):** $22024679.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79504704.80
- **C.18.a - Value (excl. sponsor support):** $79504704.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59405529.51
- **C.18.a - Value (excl. sponsor support):** $59405529.51
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98431005.37
- **C.18.a - Value (excl. sponsor support):** $98431005.37
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55668695.74
- **C.18.a - Value (excl. sponsor support):** $55668695.74
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $578643209.50
- **C.18.a - Value (excl. sponsor support):** $578643209.50
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $818039387.29
- **C.18.a - Value (excl. sponsor support):** $818039387.29
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $161097744.02
- **C.18.a - Value (excl. sponsor support):** $161097744.02
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249848341.34
- **C.18.a - Value (excl. sponsor support):** $249848341.34
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $92415757.53
- **C.18.a - Value (excl. sponsor support):** $92415757.53
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $117455748.90
- **C.18.a - Value (excl. sponsor support):** $117455748.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $131807988.60
- **C.18.a - Value (excl. sponsor support):** $131807988.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152130029.30
- **C.18.a - Value (excl. sponsor support):** $152130029.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $153581353.45
- **C.18.a - Value (excl. sponsor support):** $153581353.45
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145459413.19
- **C.18.a - Value (excl. sponsor support):** $145459413.19
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55221352.60
- **C.18.a - Value (excl. sponsor support):** $55221352.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.847000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230693469.09
- **C.18.a - Value (excl. sponsor support):** $230693469.09
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178651890.69
- **C.18.a - Value (excl. sponsor support):** $178651890.69
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $367733478.30
- **C.18.a - Value (excl. sponsor support):** $367733478.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $457482496.37
- **C.18.a - Value (excl. sponsor support):** $457482496.37
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.752000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $887938639.20
- **C.18.a - Value (excl. sponsor support):** $887938639.20
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119812452.37
- **C.18.a - Value (excl. sponsor support):** $119812452.37
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.784000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1610643565.04
- **C.18.a - Value (excl. sponsor support):** $1610643565.04
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $206343975.76
- **C.18.a - Value (excl. sponsor support):** $206343975.76
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $93910957.39
- **C.18.a - Value (excl. sponsor support):** $93910957.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90823488.52
- **C.18.a - Value (excl. sponsor support):** $90823488.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $269056498.63
- **C.18.a - Value (excl. sponsor support):** $269056498.63
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.807000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1812600429.69
- **C.18.a - Value (excl. sponsor support):** $1812600429.69
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $208066910.57
- **C.18.a - Value (excl. sponsor support):** $208066910.57
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95380779.03
- **C.18.a - Value (excl. sponsor support):** $95380779.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1975270649.59
- **C.18.a - Value (excl. sponsor support):** $1975270649.59
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.762000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $494666691.01
- **C.18.a - Value (excl. sponsor support):** $494666691.01
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.761000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $493294299.14
- **C.18.a - Value (excl. sponsor support):** $493294299.14
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.792000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $136595495.40
- **C.18.a - Value (excl. sponsor support):** $136595495.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: N/A, C.5 - Other ID: 921BPA003_3.81_0102
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $19083000.00       | $14954246.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $2000.00           | $1889.42           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $33549600.00       | $34380590.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $400.00            | $413.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $300.00            | $305.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1027.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $3800.00           | $3851.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $300.00            | $302.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $7351200.00        | $7491303.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $2000.00           | $2031.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $3471300.00        | $3509228.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $600.00            | $616.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $2955200.00        | $2967303.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $107.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $6332500.00        | $5872937.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $197.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $1500.00           | $1493.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $1000.00           | $992.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $94.45             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $800.00            | $1176.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $300.00            | $251.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $162.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $149.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.97             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $900.00            | $719.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $1000.00           | $639.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.76             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $96354000.00       | $70648103.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $1700.00           | $822.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $1000.00           | $500.48            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $62.18             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $400.00            | $331.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $185.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $381.92            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $2450000.00        | $2432114.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $281000.00         | $279000.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $9100.00           | $9013.16           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $472.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $300.00            | $317.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $3000.00           | $3026.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $999.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $61055800.00       | $61431123.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $482000.00         | $544275.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1010.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $10845900.00       | $9832904.15        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $200.00            | $193.24            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $94447700.00       | $127622559.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.87             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $800.00            | $944.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $400.00            | $382.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $201.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $7842400.00        | $7860594.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $14082700.00       | $14255900.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $5238400.00        | $5424369.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $2720000.00        | $2756338.79        | U.S. Treasuries (including strips) |

### Security 75: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: N/A, C.5 - Other ID: 926SGH006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $121816100.00      | $120926834.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $42795300.00       | $31760750.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $201890400.00      | $206389123.78      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $4993700.00        | $10629004.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $2227500.00        | $2214902.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $14550000.00       | $14870886.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $88444200.00       | $90634874.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $5430000.00        | $5595693.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $2445900.00        | $2466315.17        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $800.00            | $985.01            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $20000000.00       | $22225325.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $27298400.00       | $27785308.36       | U.S. Treasuries (including strips) |

### Security 76: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NEC009, C.3 - LEI: N/A, C.5 - Other ID: 927NEC009_3.82_0102
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $212.85            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $3263900.00        | $4163941.13        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $118.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $215700.00         | $202669.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $6019200.00        | $5989091.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $204.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $200.00            | $207.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.19            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 3.7001%  | 0.0000% | $86400.00          | $86935.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $200.00            | $206.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $48294700.00       | $49259663.33       | U.S. Treasuries (including strips) |
| STRIPS          | 2043-08-15      | NA       | 0.0000% | $2.46              | $1.02              | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $1.33              | $0.49              | U.S. Treasuries (including strips) |
| STRIPS          | 2046-08-15      | NA       | 0.0000% | $1.13              | $0.40              | U.S. Treasuries (including strips) |
| STRIPS          | 2047-05-15      | NA       | 0.0000% | $40.83             | $13.90             | U.S. Treasuries (including strips) |
| STRIPS          | 2048-08-15      | NA       | 0.0000% | $45.13             | $14.43             | U.S. Treasuries (including strips) |
| STRIPS          | 2051-08-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS          | 2029-05-15      | NA       | 0.0000% | $0.47              | $0.42              | U.S. Treasuries (including strips) |
| STRIPS          | 2036-05-15      | NA       | 0.0000% | $69.71             | $44.32             | U.S. Treasuries (including strips) |
| STRIPS          | 2037-08-15      | NA       | 0.0000% | $0.53              | $0.32              | U.S. Treasuries (including strips) |
| STRIPS          | 2037-11-15      | NA       | 0.0000% | $165.93            | $97.31             | U.S. Treasuries (including strips) |
| STRIPS          | 2038-08-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $13.99             | $7.29              | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $30.59             | $15.68             | U.S. Treasuries (including strips) |
| STRIPS          | 2040-05-15      | NA       | 0.0000% | $0.70              | $0.35              | U.S. Treasuries (including strips) |
| STRIPS          | 2040-11-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS          | 2041-05-15      | NA       | 0.0000% | $2.78              | $1.32              | U.S. Treasuries (including strips) |
| STRIPS          | 2041-08-15      | NA       | 0.0000% | $6502451.73        | $3051067.40        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $1.55              | $0.69              | U.S. Treasuries (including strips) |
| STRIPS          | 2043-02-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-21      | NA       | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2040-02-15      | NA       | 0.0000% | $200.00            | $105.40            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-05-15      | NA       | 0.0000% | $6024300.00        | $2340934.54        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-05-15      | NA       | 0.0000% | $2001000.00        | $601892.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $51049300.00       | $50967570.07       | U.S. Treasuries (including strips) |
| STRIPS          | 2032-02-15      | NA       | 0.0000% | $1.28              | $1.01              | U.S. Treasuries (including strips) |
| STRIPS          | 2032-08-15      | NA       | 0.0000% | $0.40              | $0.31              | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $33692000.00       | $25245280.83       | U.S. Treasuries (including strips) |
| STRIPS          | 2034-02-15      | NA       | 0.0000% | $16506880.00       | $11785813.28       | U.S. Treasuries (including strips) |
| STRIPS          | 2034-08-15      | NA       | 0.0000% | $1970112.00        | $1371540.75        | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | NA       | 0.0000% | $2860687.71        | $1942000.74        | U.S. Treasuries (including strips) |
| STRIPS          | 2031-05-15      | NA       | 0.0000% | $6777737.29        | $5510449.53        | U.S. Treasuries (including strips) |
| STRIPS          | 2033-11-15      | NA       | 0.0000% | $1.15              | $0.83              | U.S. Treasuries (including strips) |
| STRIPS          | 2027-02-15      | NA       | 0.0000% | $9.38              | $9.02              | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $679200.00         | $679378.92         | U.S. Treasuries (including strips) |

### Security 77: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: N/A, C.5 - Other ID: 927NFC008_3.82_0102
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $231589300.00      | $219300013.80      | U.S. Treasuries (including strips) |

### Security 78: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.72_0112
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $19221700.00       | $15062937.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $136564800.00      | $107337133.22      | U.S. Treasuries (including strips) |

### Security 79: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.82_0102
- **C.18 - Value (incl. sponsor support):** $4400000000.00
- **C.18.a - Value (excl. sponsor support):** $4400000000.00
- **C.19 - Percentage of Net Assets:** 6.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $1867612700.00     | $1398212993.72     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $618777600.00      | $459228961.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $1728108800.00     | $1101696933.36     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $533390000.00      | $378218981.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $329608000.00      | $239183774.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $275056000.00      | $284166473.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $606035200.00      | $463555263.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $65774200.00       | $68410068.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $124067400.00      | $95326566.45       | U.S. Treasuries (including strips) |

### Security 80: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $22408900.00       | $22513941.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $16699900.00       | $16992148.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $4999900.00        | $4799588.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $9999900.00        | $7535862.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $11435900.00       | $7469634.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $11849900.00       | $9310314.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $5540900.00        | $5881145.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $15520400.00       | $13814361.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $19999900.00       | $16871790.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $19999900.00       | $17778036.11       | U.S. Treasuries (including strips) |

### Security 81: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.860000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_3.86_0102
- **C.18 - Value (incl. sponsor support):** $170580759.00
- **C.18.a - Value (excl. sponsor support):** $170580759.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $1359000.00        | $1169068.88        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2044-11-15      | NA       | 0.0000% | $50000000.00       | $20016450.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $125000000.00      | $80136718.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $48000000.00       | $42243977.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $30000000.00       | $30651485.23       | U.S. Treasuries (including strips) |

### Security 82: RBC Dominion Tri Party Repo

- **C.1 - Title:** RBC Dominion Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932UEA000, C.3 - LEI: N/A, C.5 - Other ID: 932UEA000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $149668800.00      | $161733422.91      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $52000000.00       | $68527631.17       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $14077400.00       | $14538963.17       | U.S. Treasuries (including strips) |

### Security 83: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAA003, C.3 - LEI: N/A, C.5 - Other ID: 933UAA003_3.78_0102
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $24753000.00       | $25943954.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $1206000.00        | $1226267.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $992200.00         | $990097.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $65820500.00       | $66941470.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $16061100.00       | $16631287.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $112705000.00      | $114376978.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $21398600.00       | $22044354.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $5130500.00        | $5151057.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $9545100.00        | $9628668.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $80379000.00       | $81586262.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $123339800.00      | $124653509.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $82882300.00       | $82904133.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $25393300.00       | $24958001.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $182213400.00      | $180233013.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $5800000.00        | $5477539.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $2213500.00        | $1947039.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $307000.00         | $305361.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $1000.00           | $1036.93           | U.S. Treasuries (including strips) |

### Security 84: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934EDJ006, C.3 - LEI: N/A, C.5 - Other ID: 934EDJ006_3.84_0102
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $140878000.00      | $142101826.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $36955900.00       | $36398176.82       | U.S. Treasuries (including strips) |

### Security 85: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.860000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_3.86_0102
- **C.18 - Value (incl. sponsor support):** $300773750.00
- **C.18.a - Value (excl. sponsor support):** $300773750.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $35000000.00       | $10103905.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14599950.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | NA       | 0.0000% | $40000000.00       | $11992520.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $40000000.00       | $12152880.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-08-15      | NA       | 0.0000% | $35000000.00       | $10763690.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $25000000.00       | $7801675.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-02-15      | NA       | 0.0000% | $20000000.00       | $6310360.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-02-15      | NA       | 0.0000% | $25000000.00       | $8296775.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $90000000.00       | $41958450.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $69000000.00       | $18162870.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-08-15      | NA       | 0.0000% | $57000000.00       | $30368745.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50552248.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $25000000.00       | $18945312.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $29000000.00       | $23476406.25       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14854650.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $50000000.00       | $15193100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-11-15      | NA       | 0.0000% | $15000000.00       | $4858335.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2048-11-15      | NA       | 0.0000% | $25000000.00       | $7991325.00        | U.S. Treasuries (including strips) |

### Security 86: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: N/A, C.5 - Other ID: 934QYA005_3.82_0102
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $294171100.00      | $382500053.55      | U.S. Treasuries (including strips) |

### Security 87: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.83_0102
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $180415000.00      | $178434663.48      | U.S. Treasuries (including strips) |

### Security 88: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_3.82_0102
- **C.18 - Value (incl. sponsor support):** $54231000.00
- **C.18.a - Value (excl. sponsor support):** $54231000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $9500.00           | $12119.69          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $6109400.00        | $8146892.79        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $35783300.00       | $47156630.47       | U.S. Treasuries (including strips) |

### Security 89: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_3.83_0102
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 8.5600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $377.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $519367600.00      | $518536092.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $53327000.00       | $54971734.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $225100000.00      | $228439358.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $352507000.00      | $365026710.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $112500000.00      | $116493877.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $1011.42           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $189448700.00      | $191572034.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $3174000.00        | $3234491.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $225770000.00      | $230457673.67      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $1000.00           | $995.28            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $198400000.00      | $192310310.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $106.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $104680400.00      | $108032868.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $300.00            | $283.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $132840000.00      | $89046836.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $725800.00         | $557664.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $1300.00           | $935.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $900.00            | $653.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $57788600.00       | $57430767.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $247385000.00      | $245567480.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $232766000.00      | $218314664.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $8025400.00        | $7871931.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $30746000.00       | $30609164.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $3723800.00        | $3693328.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $66473600.00       | $58090531.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $214930000.00      | $203965303.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $115512000.00      | $102362547.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $19037800.00       | $17130591.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $77960500.00       | $76686985.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $4773600.00        | $4528233.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $181699000.00      | $187986632.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $117013000.00      | $120554624.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $192829300.00      | $197930179.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $6361000.00        | $6481604.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $30204100.00       | $30534118.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $269327000.00      | $271562952.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $191806000.00      | $196966639.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $204288000.00      | $207288551.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $257412000.00      | $259210560.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $900.00            | $894.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $457078000.00      | $455687568.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $40468000.00       | $40859851.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $46354600.00       | $47061188.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $369600.00         | $369008.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $202.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $5670000.00        | $5796469.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $55511700.00       | $57223815.99       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $200.00            | $194.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $1200.00           | $1053.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $909717300.00      | $824750644.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $176.20            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $71932100.00       | $70912174.75       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $14161000.00       | $13884981.72       | U.S. Treasuries (including strips) |

### Security 90: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 3.889900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_3.89_0316
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $80000.00          | $79871.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $178000.00         | $179718.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $255285000.00      | $226224312.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $300.00            | $217.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $3785600.00        | $2975404.00        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $800.00            | $792.90            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $40000.00          | $39757.00          | U.S. Treasuries (including strips) |

### Security 91: Fixed Income Clearing Corp. Tri Party Repo - BOA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BOA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: N/A, C.5 - Other ID: 942NHH006_4.15_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $101600.00         | $101437.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $149600.00         | $147730.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $203.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $49999900.00       | $47433082.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $437024000.00      | $432379308.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $6746200.00        | $5207682.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $123.87            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $300.00            | $318.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $25001800.00       | $24730067.94       | U.S. Treasuries (including strips) |

### Security 92: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_3.82_0102
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $90000000.00       | $90699551.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $200000000.00      | $198343750.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $130000000.00      | $101468344.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $245000000.00      | $228003125.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $106448000.00      | $69479190.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $92000000.00       | $67418750.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $34042000.00       | $30153765.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $60000000.00       | $56540625.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $7000000.00        | $7262137.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $19593000.00       | $20445897.63       | U.S. Treasuries (including strips) |

### Security 93: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.85_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $340000000.00      | $351515421.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $90000000.00       | $89710868.82       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-10-31      | 3.7921%  | 0.0000% | $43140000.00       | $43473899.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $360000000.00      | $366879498.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $310000000.00      | $323494526.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $150000000.00      | $145604238.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $440000000.00      | $452840866.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $300000000.00      | $195811636.74      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-12-24      | NA       | 0.0000% | $80000000.00       | $77332800.00       | U.S. Treasuries (including strips) |

### Security 94: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_3.85_0102
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 4.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $6098000.00        | $5993466.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1010.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $771397000.00      | $782727164.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $100669700.00      | $102274042.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $313648100.00      | $325229556.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $164552000.00      | $166825141.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $1000.00           | $1018.13           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $17506900.00       | $17668870.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $12269900.00       | $12269394.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $87062700.00       | $88747098.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $195.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $454300.00         | $426856.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $39779500.00       | $37594650.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $1099800.00        | $1050506.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $210800.00         | $201124.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $20584900.00       | $22012015.09       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $2914100.00        | $2832143.85        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-29      | NA       | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $985099200.00      | $983246228.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $75561200.00       | $73822494.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $5373300.00        | $5279890.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $275092000.00      | $276868211.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $1939100.00        | $1928905.70        | U.S. Treasuries (including strips) |

### Security 95: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: N/A, C.5 - Other ID: 952JMUII9_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $2755751300.00     | $2804507687.28     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $492300.00         | $492377.82         | U.S. Treasuries (including strips) |

### Security 96: Fixed Income Clearing Corp. Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - Northern Trust 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $159371100.00      | $164509907.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $77159500.00       | $80290092.72       | U.S. Treasuries (including strips) |

### Security 97: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 976GZD009, C.3 - LEI: N/A, C.5 - Other ID: 976GZD009_3.82_0102
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $232145800.00      | $218122104.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $362614300.00      | $342877928.88      | U.S. Treasuries (including strips) |

### Security 98: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $31741800.00       | $32421195.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $170824200.00      | $161378902.92      | U.S. Treasuries (including strips) |

### Security 99: Citigroup Global Markets Inc Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets Inc Tri Party Repo 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.00_0109
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $52079400.00       | $51736144.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $49536300.00       | $50263881.79       | U.S. Treasuries (including strips) |

### Security 100: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.82_0102
- **C.18 - Value (incl. sponsor support):** $845000000.00
- **C.18.a - Value (excl. sponsor support):** $845000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $75000000.00       | $74304300.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $45366000.00       | $45419779.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $25000000.00       | $15981588.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $26470000.00       | $15467426.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $986.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $17500000.00       | $17504609.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $312.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $54687000.00       | $56941663.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $463465000.00      | $477607352.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1025.37           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $102099800.00      | $106317219.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $20903000.00       | $20928654.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $13259900.00       | $13494502.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1017.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $30000000.00       | $17929260.00       | U.S. Treasuries (including strips) |

### Security 101: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $504238000.00      | $681352155.45      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $70077700.00       | $74478910.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $111000000.00      | $109658460.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $155427000.00      | $154510552.88      | U.S. Treasuries (including strips) |

### Security 102: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2047-08-15      | NA       | 0.0000% | $5526134.14        | $1855996.36        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2026-05-15      | NA       | 0.0000% | $186400.00         | $184003.64         | U.S. Treasuries (including strips) |

### Security 103: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDQN002, C.3 - LEI: N/A, C.5 - Other ID: 99VDQN002_3.84_0102
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $202.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $360200.00         | $372357.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $76900.00          | $78615.25          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $4000000.00        | $4021224.00        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $1571100.00        | $1655142.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $9900.00           | $10082.82          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $9053400.00        | $9174352.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $1200000.00        | $1230439.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $900.00            | $910.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $200000.00         | $204895.19         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $4202600.00        | $4412273.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1118.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $94600.00          | $95535.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $21400.00          | $21844.33          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $10000.00          | $10280.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $427600.00         | $442396.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $25900.00          | $26507.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $16100.00          | $17044.79          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $290000.00         | $294936.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $2167700.00        | $2225021.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $199800.00         | $201854.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $5150000.00        | $5186924.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $20000.00          | $20072.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $560900.00         | $559711.49         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $5435000.00        | $5409501.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $450200.00         | $452043.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $200.00            | $199.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $2724100.00        | $2715813.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $2787000.00        | $2782538.01        | U.S. Treasuries (including strips) |
| STRIPS          | 2034-08-15      | NA       | 0.0000% | $24942.73          | $17364.48          | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $9.17              | $7.62              | U.S. Treasuries (including strips) |
| STRIPS          | 2027-02-15      | NA       | 0.0000% | $24.58             | $23.63             | U.S. Treasuries (including strips) |
| STRIPS          | 2027-05-15      | NA       | 0.0000% | $9683.39           | $9228.48           | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $56000.00          | $48561.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $19600.00          | $17636.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $436800.00         | $429132.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $80000.00          | $78548.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $466800.00         | $464465.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $740000.00         | $737583.90         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $4000000.00        | $4227235.99        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $9184800.00        | $10206758.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $496000.00         | $506475.68         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-22      | NA       | 0.0000% | $250000.00         | $249507.25         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-02      | NA       | 0.0000% | $529800.00         | $529800.00         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-15      | NA       | 0.0000% | $229000.00         | $228708.48         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-03      | NA       | 0.0000% | $10000.00          | $9772.95           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-12      | NA       | 0.0000% | $218400.00         | $217508.71         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $246300.00         | $244955.69         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-06      | NA       | 0.0000% | $2729500.00        | $2728446.41        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-13      | NA       | 0.0000% | $59900.00          | $59835.97          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-03      | NA       | 0.0000% | $7000.00           | $6978.17           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-24      | NA       | 0.0000% | $2010000.00        | $1999545.99        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-31      | NA       | 0.0000% | $4000.00           | $3965.63           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $69900.00          | $67912.04          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-02-15      | NA       | 0.0000% | $40000.00          | $38550.76          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2028-11-15      | NA       | 0.0000% | $56000.00          | $50644.44          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $8558800.00        | $18217257.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $4100.00           | $3187.55           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $152500.00         | $108195.24         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $495000.00         | $517009.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $29900.00          | $22958.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $600.00            | $290.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $10960300.00       | $7166329.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $12100.00          | $10021.94          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $2227000.00        | $1923679.21        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $2445900.00        | $2363252.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $479200.00         | $476833.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $400000.00         | $390117.23         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-11-15      | NA       | 0.0000% | $200000.00         | $187481.60         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $5000000.00        | $6378781.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $499600.00         | $500750.99         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $1727300.00        | $2366841.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $40600.00          | $40164.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $99900.00          | $99366.68          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $3000000.00        | $3607437.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $48700.00          | $45064.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $4900.00           | $4282.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $493900.00         | $471231.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $189.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $1393000.00        | $1418501.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $73900.00          | $74853.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $488000.00         | $499826.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $371500.00         | $376044.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $900.00            | $929.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $1000.00           | $1021.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $499700.00         | $516199.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1041.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $3546800.00        | $3643038.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $14100.00          | $14351.63          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $4725000.00        | $4867588.38        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $5997000.00        | $6381856.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.06            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-01-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer